Balanced Portfolio Institutional Fund Market Value

JABLX Fund  USD 48.24  0.25  0.52%   
Balanced Portfolio's market value is the price at which a share of Balanced Portfolio trades on a public exchange. It measures the collective expectations of Balanced Portfolio Institutional investors about its performance. Balanced Portfolio is trading at 48.24 as of the 28th of March 2024; that is -0.52 percent decrease since the beginning of the trading day. The fund's open price was 48.49.
With this module, you can estimate the performance of a buy and hold strategy of Balanced Portfolio Institutional and determine expected loss or profit from investing in Balanced Portfolio over a given investment horizon. Check out Balanced Portfolio Correlation, Balanced Portfolio Volatility and Balanced Portfolio Alpha and Beta module to complement your research on Balanced Portfolio.
Symbol

Please note, there is a significant difference between Balanced Portfolio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Balanced Portfolio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Balanced Portfolio's 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.

Balanced 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 Balanced 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 Balanced Portfolio.
0.00
05/08/2022
No Change 0.00  0.0 
In 1 year 10 months and 22 days
03/28/2024
0.00
If you would invest  0.00  in Balanced Portfolio on May 8, 2022 and sell it all today you would earn a total of 0.00 from holding Balanced Portfolio Institutional or generate 0.0% return on investment in Balanced Portfolio over 690 days. Balanced Portfolio is related to or competes with Janus Global, Janus Global, Janus Global, Janus Global, Janus Growth, Janus Growth, and Janus Triton. The Portfolio pursues its investment objective by normally investing 35-65 percent of its assets in equity securities an... More

Balanced 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 Balanced 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 Balanced Portfolio Institutional upside and downside potential and time the market with a certain degree of confidence.

Balanced Portfolio Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Balanced Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Balanced Portfolio's standard deviation. In reality, there are many statistical measures that can use Balanced Portfolio historical prices to predict the future Balanced Portfolio's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Balanced 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.
Hype
Prediction
LowEstimatedHigh
47.7448.2448.74
Details
Intrinsic
Valuation
LowRealHigh
46.8547.3553.06
Details
Naive
Forecast
LowNextHigh
47.7148.2048.70
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
48.2048.2648.32
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Balanced Portfolio. Your research has to be compared to or analyzed against Balanced Portfolio's peers to derive any actionable benefits. When done correctly, Balanced Portfolio's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Balanced Portfolio.

Balanced Portfolio Backtested Returns

We consider Balanced Portfolio very steady. Balanced Portfolio secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Balanced Portfolio Institutional, which you can use to evaluate the volatility of the entity. Please confirm Balanced Portfolio's Risk Adjusted Performance of 0.1277, mean deviation of 0.3793, and Downside Deviation of 0.4055 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of -0.0065, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Balanced Portfolio are expected to decrease at a much lower rate. During the bear market, Balanced Portfolio is likely to outperform the market.

Auto-correlation

    
  0.50  

Modest predictability

Balanced Portfolio Institutional has modest predictability. Overlapping area represents the amount of predictability between Balanced Portfolio time series from 8th of May 2022 to 18th of April 2023 and 18th of April 2023 to 28th of March 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 Balanced Portfolio price movement. The serial correlation of 0.5 indicates that about 50.0% of current Balanced Portfolio price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.25
Residual Average0.0
Price Variance4.67

Balanced Portfolio lagged returns against current returns

Autocorrelation, which is Balanced 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 Balanced Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Balanced Portfolio returns to help us make a trade decision. For example, suppose you find that Balanced 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  

Balanced 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 Balanced Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Balanced 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 Balanced Portfolio mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Balanced Portfolio Lagged Returns

When evaluating Balanced Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Balanced Portfolio mutual fund have on its future price. Balanced 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, Balanced Portfolio autocorrelation shows the relationship between Balanced Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Balanced Portfolio Institutional.
   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 Balanced 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, Balanced Portfolio's short interest history, or implied volatility extrapolated from Balanced Portfolio options trading.

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Check out Balanced Portfolio Correlation, Balanced Portfolio Volatility and Balanced Portfolio Alpha and Beta module to complement your research on Balanced Portfolio.
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When running Balanced Portfolio's price analysis, check to measure Balanced Portfolio's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Balanced Portfolio is operating at the current time. Most of Balanced Portfolio's value examination focuses on studying past and present price action to predict the probability of Balanced Portfolio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Balanced Portfolio's price. Additionally, you may evaluate how the addition of Balanced Portfolio to your portfolios can decrease your overall portfolio volatility.
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Balanced 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.
A focus of Balanced Portfolio technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Balanced Portfolio trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...