Us Lg Cap Fund Market Value
| DUSQX Fund | USD 28.26 0.01 0.04% |
| Symbol | DUSQX |
Us Lg '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 Lg'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 Lg.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Us Lg on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Us Lg Cap or generate 0.0% return on investment in Us Lg over 30 days. Us Lg is related to or competes with Morningstar Unconstrained, and SPACE. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of large cap... More
Us Lg 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 Lg'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 Lg Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7369 | |||
| Information Ratio | 0.0018 | |||
| Maximum Drawdown | 3.56 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.11 |
Us Lg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Lg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Lg's standard deviation. In reality, there are many statistical measures that can use Us Lg historical prices to predict the future Us Lg's volatility.| Risk Adjusted Performance | 0.0838 | |||
| Jensen Alpha | 4.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0018 | |||
| Treynor Ratio | 0.0857 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Us Lg'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 Lg Cap Backtested Returns
We consider Us Lg very steady. Us Lg Cap retains Efficiency (Sharpe Ratio) of 0.11, which indicates the fund had a 0.11% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Us Lg, which you can use to evaluate the volatility of the fund. Please validate Us Lg's Downside Deviation of 0.7369, mean deviation of 0.5699, and Risk Adjusted Performance of 0.0838 to confirm if the risk estimate we provide is consistent with the expected return of 0.0824%. The entity owns a Beta (Systematic Risk) of 1.01, which indicates a somewhat significant risk relative to the market. Us Lg returns are very sensitive to returns on the market. As the market goes up or down, Us Lg is expected to follow.
Auto-correlation | 0.42 |
Average predictability
Us Lg Cap has average predictability. Overlapping area represents the amount of predictability between Us Lg time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Lg Cap price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Us Lg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Us Lg Cap lagged returns against current returns
Autocorrelation, which is Us Lg 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 Lg's mutual fund expected returns. We can calculate the autocorrelation of Us Lg returns to help us make a trade decision. For example, suppose you find that Us Lg 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 Lg 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 Lg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Lg 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 Lg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Lg Lagged Returns
When evaluating Us Lg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Lg mutual fund have on its future price. Us Lg 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 Lg autocorrelation shows the relationship between Us Lg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Lg Cap.
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 Lg 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 Lg's short interest history, or implied volatility extrapolated from Us Lg options trading.
Pair Trading with Us Lg
One 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 Lg 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 Lg will appreciate offsetting losses from the drop in the long position's value.Moving together with DUSQX Mutual Fund
| 0.94 | DIHRX | Intal High Relative | PairCorr |
| 0.87 | DILRX | Dfa International | PairCorr |
| 0.85 | DISMX | Dfa International | PairCorr |
| 0.95 | DSCGX | Dfa Small | PairCorr |
| 0.98 | DURPX | Us High Relative | PairCorr |
The ability to find closely correlated positions to Us Lg could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Us Lg when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Us Lg - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Us Lg Cap to buy it.
The correlation of Us Lg is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Us Lg moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Us Lg Cap moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Us Lg can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Us Lg Correlation, Us Lg Volatility and Us Lg Alpha and Beta module to complement your research on Us Lg. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Us Lg 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.