Us E Equity Fund Market Value
RSQAX Fund | USD 25.03 0.16 0.64% |
Symbol | RSQAX |
Us Core '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 Us Core'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 Us Core.
11/09/2023 |
| 05/07/2024 |
If you would invest 0.00 in Us Core on November 9, 2023 and sell it all today you would earn a total of 0.00 from holding Us E Equity or generate 0.0% return on investment in Us Core over 180 days. Us Core is related to or competes with International Developed, Global Real, Global Real, Global Real, Global Real, Global Real, and Growth Strategy. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
Us Core 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 Us Core'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 Us E Equity upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.7228 | |||
Information Ratio | 0.0017 | |||
Maximum Drawdown | 3.04 | |||
Value At Risk | (1.25) | |||
Potential Upside | 0.8481 |
Us Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Core's standard deviation. In reality, there are many statistical measures that can use Us Core historical prices to predict the future Us Core's volatility.Risk Adjusted Performance | 0.0779 | |||
Jensen Alpha | 0.0604 | |||
Total Risk Alpha | 0.0026 | |||
Sortino Ratio | 0.0015 | |||
Treynor Ratio | 0.7326 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Us Core'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.
Us E Equity Backtested Returns
We consider Us Core very steady. Us E Equity retains Efficiency (Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Us Core, which you can use to evaluate the volatility of the fund. Please validate Us Core's Mean Deviation of 0.4648, risk adjusted performance of 0.0779, and Downside Deviation of 0.7228 to confirm if the risk estimate we provide is consistent with the expected return of 0.0739%. The entity owns a Beta (Systematic Risk) of 0.0905, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Us Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Us Core is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Us E Equity has very good predictability. Overlapping area represents the amount of predictability between Us Core time series from 9th of November 2023 to 7th of February 2024 and 7th of February 2024 to 7th of May 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 Us E Equity price movement. The serial correlation of 0.84 indicates that around 84.0% of current Us Core price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.84 | |
Spearman Rank Test | 0.56 | |
Residual Average | 0.0 | |
Price Variance | 0.27 |
Us E Equity lagged returns against current returns
Autocorrelation, which is Us Core 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 Us Core's mutual fund expected returns. We can calculate the autocorrelation of Us Core returns to help us make a trade decision. For example, suppose you find that Us Core 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 |
Us Core 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 Us Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Core mutual fund over time.
Current vs Lagged Prices |
Timeline |
Us Core Lagged Returns
When evaluating Us Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Core mutual fund have on its future price. Us Core 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, Us Core autocorrelation shows the relationship between Us Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us E Equity.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Us Core in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Us Core's short interest history, or implied volatility extrapolated from Us Core options trading.
Currently Active Assets on Macroaxis
Check out Us Core Correlation, Us Core Volatility and Us Core Alpha and Beta module to complement your research on Us Core. Note that the Us E Equity information on this page should be used as a complementary analysis to other Us Core'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Us Core 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.