Retailing Portfolio Retailing Fund Market Value
| FSRPX Fund | USD 18.84 0.05 0.26% |
| Symbol | Retailing |
Retailing Portfolio '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 Retailing Portfolio'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 Retailing Portfolio.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Retailing Portfolio on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Retailing Portfolio Retailing or generate 0.0% return on investment in Retailing Portfolio over 30 days. Retailing Portfolio is related to or competes with It Services, Software, Leisure Portfolio, Multimedia Portfolio, and Consumer Discretionary. The fund invests primarily in common stocks More
Retailing Portfolio 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 Retailing Portfolio'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 Retailing Portfolio Retailing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0378 | |||
| Maximum Drawdown | 13.71 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.64 |
Retailing Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Retailing Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Retailing Portfolio's standard deviation. In reality, there are many statistical measures that can use Retailing Portfolio historical prices to predict the future Retailing Portfolio's volatility.| Risk Adjusted Performance | 0.0531 | |||
| Jensen Alpha | 0.0506 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | 0.0905 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Retailing Portfolio's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Retailing Portfolio Backtested Returns
We consider Retailing Portfolio very steady. Retailing Portfolio maintains Sharpe Ratio (i.e., Efficiency) of 0.0682, which implies the entity had a 0.0682% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Retailing Portfolio, which you can use to evaluate the volatility of the fund. Please check Retailing Portfolio's Semi Deviation of 1.51, risk adjusted performance of 0.0531, and Coefficient Of Variation of 1332.42 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The fund holds a Beta of 1.12, which implies a somewhat significant risk relative to the market. Retailing Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Retailing Portfolio is expected to follow.
Auto-correlation | 0.20 |
Weak predictability
Retailing Portfolio Retailing has weak predictability. Overlapping area represents the amount of predictability between Retailing Portfolio time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Retailing Portfolio price movement. The serial correlation of 0.2 indicates that over 20.0% of current Retailing Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Retailing Portfolio lagged returns against current returns
Autocorrelation, which is Retailing Portfolio 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 Retailing Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Retailing Portfolio returns to help us make a trade decision. For example, suppose you find that Retailing Portfolio 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 |
Retailing Portfolio 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 Retailing Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Retailing Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Retailing Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Retailing Portfolio Lagged Returns
When evaluating Retailing Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Retailing Portfolio mutual fund have on its future price. Retailing Portfolio 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, Retailing Portfolio autocorrelation shows the relationship between Retailing Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Retailing Portfolio Retailing.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Retailing Portfolio in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Retailing Portfolio's short interest history, or implied volatility extrapolated from Retailing Portfolio options trading.
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Try AI Portfolio ArchitectCheck out Retailing Portfolio Correlation, Retailing Portfolio Volatility and Retailing Portfolio Alpha and Beta module to complement your research on Retailing Portfolio. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Retailing Portfolio technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.