Strategic Enhanced Yield Fund Market Value
| AAENX Fund | USD 8.66 0.02 0.23% |
| Symbol | Strategic |
Strategic Enhanced '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 Strategic Enhanced'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 Strategic Enhanced.
| 06/21/2023 |
| 06/15/2024 |
If you would invest 0.00 in Strategic Enhanced on June 21, 2023 and sell it all today you would earn a total of 0.00 from holding Strategic Enhanced Yield or generate 0.0% return on investment in Strategic Enhanced over 360 days. Strategic Enhanced is related to or competes with Bond Fund, Strategic Enhanced, Moderate Duration, Cavanal Hill, Limited Duration, Cavanal Hill, and World Energy. The fund seeks to achieve its investment objective by investing in a diversified portfolio of fixed income instruments o... More
Strategic Enhanced 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 Strategic Enhanced'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 Strategic Enhanced Yield upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3437 | |||
| Information Ratio | 0.0957 | |||
| Maximum Drawdown | 1.52 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.4723 |
Strategic Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Enhanced's standard deviation. In reality, there are many statistical measures that can use Strategic Enhanced historical prices to predict the future Strategic Enhanced's volatility.| Risk Adjusted Performance | 0.0445 | |||
| Jensen Alpha | 0.0187 | |||
| Total Risk Alpha | 0.023 | |||
| Sortino Ratio | 0.0853 | |||
| Treynor Ratio | 0.1196 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strategic Enhanced'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.
Strategic Enhanced Yield Backtested Returns
We consider Strategic Enhanced very steady. Strategic Enhanced Yield owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Strategic Enhanced Yield, which you can use to evaluate the volatility of the fund. Please validate Strategic Enhanced's Risk Adjusted Performance of 0.0445, coefficient of variation of 1136.23, and Semi Deviation of 0.2466 to confirm if the risk estimate we provide is consistent with the expected return of 0.0376%. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Strategic Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategic Enhanced is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Strategic Enhanced Yield has average predictability. Overlapping area represents the amount of predictability between Strategic Enhanced time series from 21st of June 2023 to 18th of December 2023 and 18th of December 2023 to 15th of June 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 Strategic Enhanced Yield price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Strategic Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Strategic Enhanced Yield lagged returns against current returns
Autocorrelation, which is Strategic Enhanced 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 Strategic Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Strategic Enhanced returns to help us make a trade decision. For example, suppose you find that Strategic Enhanced 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 |
Strategic Enhanced 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 Strategic Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Strategic Enhanced Lagged Returns
When evaluating Strategic Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Enhanced mutual fund have on its future price. Strategic Enhanced 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, Strategic Enhanced autocorrelation shows the relationship between Strategic Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Strategic Enhanced Yield.
Regressed Prices |
| Timeline |
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Other Information on Investing in Strategic Mutual Fund
Strategic Enhanced financial ratios help investors to determine whether Strategic Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Strategic with respect to the benefits of owning Strategic Enhanced security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |