LIFESTYLE Mutual Fund Market Value

Mutual Funds USA . 
Fund . LIFESTYLE II AGGRESSIVE
JIIOX Fund  USD 10.84  0.01  1.74%   
LIFESTYLE's market value is the price at which a share of LIFESTYLE stock trades on a public exchange. It measures the collective expectations of LIFESTYLE II AGGRESSIVE investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of LIFESTYLE II AGGRESSIVE and determine expected loss or profit from investing in LIFESTYLE 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 state.
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Buy or Sell
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Technical
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Please note, there is a significant difference between LIFESTYLE's value and its price as these two are different measures arrived at by different means. Investors typically determine if LIFESTYLE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LIFESTYLE'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.

LIFESTYLE '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 LIFESTYLE'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 LIFESTYLE.
0.00
05/05/2023
No Change 0.00  0.0 
In 30 days
06/04/2023
0.00
If you would invest  0.00  in LIFESTYLE on May 5, 2023 and sell it all today you would earn a total of 0.00 from holding LIFESTYLE II AGGRESSIVE or generate 0.0% return on investment in LIFESTYLE over 30 days. LIFESTYLE is related to or competes with NEBRASKA MUNICIPAL, VANGUARD SHORT-TERM, Transamerica Intermediate, BBH Intermediate, and PIONEER AMT-FREE. The fund operates as a fund of funds and normally invests approximately 95 percent of its assets in underlying funds tha... More

LIFESTYLE 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 LIFESTYLE'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 LIFESTYLE II AGGRESSIVE upside and downside potential and time the market with a certain degree of confidence.
Information Ratio0.003
Maximum Drawdown2.98
Value At Risk(1.52)
Potential Upside1.35

LIFESTYLE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for LIFESTYLE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIFESTYLE's standard deviation. In reality, there are many statistical measures that can use LIFESTYLE historical prices to predict the future LIFESTYLE's volatility.
Risk Adjusted Performance(0.002854)
Jensen Alpha(0.01385)
Total Risk Alpha0.0016
Treynor Ratio0.0919
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of LIFESTYLE'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 LIFESTYLE in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
10.0310.9111.79
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Intrinsic
Valuation
LowRealHigh
9.9910.8711.75
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Naive
Forecast
LowNextHigh
10.0010.8711.75
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Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.7110.9011.09
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as LIFESTYLE. Your research has to be compared to or analyzed against LIFESTYLE's peers to derive any actionable benefits. When done correctly, LIFESTYLE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in LIFESTYLE II AGGRESSIVE.

LIFESTYLE II AGGRESSIVE Backtested Returns

LIFESTYLE II AGGRESSIVE has Sharpe Ratio of -0.0022, which conveys that the entity had -0.0022% of return per unit of risk over the last 3 months. Our standpoint towards estimating 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. LIFESTYLE exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please verify LIFESTYLE II AGGRESSIVE risk adjusted performance of (0.002854), and Mean Deviation of 0.6924 to check out the risk estimate we provide.
The fund secures a Beta (Market Risk) of -0.1301, which conveys not very significant fluctuations relative to the market. Let's try to break down what LIFESTYLE's beta means in this case. As returns on the market increase, returns on owning LIFESTYLE are expected to decrease at a much lower rate. During the bear market, LIFESTYLE is likely to outperform the market. Even though it is essential to pay attention to LIFESTYLE II AGGRESSIVE price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating 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. LIFESTYLE exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.38  

Below average predictability

LIFESTYLE II AGGRESSIVE has below average predictability. Overlapping area represents the amount of predictability between LIFESTYLE time series from 5th of May 2023 to 20th of May 2023 and 20th of May 2023 to 4th of June 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 LIFESTYLE II AGGRESSIVE price movement. The serial correlation of 0.38 indicates that just about 38.0% of current LIFESTYLE price fluctuation can be explain by its past prices.
Correlation Coefficient0.38
Spearman Rank Test0.39
Residual Average0.0
Price Variance0.01

LIFESTYLE II AGGRESSIVE lagged returns against current returns

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

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

LIFESTYLE Lagged Returns

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

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 LIFESTYLE 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, LIFESTYLE's short interest history, or implied volatility extrapolated from LIFESTYLE options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as LIFESTYLE II AGGRESSIVE using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Check out LIFESTYLE Correlation, LIFESTYLE Volatility and LIFESTYLE Alpha and Beta module to complement your research on LIFESTYLE. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for LIFESTYLE Mutual Fund analysis

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