Huber Capital Small Fund Market Value
HUSEX Fund | USD 25.49 0.04 0.16% |
Symbol | Huber |
Huber Capital '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 Huber Capital'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 Huber Capital.
03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Huber Capital on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Huber Capital Small or generate 0.0% return on investment in Huber Capital over 30 days. Huber Capital is related to or competes with Siit High, Copeland Risk, Ppm High, Needham Aggressive, Lgm Risk, Artisan High, and Franklin High. The fund invests at least 80 percent of its net assets in common stocks of small capitalization U.S More
Huber Capital 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 Huber Capital'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 Huber Capital Small upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.09) | |||
Maximum Drawdown | 5.39 | |||
Value At Risk | (1.96) | |||
Potential Upside | 1.99 |
Huber Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huber Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huber Capital's standard deviation. In reality, there are many statistical measures that can use Huber Capital historical prices to predict the future Huber Capital's volatility.Risk Adjusted Performance | (0) | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.16) | |||
Treynor Ratio | 0.3655 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Huber Capital'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.
Huber Capital Small Backtested Returns
Huber Capital Small holds Efficiency (Sharpe) Ratio of -0.0102, which attests that the entity had a -0.0102% return per unit of risk over the last 3 months. Huber Capital Small exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Huber Capital's Risk Adjusted Performance of (0), standard deviation of 1.14, and Market Risk Adjusted Performance of 0.3755 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.059, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Huber Capital are expected to decrease at a much lower rate. During the bear market, Huber Capital is likely to outperform the market.
Auto-correlation | -0.06 |
Very weak reverse predictability
Huber Capital Small has very weak reverse predictability. Overlapping area represents the amount of predictability between Huber Capital time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Huber Capital Small price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Huber Capital price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.06 | |
Spearman Rank Test | 0.13 | |
Residual Average | 0.0 | |
Price Variance | 0.17 |
Huber Capital Small lagged returns against current returns
Autocorrelation, which is Huber Capital 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 Huber Capital's mutual fund expected returns. We can calculate the autocorrelation of Huber Capital returns to help us make a trade decision. For example, suppose you find that Huber Capital 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 |
Huber Capital 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 Huber Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huber Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huber Capital mutual fund over time.
Current vs Lagged Prices |
Timeline |
Huber Capital Lagged Returns
When evaluating Huber Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huber Capital mutual fund have on its future price. Huber Capital 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, Huber Capital autocorrelation shows the relationship between Huber Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Huber Capital Small.
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 Huber Capital 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, Huber Capital's short interest history, or implied volatility extrapolated from Huber Capital options trading.
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Try AI Portfolio ArchitectCheck out Huber Capital Correlation, Huber Capital Volatility and Huber Capital Alpha and Beta module to complement your research on Huber Capital. Note that the Huber Capital Small information on this page should be used as a complementary analysis to other Huber Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Huber Capital 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.