American Fds Backtesting

RDDTX -- USA Fund  

USD 14.20  0.01  0.07%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of American Fds 2025 Target Date R and determine expected loss or profit from investing in American Fds over given investment horizon. Additionally take a look at American Fds Hype Analysis, American Fds Correlation, Portfolio Optimization, American Fds Volatility as well as analyze American Fds Alpha and Beta and American Fds Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

American Fds 'What if' Analysis

September 8, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
December 7, 2019
0.00
If you would invest  0.00  in American Fds on September 8, 2019 and sell it all today you would earn a total of 0.00 from holding American Fds 2025 Target Date R or generate 0.0% return on investment in American Fds over 90 days. American Fds is related to or competes with Fidelity Freedom, American Fds, American Fds, American Funds, American Funds, T Rowe, and JPMorgan SmartRetirement. The investment seeks growth, income and conservation of capital

American Fds Upside/Downside Indicators

Downside Deviation0.4546
Information Ratio(0.07)
Maximum Drawdown3.28
Value At Risk(0.73)
Potential Upside0.5098

American Fds Market Premium Indicators

Risk Adjusted Performance0.0514
Jensen Alpha(0.003367)
Total Risk Alpha(0.016194)
Sortino Ratio(0.07)
Treynor Ratio0.0569

American Fds 2025 Backtested Returns

We consider American Fds very steady. American Fds 2025 secures Sharpe Ratio (or Efficiency) of 0.094 which signifies that the fund had 0.094% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for American Fds 2025 Target Date R which you can use to evaluate future volatility of the entity. Please confirm American Fds 2025 Risk Adjusted Performance of 0.0514 and Mean Deviation of 0.2896 to double-check if risk estimate we provide are consistent with the epected return of 0.0427%. The organization shows Beta (market volatility) of 0.5446 which signifies that as returns on market increase, American Fds returns are expected to increase less than the market. However during bear market, the loss on holding American Fds will be expected to be smaller as well. Although it is extremely important to respect American Fds 2025 historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing American Fds 2025 technical indicators you can presently evaluate if the expected return of 0.0427% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.28) 
correlation synergy

Weak reverse predictability

American Fds 2025 Target Date R has weak reverse predictability. Overlapping area represents the amount of predictability between American Fds time series from September 8, 2019 to October 23, 2019 and October 23, 2019 to December 7, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of American Fds 2025 price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current American Fds price fluctuation can be explain by its past prices. Given that American Fds 2025 Target Date R has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of American Fds for similar time interval.
Correlation Coefficient-0.28
Spearman Rank Test-0.13
Residual Average0.0
Price Variance0.01

American Fds 2025 lagged returns against current returns

 Current and Lagged Values 
      Timeline 

American Fds regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

American Fds Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - RDDTX

American Fds 2025 Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in American Fds 2025 Target Date R. What is your sentiment towards investing in American Fds 2025 Target Date R? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Currently Active Assets on Macroaxis

V   
Purchased few shares of
few hours ago
Traded for 181.98
VMW   
Purchased over 20 shares of
few hours ago
Traded for 146.8
TWTR   
Purchased over 100 shares of
few hours ago
Traded for 30.12
GM   
Purchased over 70 shares of
few hours ago
Traded for 35.51
DD   
Purchased over 40 shares of
few hours ago
Traded for 63.46
Additionally take a look at American Fds Hype Analysis, American Fds Correlation, Portfolio Optimization, American Fds Volatility as well as analyze American Fds Alpha and Beta and American Fds Performance. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Search macroaxis.com