Fundamental All Cap Fund Market Value
| JFCIX Fund | USD 32.02 0.43 1.36% |
| Symbol | FUNDAMENTAL |
Fundamental All '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 Fundamental All'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 Fundamental All.
| 02/23/2024 |
| 04/23/2024 |
If you would invest 0.00 in Fundamental All on February 23, 2024 and sell it all today you would earn a total of 0.00 from holding Fundamental All Cap or generate 0.0% return on investment in Fundamental All over 60 days. Fundamental All is related to or competes with Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, and Multimanager Lifestyle. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities More
Fundamental All 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 Fundamental All'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 Fundamental All Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9254 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.71 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.28 |
Fundamental All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundamental All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fundamental All's standard deviation. In reality, there are many statistical measures that can use Fundamental All historical prices to predict the future Fundamental All's volatility.| Risk Adjusted Performance | 0.0499 | |||
| Jensen Alpha | 0.0656 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fundamental All'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.
Fundamental All Cap Backtested Returns
We consider Fundamental All very steady. Fundamental All Cap secures Sharpe Ratio (or Efficiency) of 0.0572, which denotes the fund had a 0.0572% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Fundamental All Cap, which you can use to evaluate the volatility of the entity. Please confirm Fundamental All's Downside Deviation of 0.9254, coefficient of variation of 1309.64, and Mean Deviation of 0.6832 to check if the risk estimate we provide is consistent with the expected return of 0.0509%. The fund shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fundamental All are expected to decrease at a much lower rate. During the bear market, Fundamental All is likely to outperform the market.
Auto-correlation | -0.62 |
Very good reverse predictability
Fundamental All Cap has very good reverse predictability. Overlapping area represents the amount of predictability between Fundamental All time series from 23rd of February 2024 to 24th of March 2024 and 24th of March 2024 to 23rd 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 Fundamental All Cap price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Fundamental All price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Fundamental All Cap lagged returns against current returns
Autocorrelation, which is Fundamental All 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 Fundamental All's mutual fund expected returns. We can calculate the autocorrelation of Fundamental All returns to help us make a trade decision. For example, suppose you find that Fundamental All 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 |
Fundamental All 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 Fundamental All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fundamental All mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fundamental All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fundamental All Lagged Returns
When evaluating Fundamental All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fundamental All mutual fund have on its future price. Fundamental All 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, Fundamental All autocorrelation shows the relationship between Fundamental All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fundamental All Cap.
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 Fundamental All 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, Fundamental All's short interest history, or implied volatility extrapolated from Fundamental All options trading.
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Fundamental All 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.