RidgeWorth Ceredex Backtesting

RidgeWorth Ceredex Large Cap Value Eq C -- USA Fund  

USD 15.73  0.01  0.0636%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of RidgeWorth Ceredex Large Cap Value Eq C and determine expected loss or profit from investing in RidgeWorth Ceredex over given investment horizon. Also please take a look at RidgeWorth Ceredex Hype Analysis, RidgeWorth Ceredex Correlation, Portfolio Optimization, RidgeWorth Ceredex Volatility as well as analyze RidgeWorth Ceredex Alpha and Beta and RidgeWorth Ceredex Performance
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

RidgeWorth Ceredex 'What if' Analysis

January 20, 2018
0.00
No Change 0.00  0.0%
In 30 days
February 19, 2018
0.00
If you would invest  0.00  in RidgeWorth Ceredex on January 20, 2018 and sell it all today you would earn a total of 0.00 from holding RidgeWorth Ceredex Large Cap Value Eq C or generate 0.0% return on investment in RidgeWorth Ceredex over 30 days. RidgeWorth Ceredex is related to or competes with American Funds, American Funds, MFS Value, MFS Value, Vanguard High, and BlackRock Equity.

RidgeWorth Ceredex Upside/Downside Indicators

  

RidgeWorth Ceredex Market Premium Indicators

RidgeWorth Ceredex L lagged returns against current returns

 Current and Lagged Values 
      Timeline 

RidgeWorth Ceredex regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

RidgeWorth Ceredex L Backtested Returns

Macroaxis considers RidgeWorth Ceredex to be not very risky. RidgeWorth Ceredex L maintains Sharpe Ratio (i.e. Efficiency) of -0.1612 which implies RidgeWorth Ceredex L had -0.1612% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. RidgeWorth Ceredex L exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check RidgeWorth Ceredex L Coefficient Of Variation of 830.09 and Risk Adjusted Performance of 0.21 to confirm risk estimate we provide. The fund holds Beta of 0.8586 which implies RidgeWorth Ceredex returns are very sensitive to returns on the market. as market goes up or down, RidgeWorth Ceredex is expected to follow.. Even though it is essential to pay attention to RidgeWorth Ceredex L current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. RidgeWorth Ceredex L exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.56) 

Good reverse predictability

RidgeWorth Ceredex Large Cap Value Eq C has good reverse predictability. Overlapping area represents the amount of predictability between RidgeWorth Ceredex time series from January 20, 2018 to February 4, 2018 and February 4, 2018 to February 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of RidgeWorth Ceredex L price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current RidgeWorth Ceredex price fluctuation can be explain by its past prices. Given that RidgeWorth Ceredex Large Cap Value Eq C has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of RidgeWorth Ceredex for similar time interval.
Correlation Coefficient -0.56
Spearman Rank Test -0.17
Price Variance 0.06
Lagged Price Variance 0.13

RidgeWorth Ceredex Lagged Returns

 Regressed Prices 
      Timeline 

RidgeWorth Ceredex Performance vs DOW

The median price of RidgeWorth Ceredex for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 16.39 with a coefficient of variation of 3.59. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 16.03, and mean deviation of 0.52. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline