Volumetric Fund Volumetric Fund Market Value
| VOLMX Fund | USD 22.45 0.36 1.63% |
| Symbol | Volumetric |
Volumetric Fund '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 Volumetric Fund'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 Volumetric Fund.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Volumetric Fund on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Volumetric Fund Volumetric or generate 0.0% return on investment in Volumetric Fund over 90 days. Volumetric Fund is related to or competes with Aqr Diversified, Global Diversified, Calvert Conservative, Federated Hermes, Wells Fargo, Great-west Moderately, and Delaware Limited. The fund seeks to achieve its objective by investing primarily in a broadly diversified portfolio of large and mid-cap d... More
Volumetric Fund 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 Volumetric Fund'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 Volumetric Fund Volumetric upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.06 |
Volumetric Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volumetric Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volumetric Fund's standard deviation. In reality, there are many statistical measures that can use Volumetric Fund historical prices to predict the future Volumetric Fund's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.33) |
Volumetric Fund Volu Backtested Returns
Volumetric Fund Volu owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the fund had a -0.21 % return per unit of risk over the last 3 months. Volumetric Fund Volumetric exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Volumetric Fund's Variance of 1.46, coefficient of variation of (460.40), and Risk Adjusted Performance of (0.19) to confirm the risk estimate we provide. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Volumetric Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Volumetric Fund is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Volumetric Fund Volumetric has weak predictability. Overlapping area represents the amount of predictability between Volumetric Fund 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 Volumetric Fund Volu price movement. The serial correlation of 0.24 indicates that over 24.0% of current Volumetric Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Volumetric Fund Volu lagged returns against current returns
Autocorrelation, which is Volumetric Fund 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 Volumetric Fund's mutual fund expected returns. We can calculate the autocorrelation of Volumetric Fund returns to help us make a trade decision. For example, suppose you find that Volumetric Fund 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 |
Volumetric Fund 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 Volumetric Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volumetric Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volumetric Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Volumetric Fund Lagged Returns
When evaluating Volumetric Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volumetric Fund mutual fund have on its future price. Volumetric Fund 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, Volumetric Fund autocorrelation shows the relationship between Volumetric Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Volumetric Fund Volumetric.
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 Volumetric Mutual Fund
Volumetric Fund financial ratios help investors to determine whether Volumetric 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 Volumetric with respect to the benefits of owning Volumetric Fund security.
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