Morant Wright (Exotistan) Market Value

0P000155RD -  Exotistan Fund  

JPY 1,671  0.02  0.0012%

Morant Wright's market value is the price at which a share of Morant Wright stock trades on a public exchange. It measures the collective expectations of Morant Wright Funds investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Morant Wright Funds and determine expected loss or profit from investing in Morant Wright over a given investment horizon. Please continue to Morant Wright Hype Analysis, Morant Wright Correlation, Portfolio Optimization, Morant Wright Volatility, as well as analyze Morant Wright Alpha and Beta and Morant Wright Performance.
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Backtest

Please note, there is a significant difference between Morant Wright's value and its price as these two are different measures arrived at by different means. Investors typically determine Morant Wright value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Morant Wright's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Morant Wright '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 Morant Wright's 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 Morant Wright.
0.00
11/02/2019
No Change 0.00  0.0 
In 1 year 11 months and 21 days
10/22/2021
0.00
If you would invest  0.00  in Morant Wright on November 2, 2019 and sell it all today you would earn a total of 0.00 from holding Morant Wright Funds or generate 0.0% return on investment in Morant Wright over 720 days. Morant Wright is related to or competes with American Beacon, Janus Henderson, American Beacon, Janus Henderson, Franklin California, and Angel Oak. The Funds primary investment objective is longer term income growth while also seeking to preserve and increase its capi...

Morant Wright 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 Morant Wright's 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 Morant Wright Funds upside and downside potential and time the market with a certain degree of confidence.

Morant Wright Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Morant Wright's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morant Wright's standard deviation. In reality, there are many statistical measures that can use Morant Wright historical prices to predict the future Morant Wright's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Morant Wright'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. Please use the tools below to analyze the current value of Morant Wright in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
1,6701,6711,672
Details
Intrinsic
Valuation
LowReal ValueHigh
1,5621,5631,838
Details
Naive
Forecast
LowNext ValueHigh
1,7091,7101,711
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,6441,6661,688
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Morant Wright. Your research has to be compared to or analyzed against Morant Wright's peers to derive any actionable benefits. When done correctly, Morant Wright's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Morant Wright Funds.

Morant Wright Funds Backtested Returns

We consider Morant Wright very steady. Morant Wright Funds has Sharpe Ratio of 0.0791, which conveys that the entity had 0.0791% of return per unit of risk over the last 3 months. Our standpoint towards estimating the 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 Morant Wright, which you can use to evaluate the future volatility of the fund. Please verify Morant Wright Funds Risk Adjusted Performance of 0.0617, mean deviation of 0.9356, and Downside Deviation of 1.08 to check out if the risk estimate we provide is consistent with the expected return of 0.0876%.
The fund secures a Beta (Market Risk) of 0.1673, which conveys not very significant fluctuations relative to the market. Let's try to break down what Morant's beta means in this case. As returns on the market increase, Morant Wright returns are expected to increase less than the market. However, during the bear market, the loss on holding Morant Wright will be expected to be smaller as well. Although it is extremely important to respect Morant Wright Funds price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Morant Wright Funds technical indicators, you can presently evaluate if the expected return of 0.0876% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.80)   

Almost perfect reverse predictability

Morant Wright Funds has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Morant Wright time series from 2nd of November 2019 to 27th of October 2020 and 27th of October 2020 to 22nd of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Morant Wright Funds price movement. The serial correlation of -0.8 indicates that around 80.0% of current Morant Wright price fluctuation can be explain by its past prices. Given that Morant Wright Funds has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Morant Wright for similar time interval.
Correlation Coefficient-0.8
Spearman Rank Test-0.45
Residual Average0.0
Price Variance16437.6

Morant Wright Funds lagged returns against current returns

Autocorrelation, which is Morant Wright 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 Morant Wright's fund expected returns. We can calculate the autocorrelation of Morant Wright returns to help us make a trade decision. For example, suppose you find that Morant Wright fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Morant Wright 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 Morant Wright fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morant Wright fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morant Wright fund over time.
 Current vs Lagged Prices 
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      Timeline 

Morant Wright Lagged Returns

When evaluating Morant Wright's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morant Wright fund have on its future price. Morant Wright 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, Morant Wright autocorrelation shows the relationship between Morant Wright fund current value and its past values and can show if there is a momentum factor associated with investing in Morant Wright Funds.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Morant Wright without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Analyst Recommendations

Analyst recommendations and target price estimates broken down by several categories
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Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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Please continue to Morant Wright Hype Analysis, Morant Wright Correlation, Portfolio Optimization, Morant Wright Volatility, as well as analyze Morant Wright Alpha and Beta and Morant Wright Performance. Note that the Morant Wright Funds information on this page should be used as a complementary analysis to other Morant Wright'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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

Other Tools for Morant Fund

When running Morant Wright Funds price analysis, check to measure Morant Wright's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Morant Wright is operating at the current time. Most of Morant Wright's value examination focuses on studying past and present price action to predict the probability of Morant Wright's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Morant Wright's price. Additionally, you may evaluate how the addition of Morant Wright to your portfolios can decrease your overall portfolio volatility.
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