Virtus Dfa 2040 Fund Market Value
| VTARX Fund | USD 10.76 0.06 0.56% |
| Symbol | Virtus |
Virtus Dfa '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 Virtus Dfa'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 Virtus Dfa.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in Virtus Dfa on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Virtus Dfa 2040 or generate 0.0% return on investment in Virtus Dfa over 720 days. Virtus Dfa is related to or competes with Fidelity Series, Blackrock, Us Government, Virtus Seix, and John Hancock. The fund invests in U.S. equity, non-U.S More
Virtus Dfa 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 Virtus Dfa'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 Virtus Dfa 2040 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.59 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 0.7401 |
Virtus Dfa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Dfa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Dfa's standard deviation. In reality, there are many statistical measures that can use Virtus Dfa historical prices to predict the future Virtus Dfa's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (3.40) |
Virtus Dfa 2040 Backtested Returns
Virtus Dfa 2040 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. Virtus Dfa 2040 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Virtus Dfa's Variance of 2.25, coefficient of variation of (781.28), and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The entity has a beta of 0.0594, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Virtus Dfa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Virtus Dfa is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Virtus Dfa 2040 has insignificant reverse predictability. Overlapping area represents the amount of predictability between Virtus Dfa time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Virtus Dfa 2040 price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Virtus Dfa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Virtus Dfa 2040 lagged returns against current returns
Autocorrelation, which is Virtus Dfa 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 Virtus Dfa's mutual fund expected returns. We can calculate the autocorrelation of Virtus Dfa returns to help us make a trade decision. For example, suppose you find that Virtus Dfa 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 |
Virtus Dfa 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 Virtus Dfa mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtus Dfa mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtus Dfa mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Virtus Dfa Lagged Returns
When evaluating Virtus Dfa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtus Dfa mutual fund have on its future price. Virtus Dfa 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, Virtus Dfa autocorrelation shows the relationship between Virtus Dfa mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Virtus Dfa 2040.
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 Virtus Mutual Fund
Virtus Dfa financial ratios help investors to determine whether Virtus 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 Virtus with respect to the benefits of owning Virtus Dfa security.
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |