Mm Sp 500 Fund Market Value
| MIEZX Fund | USD 16.23 0.03 0.18% |
| Symbol | MIEZX |
Mm Sp '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 Mm Sp'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 Mm Sp.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Mm Sp on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Mm Sp 500 or generate 0.0% return on investment in Mm Sp over 30 days. Mm Sp is related to or competes with Massmutual Select, Massmutual Select, Massmutual Select, Massmutual Select, Massmutual Select, Massmutual Select, and Massmutual Select. The fund invests at least 80 percent of its net assets in the equity securities of companies included within the SP 500 ... More
Mm Sp 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 Mm Sp'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 Mm Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6895 | |||
| Information Ratio | 0.02 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.14 |
Mm Sp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mm Sp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mm Sp's standard deviation. In reality, there are many statistical measures that can use Mm Sp historical prices to predict the future Mm Sp's volatility.| Risk Adjusted Performance | 0.072 | |||
| Jensen Alpha | 0.0139 | |||
| Total Risk Alpha | 0.004 | |||
| Sortino Ratio | 0.0211 | |||
| Treynor Ratio | 0.0723 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mm Sp'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.
Mm Sp 500 Backtested Returns
We consider Mm Sp very steady. Mm Sp 500 retains Efficiency (Sharpe Ratio) of 0.0825, which conveys that the entity had a 0.0825% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Mm Sp, which you can use to evaluate the volatility of the fund. Please verify Mm Sp's Mean Deviation of 0.5613, standard deviation of 0.7293, and Market Risk Adjusted Performance of 0.0823 to check out if the risk estimate we provide is consistent with the expected return of 0.0593%. The fund owns a Beta (Systematic Risk) of 1.01, which conveys a somewhat significant risk relative to the market. Mm Sp returns are very sensitive to returns on the market. As the market goes up or down, Mm Sp is expected to follow.
Auto-correlation | 0.54 |
Modest predictability
Mm Sp 500 has modest predictability. Overlapping area represents the amount of predictability between Mm Sp time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Mm Sp 500 price movement. The serial correlation of 0.54 indicates that about 54.0% of current Mm Sp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Mm Sp 500 lagged returns against current returns
Autocorrelation, which is Mm Sp 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 Mm Sp's mutual fund expected returns. We can calculate the autocorrelation of Mm Sp returns to help us make a trade decision. For example, suppose you find that Mm Sp 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 |
Mm Sp 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 Mm Sp mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mm Sp mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mm Sp mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mm Sp Lagged Returns
When evaluating Mm Sp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mm Sp mutual fund have on its future price. Mm Sp 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, Mm Sp autocorrelation shows the relationship between Mm Sp mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mm Sp 500.
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 Mm Sp 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, Mm Sp's short interest history, or implied volatility extrapolated from Mm Sp options trading.
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Mm Sp 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.