Value Line Income Fund Market Value
| VALIX Fund | USD 11.93 0.21 1.73% |
| Symbol | Value |
Value Line '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 Value Line'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 Value Line.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Value Line on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Value Line Income or generate 0.0% return on investment in Value Line over 90 days. Value Line is related to or competes with Value Line, Value Line, Value Line, Value Line, and Value Line. The fund allocates its assets amongst equity securities, fixed income securities and money market instruments More
Value Line 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 Value Line'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 Value Line Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.35 |
Value Line Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Line's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Line's standard deviation. In reality, there are many statistical measures that can use Value Line historical prices to predict the future Value Line's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.23) |
Value Line Income Backtested Returns
Value Line Income owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the fund had a -0.13 % return per unit of risk over the last 3 months. Value Line Income exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Value Line's Coefficient Of Variation of (779.22), risk adjusted performance of (0.11), and Variance of 1.25 to confirm the risk estimate we provide. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Value Line's returns are expected to increase less than the market. However, during the bear market, the loss of holding Value Line is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
Value Line Income has poor reverse predictability. Overlapping area represents the amount of predictability between Value Line 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 Value Line Income price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Value Line price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Value Line Income lagged returns against current returns
Autocorrelation, which is Value Line 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 Value Line's mutual fund expected returns. We can calculate the autocorrelation of Value Line returns to help us make a trade decision. For example, suppose you find that Value Line 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 |
Value Line 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 Value Line mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Line mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Line mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Value Line Lagged Returns
When evaluating Value Line's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Line mutual fund have on its future price. Value Line 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, Value Line autocorrelation shows the relationship between Value Line mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Value Line Income.
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 Value Mutual Fund
Value Line financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Line security.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |