Us Small Correlation, Us Small Volatility and Us Small Alpha and Beta module to complement your research on Us Small.Us Small's market value is the price at which a share of Us Small stock trades on a public exchange. It measures the collective expectations of Us Small Cap investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Us Small Cap and determine expected loss or profit from investing in Us Small over a given investment horizon. Check out
Us Small '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 Small'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 Small.
If you would invest 0.00 in Us Small on December 31, 2023 and sell it all today you would earn a total of 0.00 from holding Us Small Cap or generate 0.0% return on investment in Us Small over 60 days. Us Small is related to or competes with Intal High, Dfa -, Dfa Inflation, Dfa International, Dfa -, Dfa Mn, and Dfa Municipal. The fund, using a market capitalization weighted approach, purchases a broad and diverse group of readily marketable sec... More
Us Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
Us Small Market Risk IndicatorsToday, many novice investors tend to focus exclusively on investment returns with little concern for Us Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Small's standard deviation. In reality, there are many statistical measures that can use Us Small historical prices to predict the future Us Small's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Us Small'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 Us Small in the context of predictive analytics.
Us Small Cap Backtested Returns
Us Small Cap lagged returns against current returns
Autocorrelation, which is Us Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Us Small returns to help us make a trade decision. For example, suppose you find that Us Small 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.
Us Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Small 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 Small mutual fund over time.
Us Small Lagged Returns
When evaluating Us Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Small mutual fund have on its future price. Us Small 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 Small autocorrelation shows the relationship between Us Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Small Cap.
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 Small 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 Small's short interest history, or implied volatility extrapolated from Us Small options trading.
Pair Trading with Us SmallOne of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Us Small position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Us Small will appreciate offsetting losses from the drop in the long position's value.
Check out Us Small Correlation, Us Small Volatility and Us Small Alpha and Beta module to complement your research on Us Small.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
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When running Us Small's price analysis, check to measure Us Small'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 Us Small is operating at the current time. Most of Us Small's value examination focuses on studying past and present price action to predict the probability of Us Small's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Us Small's price. Additionally, you may evaluate how the addition of Us Small to your portfolios can decrease your overall portfolio volatility.
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Us Small 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.