STADION Mutual Fund Market Value

Mutual Funds USA . 
Fund . STADION TACTICAL DEFENSIVE
ETFZX Fund  USD 14.20  0.41  0.00%   
STADION TACTICAL's market value is the price at which a share of STADION TACTICAL stock trades on a public exchange. It measures the collective expectations of STADION TACTICAL DEFENSIVE investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of STADION TACTICAL DEFENSIVE and determine expected loss or profit from investing in STADION TACTICAL over a given investment horizon. Continue to Investing Opportunities.
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Financial
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Buy or Sell
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Technical
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Please note, there is a significant difference between STADION TACTICAL's value and its price as these two are different measures arrived at by different means. Investors typically determine STADION TACTICAL value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STADION TACTICAL'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.

STADION TACTICAL '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 STADION TACTICAL'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 STADION TACTICAL.
0.00
02/18/2023
No Change 0.00  0.0 
In 30 days
03/20/2023
0.00
If you would invest  0.00  in STADION TACTICAL on February 18, 2023 and sell it all today you would earn a total of 0.00 from holding STADION TACTICAL DEFENSIVE or generate 0.0% return on investment in STADION TACTICAL over 30 days. STADION TACTICAL is related to or competes with US GOVERNMENT, PAYDEN US, US GOVERNMENT, ULTRA-SHORT DURATION, IShares GovernmentCredit, US GOVERNMENT, and PRUDENTIAL GOVERNMENT. The fund invests primarily in and allocates its investments primarily between fund Investments that the Adviser believes... More

STADION TACTICAL 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 STADION TACTICAL'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 STADION TACTICAL DEFENSIVE upside and downside potential and time the market with a certain degree of confidence.
Information Ratio0.0409
Maximum Drawdown3.07
Value At Risk(1.20)
Potential Upside0.838

STADION TACTICAL Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for STADION TACTICAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STADION TACTICAL's standard deviation. In reality, there are many statistical measures that can use STADION TACTICAL historical prices to predict the future STADION TACTICAL's volatility.
Risk Adjusted Performance(0.1)
Jensen Alpha(0.07)
Total Risk Alpha(0.007948)
Treynor Ratio(3.79)
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of STADION TACTICAL'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 STADION TACTICAL in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
13.0513.6614.27
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Intrinsic
Valuation
LowReal ValueHigh
13.1713.7814.39
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Naive
Forecast
LowNext ValueHigh
13.1213.7314.34
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Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.4814.1114.73
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as STADION TACTICAL. Your research has to be compared to or analyzed against STADION TACTICAL's peers to derive any actionable benefits. When done correctly, STADION TACTICAL'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 STADION TACTICAL DEF.

STADION TACTICAL DEF Backtested Returns

STADION TACTICAL DEF retains Efficiency (Sharpe Ratio) of -0.0953, which indicates the fund had -0.0953% of return per unit of risk over the last 3 months. Macroaxis philosophy in 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. STADION TACTICAL exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate STADION TACTICAL DEFENSIVE risk adjusted performance of (0.1) to confirm the risk estimate we provide.
The entity owns a Beta (Systematic Risk) of 0.018, which indicates not very significant fluctuations relative to the market. Let's try to break down what STADION's beta means in this case. As returns on the market increase, STADION TACTICAL returns are expected to increase less than the market. However, during the bear market, the loss on holding STADION TACTICAL will be expected to be smaller as well. Even though it is essential to pay attention to STADION TACTICAL DEF existing price patterns, it is always good to be careful when utilizing equity price patterns. Our philosophy in 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. STADION TACTICAL exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.32  

Below average predictability

STADION TACTICAL DEFENSIVE has below average predictability. Overlapping area represents the amount of predictability between STADION TACTICAL time series from 18th of February 2023 to 5th of March 2023 and 5th of March 2023 to 20th of March 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of STADION TACTICAL DEF price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current STADION TACTICAL price fluctuation can be explain by its past prices.
Correlation Coefficient0.32
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.03

STADION TACTICAL DEF lagged returns against current returns

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

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

STADION TACTICAL Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in STADION TACTICAL without increasing your portfolio risk or giving up the 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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Pair Trading with STADION TACTICAL

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 STADION TACTICAL 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 STADION TACTICAL will appreciate offsetting losses from the drop in the long position's value.

Moving together with STADION TACTICAL

+0.61DISWalt Disney Fiscal Quarter End 31st of March 2023 PairCorr
The ability to find closely correlated positions to STADION TACTICAL could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace STADION TACTICAL 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 STADION TACTICAL - 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 STADION TACTICAL DEFENSIVE to buy it.
The correlation of STADION TACTICAL is a statistical measure of how it moves in relation to other equities. 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 STADION TACTICAL moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if STADION TACTICAL DEF 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 STADION TACTICAL 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.
Pair CorrelationCorrelation Matching
Continue to STADION TACTICAL Correlation, STADION TACTICAL Volatility and STADION TACTICAL Alpha and Beta module to complement your research on STADION TACTICAL. Note that the STADION TACTICAL DEF information on this page should be used as a complementary analysis to other STADION TACTICAL'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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.

Complementary Tools for STADION Mutual Fund analysis

When running STADION TACTICAL DEF price analysis, check to measure STADION TACTICAL'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 STADION TACTICAL is operating at the current time. Most of STADION TACTICAL's value examination focuses on studying past and present price action to predict the probability of STADION TACTICAL's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move STADION TACTICAL's price. Additionally, you may evaluate how the addition of STADION TACTICAL to your portfolios can decrease your overall portfolio volatility.
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STADION TACTICAL 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.
Overlap Analysis
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Price Shifting
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Value Movement
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A focus of STADION TACTICAL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of STADION TACTICAL 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...
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