The Government Fixed Fund Market Value
| HCUSX Fund | USD 8.32 0.01 0.12% |
| Symbol | The |
Please note, there is a significant difference between The Us' value and its price as these two are different measures arrived at by different means. Investors typically determine if The Us is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, The Us' 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.
The Us '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 The Us' 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 The Us.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in The Us on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding The Government Fixed or generate 0.0% return on investment in The Us over 720 days. The Us is related to or competes with IShares International, and Merck. The Us is entity of United States. It is traded as Fund on NMFQS exchange. More
The Us 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 The Us' 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 Government Fixed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 1.77 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.4728 |
The Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Us' standard deviation. In reality, there are many statistical measures that can use The Us historical prices to predict the future The Us' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Us' 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.
Government Fixed Backtested Returns
Government Fixed owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0879, which indicates the fund had a -0.0879% return per unit of risk over the last 3 months. The Government Fixed exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate The Us' Coefficient Of Variation of (1,265), variance of 0.1279, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, the Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding the Us is expected to be smaller as well.
Auto-correlation | 0.32 |
Below average predictability
The Government Fixed has below average predictability. Overlapping area represents the amount of predictability between The Us time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 to 24th 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 Government Fixed price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current The Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Government Fixed lagged returns against current returns
Autocorrelation, which is The Us 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 The Us' mutual fund expected returns. We can calculate the autocorrelation of The Us returns to help us make a trade decision. For example, suppose you find that The Us 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 |
The Us 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 The Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Us Lagged Returns
When evaluating The Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Us mutual fund have on its future price. The Us 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, The Us autocorrelation shows the relationship between The Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Government Fixed.
Regressed Prices |
| Timeline |
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The Us 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.