Europe 125x Strategy Fund Market Value

RYEUX Fund  USD 119.43  0.78  0.66%   
Europe 125x's market value is the price at which a share of Europe 125x trades on a public exchange. It measures the collective expectations of Europe 125x Strategy investors about its performance. Europe 125x is trading at 119.43 as of the 28th of March 2024; that is 0.66 percent increase since the beginning of the trading day. The fund's open price was 118.65.
With this module, you can estimate the performance of a buy and hold strategy of Europe 125x Strategy and determine expected loss or profit from investing in Europe 125x over a given investment horizon. Check out Europe 125x Correlation, Europe 125x Volatility and Europe 125x Alpha and Beta module to complement your research on Europe 125x.
Symbol

Please note, there is a significant difference between Europe 125x's value and its price as these two are different measures arrived at by different means. Investors typically determine if Europe 125x is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Europe 125x's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Europe 125x '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 Europe 125x'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 Europe 125x.
0.00
09/30/2023
No Change 0.00  0.0 
In 5 months and 30 days
03/28/2024
0.00
If you would invest  0.00  in Europe 125x on September 30, 2023 and sell it all today you would earn a total of 0.00 from holding Europe 125x Strategy or generate 0.0% return on investment in Europe 125x over 180 days. Europe 125x is related to or competes with State Farm, Basic Materials, Basic Materials, Banking Fund, Basic Materials, Sp Midcap, and Basic Materials. The fund employs as its investment strategy a program of investing in the common stock of companies that are generally w... More

Europe 125x 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 Europe 125x'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 Europe 125x Strategy upside and downside potential and time the market with a certain degree of confidence.

Europe 125x Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Europe 125x's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Europe 125x's standard deviation. In reality, there are many statistical measures that can use Europe 125x historical prices to predict the future Europe 125x's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Europe 125x'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.
Hype
Prediction
LowEstimatedHigh
118.57119.43120.29
Details
Intrinsic
Valuation
LowRealHigh
113.79114.65131.37
Details
Naive
Forecast
LowNextHigh
116.74117.60118.46
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
118.43119.17119.91
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Europe 125x. Your research has to be compared to or analyzed against Europe 125x's peers to derive any actionable benefits. When done correctly, Europe 125x's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Europe 125x Strategy.

Europe 125x Strategy Backtested Returns

We consider Europe 125x very steady. Europe 125x Strategy secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Europe 125x Strategy, which you can use to evaluate the volatility of the entity. Please confirm Europe 125x's Downside Deviation of 0.7739, coefficient of variation of 701.73, and Mean Deviation of 0.6755 to check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 1.11, which means a somewhat significant risk relative to the market. Europe 125x returns are very sensitive to returns on the market. As the market goes up or down, Europe 125x is expected to follow.

Auto-correlation

    
  0.87  

Very good predictability

Europe 125x Strategy has very good predictability. Overlapping area represents the amount of predictability between Europe 125x time series from 30th of September 2023 to 29th of December 2023 and 29th of December 2023 to 28th of March 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 Europe 125x Strategy price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Europe 125x price fluctuation can be explain by its past prices.
Correlation Coefficient0.87
Spearman Rank Test0.85
Residual Average0.0
Price Variance14.63

Europe 125x Strategy lagged returns against current returns

Autocorrelation, which is Europe 125x 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 Europe 125x's mutual fund expected returns. We can calculate the autocorrelation of Europe 125x returns to help us make a trade decision. For example, suppose you find that Europe 125x 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  

Europe 125x 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 Europe 125x mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Europe 125x mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Europe 125x mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Europe 125x Lagged Returns

When evaluating Europe 125x's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Europe 125x mutual fund have on its future price. Europe 125x 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, Europe 125x autocorrelation shows the relationship between Europe 125x mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Europe 125x Strategy.
   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 Europe 125x 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, Europe 125x's short interest history, or implied volatility extrapolated from Europe 125x options trading.

Currently Active Assets on Macroaxis

Check out Europe 125x Correlation, Europe 125x Volatility and Europe 125x Alpha and Beta module to complement your research on Europe 125x.
You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

Complementary Tools for Europe Mutual Fund analysis

When running Europe 125x's price analysis, check to measure Europe 125x's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Europe 125x is operating at the current time. Most of Europe 125x's value examination focuses on studying past and present price action to predict the probability of Europe 125x's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Europe 125x's price. Additionally, you may evaluate how the addition of Europe 125x to your portfolios can decrease your overall portfolio volatility.
Equity Valuation
Check real value of public entities based on technical and fundamental data
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
AI Investment Finder
Use AI to screen and filter profitable investment opportunities
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Europe 125x 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.
A focus of Europe 125x technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Europe 125x trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...