E-Valuator Mutual Fund Market Value

EVMLX -  USA Fund  

USD 9.54  0.02  0.21%

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

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

E-Valuator Moderate '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 E-Valuator Moderate'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 E-Valuator Moderate.
0.00
04/23/2022
No Change 0.00  0.0 
In 30 days
05/23/2022
0.00
If you would invest  0.00  in E-Valuator Moderate on April 23, 2022 and sell it all today you would earn a total of 0.00 from holding The E-Valuator Moderate or generate 0.0% return on investment in E-Valuator Moderate over 30 days. E-Valuator Moderate is related to or competes with American Funds, American Balanced, American Balanced, American Balanced, American Balanced, American Balanced, and American Balanced. The fund seeks to achieve its objective by investing in the securities of other unaffiliated investment companies, inclu...

E-Valuator Moderate 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 E-Valuator Moderate'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 The E-Valuator Moderate upside and downside potential and time the market with a certain degree of confidence.

E-Valuator Moderate Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for E-Valuator Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as E-Valuator Moderate's standard deviation. In reality, there are many statistical measures that can use E-Valuator Moderate historical prices to predict the future E-Valuator Moderate's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of E-Valuator Moderate'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 E-Valuator Moderate in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.669.5410.42
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Intrinsic
Valuation
LowReal ValueHigh
8.779.6510.53
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Naive
Forecast
LowNext ValueHigh
8.679.5410.42
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Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.319.7610.20
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as E-Valuator Moderate. Your research has to be compared to or analyzed against E-Valuator Moderate's peers to derive any actionable benefits. When done correctly, E-Valuator Moderate'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 The E-Valuator Moderate.

The E-Valuator Moderate Backtested Returns

The E-Valuator Moderate secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the fund had -0.12% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting 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. The E-Valuator Moderate exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm The E-Valuator Moderate risk adjusted performance of (0.21) to check the risk estimate we provide.
The fund shows a Beta (market volatility) of 0.5217, which means possible diversification benefits within a given portfolio. Let's try to break down what E-Valuator's beta means in this case. As returns on the market increase, E-Valuator Moderate returns are expected to increase less than the market. However, during the bear market, the loss on holding E-Valuator Moderate will be expected to be smaller as well. Even though it is essential to pay attention to The E-Valuator Moderate historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting 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. The E-Valuator Moderate exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.26  

Weak reverse predictability

The E-Valuator Moderate has weak reverse predictability. Overlapping area represents the amount of predictability between E-Valuator Moderate time series from 23rd of April 2022 to 8th of May 2022 and 8th of May 2022 to 23rd of May 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 The E-Valuator Moderate price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current E-Valuator Moderate price fluctuation can be explain by its past prices.
Correlation Coefficient-0.26
Spearman Rank Test-0.25
Residual Average0.0
Price Variance0.0

The E-Valuator Moderate lagged returns against current returns

Autocorrelation, which is E-Valuator Moderate 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 E-Valuator Moderate's mutual fund expected returns. We can calculate the autocorrelation of E-Valuator Moderate returns to help us make a trade decision. For example, suppose you find that E-Valuator Moderate 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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E-Valuator Moderate 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 E-Valuator Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if E-Valuator Moderate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in E-Valuator Moderate mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

E-Valuator Moderate Lagged Returns

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

E-Valuator Moderate Investors Sentiment

The influence of E-Valuator Moderate'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 E-Valuator. 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 E-Valuator Moderate 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, E-Valuator Moderate's short interest history, or implied volatility extrapolated from E-Valuator Moderate options trading.

Current Sentiment - EVMLX

The E-Valuator Moderate Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in The E-Valuator Moderate. What is your opinion about investing in The E-Valuator Moderate? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Pair Trading with E-Valuator Moderate

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 E-Valuator Moderate 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 E-Valuator Moderate will appreciate offsetting losses from the drop in the long position's value.

E-Valuator Moderate Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to E-Valuator Moderate could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace E-Valuator Moderate 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 E-Valuator Moderate - 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 The E-Valuator Moderate to buy it.
The correlation of E-Valuator Moderate 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 E-Valuator Moderate moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if The E-Valuator Moderate 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 E-Valuator Moderate 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 E-Valuator Moderate Hype Analysis, E-Valuator Moderate Correlation, Portfolio Optimization, E-Valuator Moderate Volatility, as well as analyze E-Valuator Moderate Alpha and Beta and E-Valuator Moderate Performance. Note that the The E-Valuator Moderate information on this page should be used as a complementary analysis to other E-Valuator Moderate'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 Content Syndication module to quickly integrate customizable finance content to your own investment portal.

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