The Sector Rotation Fund Probability of Future Mutual Fund Price Finishing Over 15.00
| NAVFX Fund | USD 15.00 0.02 0.13% |
Sector |
Sector Rotation Target Price Odds to finish over 15.00
The tendency of Sector Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 15.00 | 90 days | 15.00 | about 54.97 |
Based on a normal probability distribution, the odds of Sector Rotation to move above the current price in 90 days from now is about 54.97 (This The Sector Rotation probability density function shows the probability of Sector Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.08 . This indicates The Sector Rotation market returns are sensitive to returns on the market. As the market goes up or down, Sector Rotation is expected to follow. Additionally The Sector Rotation has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Sector Rotation Price Density |
| Price |
Predictive Modules for Sector Rotation
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sector Rotation. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sector Rotation'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.
Sector Rotation Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Sector Rotation is not an exception. The market had few large corrections towards the Sector Rotation's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold The Sector Rotation, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Sector Rotation within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.03 | |
β | Beta against NYSE Composite | 1.08 | |
σ | Overall volatility | 0.32 | |
Ir | Information ratio | -0.03 |
Sector Rotation Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Sector Rotation for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Sector Rotation can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund maintains about 9.14% of its assets in cash |
Sector Rotation Technical Analysis
Sector Rotation's future price can be derived by breaking down and analyzing its technical indicators over time. Sector Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of The Sector Rotation. In general, you should focus on analyzing Sector Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Sector Rotation Predictive Forecast Models
Sector Rotation's time-series forecasting models is one of many Sector Rotation's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Sector Rotation's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Sector Rotation
Checking the ongoing alerts about Sector Rotation for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Sector Rotation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund maintains about 9.14% of its assets in cash |
Check out Sector Rotation Backtesting, Portfolio Optimization, Sector Rotation Correlation, Sector Rotation Hype Analysis, Sector Rotation Volatility, Sector Rotation History as well as Sector Rotation Performance. Note that the Sector Rotation information on this page should be used as a complementary analysis to other Sector Rotation's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.