Enrolled Investment Option Fund Market Value
| UTAWX Fund | USD 10.30 0.02 0.19% |
| Symbol | Enrolled |
Please note, there is a significant difference between Enrolled Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Enrolled Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Enrolled Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Enrolled Investment '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 Enrolled Investment'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 Enrolled Investment.
| 12/21/2023 |
| 12/15/2024 |
If you would invest 0.00 in Enrolled Investment on December 21, 2023 and sell it all today you would earn a total of 0.00 from holding Enrolled Investment Option or generate 0.0% return on investment in Enrolled Investment over 360 days. Enrolled Investment is related to or competes with Qs Defensive, Franklin Growth, Eip Growth, Smallcap Growth, and Vy Baron. Enrolled Investment is entity of United States More
Enrolled Investment 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 Enrolled Investment'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 Enrolled Investment Option upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2257 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 0.8801 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.3887 |
Enrolled Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enrolled Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enrolled Investment's standard deviation. In reality, there are many statistical measures that can use Enrolled Investment historical prices to predict the future Enrolled Investment's volatility.| Risk Adjusted Performance | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Enrolled Investment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Enrolled Investment Backtested Returns
Enrolled Investment secures Sharpe Ratio (or Efficiency) of -0.0258, which denotes the fund had a -0.0258% return per unit of risk over the last 3 months. Enrolled Investment Option exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Enrolled Investment's Coefficient Of Variation of 10723.98, standard deviation of 0.1738, and Semi Deviation of 0.1368 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0, which means not very significant fluctuations relative to the market. the returns on MARKET and Enrolled Investment are completely uncorrelated.
Auto-correlation | 0.53 |
Modest predictability
Enrolled Investment Option has modest predictability. Overlapping area represents the amount of predictability between Enrolled Investment time series from 21st of December 2023 to 18th of June 2024 and 18th of June 2024 to 15th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Enrolled Investment price movement. The serial correlation of 0.53 indicates that about 53.0% of current Enrolled Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Enrolled Investment lagged returns against current returns
Autocorrelation, which is Enrolled Investment 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 Enrolled Investment's mutual fund expected returns. We can calculate the autocorrelation of Enrolled Investment returns to help us make a trade decision. For example, suppose you find that Enrolled Investment 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 |
Enrolled Investment 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 Enrolled Investment mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enrolled Investment mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enrolled Investment mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Enrolled Investment Lagged Returns
When evaluating Enrolled Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enrolled Investment mutual fund have on its future price. Enrolled Investment 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, Enrolled Investment autocorrelation shows the relationship between Enrolled Investment mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Enrolled Investment Option.
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 Enrolled Mutual Fund
Enrolled Investment financial ratios help investors to determine whether Enrolled 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 Enrolled with respect to the benefits of owning Enrolled Investment security.
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Money Managers Screen money managers from public funds and ETFs managed around the world |