Value Fund Investor Fund Market Value
TWVLX Fund | USD 8.05 0.04 0.50% |
Symbol | Value |
Value Fund '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 Value Fund'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 Value Fund.
03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Value Fund on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Value Fund Investor or generate 0.0% return on investment in Value Fund over 30 days. Value Fund is related to or competes with Edgewood Growth, Hartford Schroders, HUMANA, Morningstar Unconstrained, High Yield, Thrivent High, and Via Renewables. In selecting stocks for the fund, the portfolio managers look for companies of all sizes whose stock price may not refle... More
Value Fund 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 Value Fund'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 Value Fund Investor upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.7043 | |||
Information Ratio | (0.05) | |||
Maximum Drawdown | 3.22 | |||
Value At Risk | (0.90) | |||
Potential Upside | 1.02 |
Value Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Fund's standard deviation. In reality, there are many statistical measures that can use Value Fund historical prices to predict the future Value Fund's volatility.Risk Adjusted Performance | 0.0645 | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | 0.0658 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Value Fund'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.
Value Fund Investor Backtested Returns
We consider Value Fund very steady. Value Fund Investor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0758, which indicates the fund had a 0.0758% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Value Fund Investor, which you can use to evaluate the volatility of the fund. Please validate Value Fund's Semi Deviation of 0.5645, coefficient of variation of 963.4, and Risk Adjusted Performance of 0.0645 to confirm if the risk estimate we provide is consistent with the expected return of 0.0466%. The entity has a beta of 0.81, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Value Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Value Fund is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
Value Fund Investor has weak reverse predictability. Overlapping area represents the amount of predictability between Value Fund 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 Value Fund Investor price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Value Fund price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.29 | |
Spearman Rank Test | 0.08 | |
Residual Average | 0.0 | |
Price Variance | 0.01 |
Value Fund Investor lagged returns against current returns
Autocorrelation, which is Value Fund 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 Value Fund's mutual fund expected returns. We can calculate the autocorrelation of Value Fund returns to help us make a trade decision. For example, suppose you find that Value Fund 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 |
Value Fund 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 Value Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Fund mutual fund over time.
Current vs Lagged Prices |
Timeline |
Value Fund Lagged Returns
When evaluating Value Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Fund mutual fund have on its future price. Value Fund 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, Value Fund autocorrelation shows the relationship between Value Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Value Fund Investor.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Check out Value Fund Correlation, Value Fund Volatility and Value Fund Alpha and Beta module to complement your research on Value Fund. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Value Fund 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.