Tswhgyldbdinstl Fund Market Value
| TSWHX Fund | USD 9.21 0.02 0.22% |
| Symbol | Tswhgyldbdinstl |
Tswhgyldbdinstl 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tswhgyldbdinstl's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tswhgyldbdinstl.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Tswhgyldbdinstl on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Tswhgyldbdinstl or generate 0.0% return on investment in Tswhgyldbdinstl over 90 days. Tswhgyldbdinstl is related to or competes with T Rowe, Quantitative, Transamerica Asset, Alternative Asset, Principal Lifetime, Franklin Moderate, and Oppenheimer Global. The fund invests, under normal circumstances, at least 80 percent of its net assets in high yield fixed income securitie... More
Tswhgyldbdinstl Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tswhgyldbdinstl's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tswhgyldbdinstl upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2565 | |||
| Information Ratio | 0.5106 | |||
| Maximum Drawdown | 1.09 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.4315 |
Tswhgyldbdinstl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tswhgyldbdinstl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tswhgyldbdinstl's standard deviation. In reality, there are many statistical measures that can use Tswhgyldbdinstl historical prices to predict the future Tswhgyldbdinstl's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.019 | |||
| Sortino Ratio | 0.4008 | |||
| Treynor Ratio | (0.20) |
Tswhgyldbdinstl Backtested Returns
At this stage we consider Tswhgyldbdinstl Mutual Fund to be very steady. Tswhgyldbdinstl owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0187, which indicates the fund had a 0.0187 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tswhgyldbdinstl, which you can use to evaluate the volatility of the fund. Please validate Tswhgyldbdinstl's Semi Deviation of 0.1575, risk adjusted performance of (0.02), and Coefficient Of Variation of 5349.23 to confirm if the risk estimate we provide is consistent with the expected return of 0.0038%. The entity has a beta of 0.0307, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tswhgyldbdinstl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tswhgyldbdinstl is expected to be smaller as well.
Auto-correlation | 0.20 |
Weak predictability
Tswhgyldbdinstl has weak predictability. Overlapping area represents the amount of predictability between Tswhgyldbdinstl time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tswhgyldbdinstl price movement. The serial correlation of 0.2 indicates that over 20.0% of current Tswhgyldbdinstl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tswhgyldbdinstl lagged returns against current returns
Autocorrelation, which is Tswhgyldbdinstl mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tswhgyldbdinstl's mutual fund expected returns. We can calculate the autocorrelation of Tswhgyldbdinstl returns to help us make a trade decision. For example, suppose you find that Tswhgyldbdinstl has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Tswhgyldbdinstl regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tswhgyldbdinstl mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tswhgyldbdinstl mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tswhgyldbdinstl mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tswhgyldbdinstl Lagged Returns
When evaluating Tswhgyldbdinstl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tswhgyldbdinstl mutual fund have on its future price. Tswhgyldbdinstl autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tswhgyldbdinstl autocorrelation shows the relationship between Tswhgyldbdinstl mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tswhgyldbdinstl.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Tswhgyldbdinstl Mutual Fund
Tswhgyldbdinstl financial ratios help investors to determine whether Tswhgyldbdinstl Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tswhgyldbdinstl with respect to the benefits of owning Tswhgyldbdinstl security.
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