Sentinel Small Pany Fund Market Value
| SAGWX Fund | USD 5.44 0.01 0.18% |
| Symbol | Sentinel |
Sentinel 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 Sentinel 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 Sentinel Small.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Sentinel Small on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Sentinel Small Pany or generate 0.0% return on investment in Sentinel Small over 330 days. Sentinel Small is related to or competes with Vanguard Small, Fidelity Small, T Rowe, and T Rowe. The fund invests at least 80 percent of its assets in small-capitalization companies More
Sentinel 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 Sentinel 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 Sentinel Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.63 |
Sentinel Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinel Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinel Small's standard deviation. In reality, there are many statistical measures that can use Sentinel Small historical prices to predict the future Sentinel Small's volatility.| Risk Adjusted Performance | 0.0037 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sentinel 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.
Sentinel Small Pany Backtested Returns
Sentinel Small Pany owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0116, which indicates the fund had a -0.0116% return per unit of risk over the last 3 months. Sentinel Small Pany exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sentinel Small's Variance of 1.07, risk adjusted performance of 0.0037, and Coefficient Of Variation of (404,823) to confirm the risk estimate we provide. The entity has a beta of 1.35, which indicates 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, Sentinel Small will likely underperform.
Auto-correlation | 0.10 |
Insignificant predictability
Sentinel Small Pany has insignificant predictability. Overlapping area represents the amount of predictability between Sentinel Small time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th 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 Sentinel Small Pany price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Sentinel Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Sentinel Small Pany lagged returns against current returns
Autocorrelation, which is Sentinel 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 Sentinel Small's mutual fund expected returns. We can calculate the autocorrelation of Sentinel Small returns to help us make a trade decision. For example, suppose you find that Sentinel 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 |
Sentinel 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 Sentinel Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinel 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 Sentinel Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sentinel Small Lagged Returns
When evaluating Sentinel Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinel Small mutual fund have on its future price. Sentinel 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, Sentinel Small autocorrelation shows the relationship between Sentinel Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sentinel 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 Sentinel 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, Sentinel Small's short interest history, or implied volatility extrapolated from Sentinel Small options trading.
Currently Active Assets on Macroaxis
Check out Sentinel Small Correlation, Sentinel Small Volatility and Sentinel Small Alpha and Beta module to complement your research on Sentinel Small. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Sentinel 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.