Duff Phelps Global Fund Market Value
| XDPGX Fund | USD 12.71 0.06 0.47% |
| Symbol | Duff |
Please note, there is a significant difference between Duff Phelps' value and its price as these two are different measures arrived at by different means. Investors typically determine if Duff Phelps is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Duff Phelps' 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.
Duff Phelps '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 Duff Phelps' 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 Duff Phelps.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in Duff Phelps on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding Duff Phelps Global or generate 0.0% return on investment in Duff Phelps over 720 days. Duff Phelps is related to or competes with Duke Energy, VivoPower International, DTE Energy, United States, Sunnova Energy, Algonquin Power, and Southern. Duff Phelps is entity of United States. It is traded as Fund on NMFQS exchange. More
Duff Phelps 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 Duff Phelps' 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 Duff Phelps Global 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 | (1.80) | |||
| Potential Upside | 1.78 |
Duff Phelps Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duff Phelps' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duff Phelps' standard deviation. In reality, there are many statistical measures that can use Duff Phelps historical prices to predict the future Duff Phelps' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.08) |
Duff Phelps Global Backtested Returns
Duff Phelps Global secures Sharpe Ratio (or Efficiency) of -0.0204, which denotes the fund had a -0.0204% return per unit of risk over the last 3 months. Duff Phelps Global exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Duff Phelps' Variance of 1.09, standard deviation of 1.05, and Mean Deviation of 0.7578 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.3, which means not very significant fluctuations relative to the market. As returns on the market increase, Duff Phelps' returns are expected to increase less than the market. However, during the bear market, the loss of holding Duff Phelps is expected to be smaller as well.
Auto-correlation | -0.84 |
Excellent reverse predictability
Duff Phelps Global has excellent reverse predictability. Overlapping area represents the amount of predictability between Duff Phelps time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th of January 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 Duff Phelps Global price movement. The serial correlation of -0.84 indicates that around 84.0% of current Duff Phelps price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 1.16 |
Duff Phelps Global lagged returns against current returns
Autocorrelation, which is Duff Phelps 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 Duff Phelps' mutual fund expected returns. We can calculate the autocorrelation of Duff Phelps returns to help us make a trade decision. For example, suppose you find that Duff Phelps 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 |
Duff Phelps 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 Duff Phelps mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duff Phelps mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duff Phelps mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Duff Phelps Lagged Returns
When evaluating Duff Phelps' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duff Phelps mutual fund have on its future price. Duff Phelps 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, Duff Phelps autocorrelation shows the relationship between Duff Phelps mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Duff Phelps Global.
Regressed Prices |
| Timeline |
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Other Information on Investing in Duff Mutual Fund
Duff Phelps financial ratios help investors to determine whether Duff 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 Duff with respect to the benefits of owning Duff Phelps security.
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