Sentinel Mon Stock Fund Market Value
| SICWX Fund | USD 62.61 0.02 0.03% |
| Symbol | Sentinel |
Sentinel Mon '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 Mon'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 Mon.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Sentinel Mon on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Sentinel Mon Stock or generate 0.0% return on investment in Sentinel Mon over 30 days. Sentinel Mon is related to or competes with Touchstone Small, Touchstone Sands, Mid Cap, Mid Cap, Mid Cap, Sentinel Small, and Touchstone Sustainability. The fund invests, under normal market conditions, at least 80 percent of its assets in large capitalization equity secur... More
Sentinel Mon 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 Mon'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 Mon Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7482 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.01 |
Sentinel Mon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinel Mon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinel Mon's standard deviation. In reality, there are many statistical measures that can use Sentinel Mon historical prices to predict the future Sentinel Mon's volatility.| Risk Adjusted Performance | 0.0587 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0663 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sentinel Mon'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 Mon Stock Backtested Returns
We consider Sentinel Mon very steady. Sentinel Mon Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0722, which indicates the fund had a 0.0722% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sentinel Mon Stock, which you can use to evaluate the volatility of the fund. Please validate Sentinel Mon's Coefficient Of Variation of 1080.68, risk adjusted performance of 0.0587, and Semi Deviation of 0.629 to confirm if the risk estimate we provide is consistent with the expected return of 0.0506%. The entity has a beta of 0.81, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sentinel Mon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sentinel Mon is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
Sentinel Mon Stock has below average predictability. Overlapping area represents the amount of predictability between Sentinel Mon time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Mon Stock price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Sentinel Mon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Sentinel Mon Stock lagged returns against current returns
Autocorrelation, which is Sentinel Mon 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 Mon's mutual fund expected returns. We can calculate the autocorrelation of Sentinel Mon returns to help us make a trade decision. For example, suppose you find that Sentinel Mon 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 Mon 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 Mon mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinel Mon 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 Mon mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sentinel Mon Lagged Returns
When evaluating Sentinel Mon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinel Mon mutual fund have on its future price. Sentinel Mon 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 Mon autocorrelation shows the relationship between Sentinel Mon mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sentinel Mon Stock.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Sentinel Mon Correlation, Sentinel Mon Volatility and Sentinel Mon Alpha and Beta module to complement your research on Sentinel Mon. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Sentinel Mon 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.