Vy Morgan Stanley Fund Market Value
| IGFAX Fund | USD 14.28 0.01 0.07% |
| Symbol | Vy(r) |
Vy(r) Morgan '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 Vy(r) Morgan'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 Vy(r) Morgan.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Vy(r) Morgan on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Vy Morgan Stanley or generate 0.0% return on investment in Vy(r) Morgan over 30 days. Vy(r) Morgan is related to or competes with American Funds, American Funds, Capital World, Capital World, and Capital World. The fund invests primarily in equity securities of issuers located throughout the world that the advisor believes have, ... More
Vy(r) Morgan 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 Vy(r) Morgan'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 Vy Morgan Stanley upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.796 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.14 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 0.9543 |
Vy(r) Morgan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) Morgan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) Morgan's standard deviation. In reality, there are many statistical measures that can use Vy(r) Morgan historical prices to predict the future Vy(r) Morgan's volatility.| Risk Adjusted Performance | 0.0019 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vy(r) Morgan'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.
Vy Morgan Stanley Backtested Returns
Vy Morgan Stanley retains Efficiency (Sharpe Ratio) of -0.0256, which indicates the fund had a -0.0256% return per unit of price deviation over the last 3 months. Vy(r) Morgan exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy(r) Morgan's Risk Adjusted Performance of 0.0019, downside deviation of 0.796, and Mean Deviation of 0.5091 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.96, which indicates possible diversification benefits within a given portfolio. Vy(r) Morgan returns are very sensitive to returns on the market. As the market goes up or down, Vy(r) Morgan is expected to follow.
Auto-correlation | 0.21 |
Weak predictability
Vy Morgan Stanley has weak predictability. Overlapping area represents the amount of predictability between Vy(r) Morgan 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 Vy Morgan Stanley price movement. The serial correlation of 0.21 indicates that over 21.0% of current Vy(r) Morgan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Vy Morgan Stanley lagged returns against current returns
Autocorrelation, which is Vy(r) Morgan 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 Vy(r) Morgan's mutual fund expected returns. We can calculate the autocorrelation of Vy(r) Morgan returns to help us make a trade decision. For example, suppose you find that Vy(r) Morgan 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 |
Vy(r) Morgan 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 Vy(r) Morgan mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy(r) Morgan mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy(r) Morgan mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy(r) Morgan Lagged Returns
When evaluating Vy(r) Morgan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy(r) Morgan mutual fund have on its future price. Vy(r) Morgan 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, Vy(r) Morgan autocorrelation shows the relationship between Vy(r) Morgan mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Morgan Stanley.
Regressed Prices |
| Timeline |
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Vy(r) Morgan 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.