Convergence Opportunities Hype Analysis, Convergence Opportunities Correlation, Portfolio Optimization, Convergence Opportunities Volatility as well as analyze Convergence Opportunities Alpha and Beta and Convergence Opportunities Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Convergence Opportunities Fund and determine expected loss or profit from investing in Convergence Opportunities over given investment horizon. Check also
|Horizon||30 Days Login to change|
Convergence Opportunities 'What if' Analysis
July 18, 20190.00
October 16, 20190.00
If you would invest 0.00 in Convergence Opportunities on July 18, 2019 and sell it all today you would earn a total of 0.00 from holding Convergence Opportunities Fund or generate 0.0% return on investment in Convergence Opportunities over 90 days. Convergence Opportunities is related to or competes with DFA U, JPMorgan Small, JPMorgan Small, JPMorgan Small, Vanguard Tax, Goldman Sachs, and Delaware Small. The fund seeks to achieve its investment objective by establishing long and short positions in equity securities of dome...
Convergence Opportunities Upside/Downside Indicators
|Value At Risk||(2.55)|
Convergence Opportunities Market Premium Indicators
|Risk Adjusted Performance||(0.12)|
|Total Risk Alpha||(0.58)|
Convergence Opportunities Backtested Returns
Macroaxis considers Convergence Opportunities to be dangerous. Convergence Opportunities secures Sharpe Ratio (or Efficiency) of -0.1369 which signifies that the fund had -0.1369% of return per unit of risk over the last 3 months. Macroaxis philosophy towards foreseeing 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. Convergence Opportunities Fund exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Convergence Opportunities Risk Adjusted Performance of
(0.12) and Mean Deviation of 1.63 to double-check risk estimate we provide. The organization shows Beta (market volatility) of -0.0932 which signifies that as returns on market increase, returns on owning Convergence Opportunities are expected to decrease at a much smaller rate. During bear market, Convergence Opportunities is likely to outperform the market. Even though it is essential to pay attention to Convergence Opportunities historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Convergence Opportunities Fund exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.38|
|Spearman Rank Test||0.32|
Convergence Opportunities lagged returns against current returns
Current and Lagged Values
Convergence Opportunities regressed lagged prices vs. current prices
Current vs Lagged Prices
Convergence Opportunities Lagged Returns
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Check also Convergence Opportunities Hype Analysis, Convergence Opportunities Correlation, Portfolio Optimization, Convergence Opportunities Volatility as well as analyze Convergence Opportunities Alpha and Beta and Convergence Opportunities Performance. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.