Ips Strategic Capital Fund Market Value
| IPSAX Fund | USD 10.78 0.03 0.28% |
| Symbol | Ips |
Ips Strategic '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 Ips Strategic'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 Ips Strategic.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Ips Strategic on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Ips Strategic Capital or generate 0.0% return on investment in Ips Strategic over 30 days. Ips Strategic is related to or competes with Gateway Fund, and Jpmorgan Hedged. The funds primary strategy consists of selling and purchasing put and call options on equity indexes and exchange traded... More
Ips Strategic 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 Ips Strategic'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 Ips Strategic Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5066 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.52 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.7569 |
Ips Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ips Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ips Strategic's standard deviation. In reality, there are many statistical measures that can use Ips Strategic historical prices to predict the future Ips Strategic's volatility.| Risk Adjusted Performance | 0.0669 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0677 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ips Strategic'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.
Ips Strategic Capital Backtested Returns
We consider Ips Strategic very steady. Ips Strategic Capital holds Efficiency (Sharpe) Ratio of 0.0857, which attests that the entity had a 0.0857% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ips Strategic Capital, which you can use to evaluate the volatility of the entity. Please check out Ips Strategic's Risk Adjusted Performance of 0.0669, downside deviation of 0.5066, and Market Risk Adjusted Performance of 0.0777 to validate if the risk estimate we provide is consistent with the expected return of 0.047%. The fund retains a Market Volatility (i.e., Beta) of 0.72, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ips Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ips Strategic is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Ips Strategic Capital has modest predictability. Overlapping area represents the amount of predictability between Ips Strategic 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 Ips Strategic Capital price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Ips Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ips Strategic Capital lagged returns against current returns
Autocorrelation, which is Ips Strategic 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 Ips Strategic's mutual fund expected returns. We can calculate the autocorrelation of Ips Strategic returns to help us make a trade decision. For example, suppose you find that Ips Strategic 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 |
Ips Strategic 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 Ips Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ips Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ips Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ips Strategic Lagged Returns
When evaluating Ips Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ips Strategic mutual fund have on its future price. Ips Strategic 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, Ips Strategic autocorrelation shows the relationship between Ips Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ips Strategic Capital.
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 Ips Strategic 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, Ips Strategic's short interest history, or implied volatility extrapolated from Ips Strategic options trading.
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Ips Strategic 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.