Matthew 25 Fund Market Value
| MXXVX Fund | USD 28.72 0.42 1.48% |
| Symbol | Matthew |
Matthew 25 '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 Matthew 25'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 Matthew 25.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Matthew 25 on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Matthew 25 Fund or generate 0.0% return on investment in Matthew 25 over 720 days. Matthew 25 is related to or competes with Buffalo Emerging, Smead Value, Hodges Small, Amg Yacktman, and Amg Southernsun. The fund is eligible to invest in the securities of companies with small, medium or large capitalization More
Matthew 25 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 Matthew 25'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 Matthew 25 Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.9 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.42 |
Matthew 25 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Matthew 25's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Matthew 25's standard deviation. In reality, there are many statistical measures that can use Matthew 25 historical prices to predict the future Matthew 25's volatility.| Risk Adjusted Performance | 0.0353 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0317 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Matthew 25'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.
Matthew 25 Fund Backtested Returns
We consider Matthew 25 very steady. Matthew 25 Fund has Sharpe Ratio of 0.0271, which conveys that the entity had a 0.0271% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Matthew 25, which you can use to evaluate the volatility of the fund. Please verify Matthew 25's Mean Deviation of 0.782, downside deviation of 1.12, and Risk Adjusted Performance of 0.0353 to check out if the risk estimate we provide is consistent with the expected return of 0.0278%. The fund secures a Beta (Market Risk) of 1.32, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Matthew 25 will likely underperform.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Matthew 25 Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Matthew 25 time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 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 Matthew 25 Fund price movement. The serial correlation of -0.18 indicates that over 18.0% of current Matthew 25 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 4.87 |
Matthew 25 Fund lagged returns against current returns
Autocorrelation, which is Matthew 25 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 Matthew 25's mutual fund expected returns. We can calculate the autocorrelation of Matthew 25 returns to help us make a trade decision. For example, suppose you find that Matthew 25 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 |
Matthew 25 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 Matthew 25 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Matthew 25 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Matthew 25 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Matthew 25 Lagged Returns
When evaluating Matthew 25's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Matthew 25 mutual fund have on its future price. Matthew 25 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, Matthew 25 autocorrelation shows the relationship between Matthew 25 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Matthew 25 Fund.
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 Matthew 25 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, Matthew 25's short interest history, or implied volatility extrapolated from Matthew 25 options trading.
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Matthew 25 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.