Inflation Protected Bond Fund Market Value
Inflation-protected's market value is the price at which a share of Inflation-protected trades on a public exchange. It measures the collective expectations of Inflation Protected Bond Fund investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Inflation Protected Bond Fund and determine expected loss or profit from investing in Inflation-protected over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation.
Symbol | Inflation-protected |
Inflation-protected '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 Inflation-protected'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 Inflation-protected.
04/08/2022 |
| 03/28/2024 |
If you would invest 0.00 in Inflation-protected on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding Inflation Protected Bond Fund or generate 0.0% return on investment in Inflation-protected over 720 days. Inflation-protected is related to or competes with T Rowe, Small Pany, Volumetric Fund, Qs Us, Rbc Microcap, and Materials Portfolio. The fund normally invests at least 80 percent of its total assets in debt securities at least 65 percent of the funds to... More
Inflation-protected 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 Inflation-protected'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 Inflation Protected Bond Fund upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.4535 | |||
Information Ratio | (0.20) | |||
Maximum Drawdown | 1.98 | |||
Value At Risk | (0.73) | |||
Potential Upside | 0.7194 |
Inflation-protected Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inflation-protected's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inflation-protected's standard deviation. In reality, there are many statistical measures that can use Inflation-protected historical prices to predict the future Inflation-protected's volatility.Risk Adjusted Performance | 0.0521 | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.20) | |||
Treynor Ratio | 0.0511 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inflation-protected'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.
Inflation-protected Backtested Returns
We consider Inflation-protected very steady. Inflation-protected holds Efficiency (Sharpe) Ratio of 0.0981, which attests that the entity had a 0.0981% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Inflation-protected, which you can use to evaluate the volatility of the entity. Please check out Inflation-protected's Risk Adjusted Performance of 0.0521, downside deviation of 0.4535, and Market Risk Adjusted Performance of 0.0611 to validate if the risk estimate we provide is consistent with the expected return of 0.044%. The fund retains a Market Volatility (i.e., Beta) of 0.66, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Inflation-protected's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inflation-protected is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Inflation Protected Bond Fund has below average predictability. Overlapping area represents the amount of predictability between Inflation-protected time series from 8th of April 2022 to 3rd of April 2023 and 3rd of April 2023 to 28th of March 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 Inflation-protected price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Inflation-protected price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.38 | |
Spearman Rank Test | -0.61 | |
Residual Average | 0.0 | |
Price Variance | 0.03 |
Inflation-protected lagged returns against current returns
Autocorrelation, which is Inflation-protected 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 Inflation-protected's mutual fund expected returns. We can calculate the autocorrelation of Inflation-protected returns to help us make a trade decision. For example, suppose you find that Inflation-protected 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 |
Inflation-protected 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 Inflation-protected mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inflation-protected mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inflation-protected mutual fund over time.
Current vs Lagged Prices |
Timeline |
Inflation-protected Lagged Returns
When evaluating Inflation-protected's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inflation-protected mutual fund have on its future price. Inflation-protected 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, Inflation-protected autocorrelation shows the relationship between Inflation-protected mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inflation Protected Bond Fund.
Regressed Prices |
Timeline |
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Try AI Portfolio ArchitectCheck out Inflation-protected Correlation, Inflation-protected Volatility and Inflation-protected Alpha and Beta module to complement your research on Inflation-protected. Note that the Inflation-protected information on this page should be used as a complementary analysis to other Inflation-protected'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 the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Inflation-protected Mutual Fund analysis
When running Inflation-protected's price analysis, check to measure Inflation-protected'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 Inflation-protected is operating at the current time. Most of Inflation-protected's value examination focuses on studying past and present price action to predict the probability of Inflation-protected's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inflation-protected's price. Additionally, you may evaluate how the addition of Inflation-protected to your portfolios can decrease your overall portfolio volatility.
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Inflation-protected 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.