Financials Ultrasector Correlation, Financials Ultrasector Volatility and Financials Ultrasector Alpha and Beta module to complement your research on Financials Ultrasector.Financials Ultrasector's market value is the price at which a share of Financials Ultrasector stock trades on a public exchange. It measures the collective expectations of Financials Ultrasector Profund investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Financials Ultrasector Profund and determine expected loss or profit from investing in Financials Ultrasector over a given investment horizon. Check out
Financials Ultrasector '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 Financials Ultrasector'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 Financials Ultrasector.
If you would invest 0.00 in Financials Ultrasector on November 2, 2023 and sell it all today you would earn a total of 0.00 from holding Financials Ultrasector Profund or generate 0.0% return on investment in Financials Ultrasector over 30 days. Financials Ultrasector is related to or competes with Nasdaq-100, Nasdaq-100, Ultranasdaq-100 Profund, and Chevron Corp. The investment seeks investment results, before fees and expenses, that correspond to one and one-half times the daily p... More
Financials Ultrasector 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 Financials Ultrasector'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 Financials Ultrasector Profund upside and downside potential and time the market with a certain degree of confidence.
Financials Ultrasector Market Risk IndicatorsToday, many novice investors tend to focus exclusively on investment returns with little concern for Financials Ultrasector's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Financials Ultrasector's standard deviation. In reality, there are many statistical measures that can use Financials Ultrasector historical prices to predict the future Financials Ultrasector's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Financials Ultrasector'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 Financials Ultrasector in the context of predictive analytics.
Financials Ultrasector Backtested Returns
Financials Ultrasector lagged returns against current returns
Autocorrelation, which is Financials Ultrasector 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 Financials Ultrasector's mutual fund expected returns. We can calculate the autocorrelation of Financials Ultrasector returns to help us make a trade decision. For example, suppose you find that Financials Ultrasector 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.
Financials Ultrasector 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 Financials Ultrasector mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Financials Ultrasector mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Financials Ultrasector mutual fund over time.
Financials Ultrasector Lagged Returns
When evaluating Financials Ultrasector's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Financials Ultrasector mutual fund have on its future price. Financials Ultrasector 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, Financials Ultrasector autocorrelation shows the relationship between Financials Ultrasector mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Financials Ultrasector Profund.
Be your own money managerOur tools can tell you how much better you can do entering a position in Financials Ultrasector 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.
Compare the composition, asset allocations and performance of any two portfolios in your account
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Check out Financials Ultrasector Correlation, Financials Ultrasector Volatility and Financials Ultrasector Alpha and Beta module to complement your research on Financials Ultrasector.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Financials Mutual Fund analysis
When running Financials Ultrasector's price analysis, check to measure Financials Ultrasector'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 Financials Ultrasector is operating at the current time. Most of Financials Ultrasector's value examination focuses on studying past and present price action to predict the probability of Financials Ultrasector's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Financials Ultrasector's price. Additionally, you may evaluate how the addition of Financials Ultrasector to your portfolios can decrease your overall portfolio volatility.
Financials Ultrasector 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.