Osterweis Strategic Investment Fund Market Value
| OSTVX Fund | USD 16.79 0.14 0.84% |
| Symbol | Osterweis |
Osterweis Strategic '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 Osterweis Strategic'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 Osterweis Strategic.
| 07/04/2022 |
| 04/24/2024 |
If you would invest 0.00 in Osterweis Strategic on July 4, 2022 and sell it all today you would earn a total of 0.00 from holding Osterweis Strategic Investment or generate 0.0% return on investment in Osterweis Strategic over 660 days. Osterweis Strategic is related to or competes with Fidelity Strategic, HUMANA, Morningstar Unconstrained, High Yield, Thrivent High, Via Renewables, and Bondbloxx ETF. The fund invests in both equity and fixed income securities that the Adviser believes can deliver attractive long-term r... More
Osterweis Strategic 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 Osterweis Strategic'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 Osterweis Strategic Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5173 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.01 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.6724 |
Osterweis Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osterweis Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osterweis Strategic's standard deviation. In reality, there are many statistical measures that can use Osterweis Strategic historical prices to predict the future Osterweis Strategic's volatility.| Risk Adjusted Performance | 0.0682 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0653 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Osterweis Strategic'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.
Osterweis Strategic Backtested Returns
We consider Osterweis Strategic out of control. Osterweis Strategic maintains Sharpe Ratio (i.e., Efficiency) of 0.0919, which implies the entity had a 0.0919% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Osterweis Strategic, which you can use to evaluate the volatility of the fund. Please check Osterweis Strategic's Semi Deviation of 0.4395, coefficient of variation of 871.24, and Risk Adjusted Performance of 0.0682 to confirm if the risk estimate we provide is consistent with the expected return of 0.0432%. The fund holds a Beta of 0.67, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Osterweis Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Osterweis Strategic is expected to be smaller as well.
Auto-correlation | 0.40 |
Average predictability
Osterweis Strategic Investment has average predictability. Overlapping area represents the amount of predictability between Osterweis Strategic time series from 4th of July 2022 to 30th of May 2023 and 30th of May 2023 to 24th 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 Osterweis Strategic price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Osterweis Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Osterweis Strategic lagged returns against current returns
Autocorrelation, which is Osterweis Strategic 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 Osterweis Strategic's mutual fund expected returns. We can calculate the autocorrelation of Osterweis Strategic returns to help us make a trade decision. For example, suppose you find that Osterweis Strategic 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 |
Osterweis Strategic 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 Osterweis Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osterweis Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osterweis Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Osterweis Strategic Lagged Returns
When evaluating Osterweis Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osterweis Strategic mutual fund have on its future price. Osterweis Strategic 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, Osterweis Strategic autocorrelation shows the relationship between Osterweis Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Osterweis Strategic Investment.
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 Osterweis Strategic 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, Osterweis Strategic's short interest history, or implied volatility extrapolated from Osterweis Strategic options trading.
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Osterweis Strategic 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.