Index Fund Administrator Fund Market Value
| WFIOX Fund | USD 51.05 0.25 0.49% |
| Symbol | Index |
Index 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 Index 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 Index Fund.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Index Fund on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Index Fund Administrator or generate 0.0% return on investment in Index Fund over 90 days. Index Fund is related to or competes with Touchstone Large, Upright Assets, Rational Strategic, T Rowe, The Hartford, Oppenheimer Global, and Washington Mutual. The fund invests at least 80 percent of its net assets in a diversified portfolio of equity securities designed to repli... More
Index 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 Index 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 Index Fund Administrator upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 7.99 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.12 |
Index Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Index Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Index Fund's standard deviation. In reality, there are many statistical measures that can use Index Fund historical prices to predict the future Index Fund's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.29) |
Index Fund Administrator Backtested Returns
Index Fund Administrator holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Index Fund Administrator exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Index Fund's Risk Adjusted Performance of (0.13), standard deviation of 1.3, and Market Risk Adjusted Performance of (0.28) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Index Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Index Fund is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Index Fund Administrator has modest reverse predictability. Overlapping area represents the amount of predictability between Index Fund time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Index Fund Administrator price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Index Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Index Fund Administrator lagged returns against current returns
Autocorrelation, which is Index 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 Index Fund's mutual fund expected returns. We can calculate the autocorrelation of Index Fund returns to help us make a trade decision. For example, suppose you find that Index 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 |
Index 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 Index Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Index 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 Index Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Index Fund Lagged Returns
When evaluating Index Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Index Fund mutual fund have on its future price. Index 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, Index Fund autocorrelation shows the relationship between Index Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Index Fund Administrator.
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 Index Mutual Fund
Index Fund financial ratios help investors to determine whether Index 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 Index with respect to the benefits of owning Index Fund security.
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