Short Mutual Fund Market Value

APOGX
 Fund
  

USD 10.72  0.01  0.09%   

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

Please note, there is a significant difference between Short Duration's value and its price as these two are different measures arrived at by different means. Investors typically determine Short Duration value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Short Duration'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.

Short Duration '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 Short Duration'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 Short Duration.
0.00
07/12/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
07/02/2022
0.00
If you would invest  0.00  in Short Duration on July 12, 2020 and sell it all today you would earn a total of 0.00 from holding Short Duration Inflation or generate 0.0% return on investment in Short Duration over 720 days. The fund normally invests at least 80 percent of its net assets in inflation-linked debt securitiesMore

Short Duration 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 Short Duration'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 Short Duration Inflation upside and downside potential and time the market with a certain degree of confidence.

Short Duration Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Short Duration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Short Duration's standard deviation. In reality, there are many statistical measures that can use Short Duration historical prices to predict the future Short Duration's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Short Duration'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 Short Duration in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
10.4010.7211.04
Details
Intrinsic
Valuation
LowReal ValueHigh
10.4310.7511.07
Details
Naive
Forecast
LowNext ValueHigh
10.4210.7411.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.6810.8411.01
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Short Duration. Your research has to be compared to or analyzed against Short Duration's peers to derive any actionable benefits. When done correctly, Short Duration'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 Short Duration Inflation.

Short Duration Inflation Backtested Returns

Short Duration Inflation owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0743, which indicates the fund had -0.0743% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Short Duration Inflation exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Short Duration risk adjusted performance of (0.20), and Coefficient Of Variation of (858.66) to confirm the risk estimate we provide.
The entity has a beta of -0.0267, which indicates not very significant fluctuations relative to the market. Let's try to break down what Short's beta means in this case. As returns on the market increase, returns on owning Short Duration are expected to decrease at a much lower rate. During the bear market, Short Duration is likely to outperform the market. Even though it is essential to pay attention to Short Duration Inflation current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Short Duration Inflation exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.51  

Modest predictability

Short Duration Inflation has modest predictability. Overlapping area represents the amount of predictability between Short Duration time series from 12th of July 2020 to 7th of July 2021 and 7th of July 2021 to 2nd of July 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Short Duration Inflation price movement. The serial correlation of 0.51 indicates that about 51.0% of current Short Duration price fluctuation can be explain by its past prices.
Correlation Coefficient0.51
Spearman Rank Test0.6
Residual Average0.0
Price Variance0.01

Short Duration Inflation lagged returns against current returns

Autocorrelation, which is Short Duration 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 Short Duration's mutual fund expected returns. We can calculate the autocorrelation of Short Duration returns to help us make a trade decision. For example, suppose you find that Short Duration mutual 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 

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

Short Duration Lagged Returns

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

Short Duration Investors Sentiment

The influence of Short Duration's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Short. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Short Duration 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, Short Duration's short interest history, or implied volatility extrapolated from Short Duration options trading.

Current Sentiment - APOGX

Short Duration Inflation Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in Short Duration Inflation. What is your outlook on investing in Short Duration Inflation? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Please continue to Short Duration Hype Analysis, Short Duration Correlation, Portfolio Optimization, Short Duration Volatility, as well as analyze Short Duration Alpha and Beta and Short Duration Performance. Note that the Short Duration Inflation information on this page should be used as a complementary analysis to other Short Duration'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 Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Short Mutual Fund analysis

When running Short Duration Inflation price analysis, check to measure Short Duration'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 Short Duration is operating at the current time. Most of Short Duration's value examination focuses on studying past and present price action to predict the probability of Short Duration's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Short Duration's price. Additionally, you may evaluate how the addition of Short Duration to your portfolios can decrease your overall portfolio volatility.
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Short Duration 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, stock market cycles, or different charting patterns.
A focus of Short Duration technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Short Duration trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...