Msif Small Pany Fund Market Value
| MSCOX Fund | USD 6.71 0.03 0.45% |
| Symbol | Msif |
Msif Small '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 Msif Small'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 Msif Small.
| 01/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Msif Small on January 20, 2024 and sell it all today you would earn a total of 0.00 from holding Msif Small Pany or generate 0.0% return on investment in Msif Small over 90 days. Msif Small is related to or competes with Transamerica Intermediate, Blrc Sgy, Ab Bond, T Rowe, Nuveen Oregon, and Ishares Municipal. The fund will, under normal circumstances, seek to achieve its investment objective by investing primarily in establishe... More
Msif Small 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 Msif Small'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 Msif Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 10.32 | |||
| Value At Risk | (3.62) | |||
| Potential Upside | 3.59 |
Msif Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif Small's standard deviation. In reality, there are many statistical measures that can use Msif Small historical prices to predict the future Msif Small's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msif Small'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.
Msif Small Pany Backtested Returns
Msif Small Pany has Sharpe Ratio of -0.036, which conveys that the entity had a -0.036% return per unit of risk over the last 3 months. Msif Small exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Msif Small's Risk Adjusted Performance of (0.02), standard deviation of 2.16, and Mean Deviation of 1.68 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Msif Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Msif Small is expected to be smaller as well.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Msif Small Pany has insignificant reverse predictability. Overlapping area represents the amount of predictability between Msif Small time series from 20th of January 2024 to 5th of March 2024 and 5th of March 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 Msif Small Pany price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Msif Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Msif Small Pany lagged returns against current returns
Autocorrelation, which is Msif Small 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 Msif Small's mutual fund expected returns. We can calculate the autocorrelation of Msif Small returns to help us make a trade decision. For example, suppose you find that Msif Small 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 |
Msif Small 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 Msif Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msif Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif Small Lagged Returns
When evaluating Msif Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif Small mutual fund have on its future price. Msif Small 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, Msif Small autocorrelation shows the relationship between Msif Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif Small Pany.
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 Msif Small 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, Msif Small's short interest history, or implied volatility extrapolated from Msif Small options trading.
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Msif Small 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.