Lifestyle Ii Aggressive Fund Market Value

JIIOX Fund  USD 13.87  0.11  0.80%   
Lifestyle's market value is the price at which a share of Lifestyle trades on a public exchange. It measures the collective expectations of Lifestyle Ii Aggressive investors about its performance. Lifestyle is trading at 13.87 as of the 13th of October 2024; that is 0.80% up since the beginning of the trading day. The fund's open price was 13.76.
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 Lifestyle Correlation, Lifestyle Volatility and Lifestyle Alpha and Beta module to complement your research on Lifestyle.
Symbol

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
09/13/2024
No Change 0.00  0.0 
In 31 days
10/13/2024
0.00
If you would invest  0.00  in Lifestyle on September 13, 2024 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 Blackrock Exchange. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Hype
Prediction
LowEstimatedHigh
12.9513.8714.79
Details
Intrinsic
Valuation
LowRealHigh
12.7813.7014.62
Details
Naive
Forecast
LowNextHigh
12.8013.7114.63
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.1413.5814.03
Details

Lifestyle Ii Aggressive Backtested Returns

At this stage we consider Lifestyle Mutual Fund to be very steady. Lifestyle Ii Aggressive has Sharpe Ratio of 0.0685, which conveys that the entity had a 0.0685% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lifestyle, which you can use to evaluate the volatility of the fund. Please verify Lifestyle's Downside Deviation of 1.0, risk adjusted performance of 0.0684, and Mean Deviation of 0.6983 to check out if the risk estimate we provide is consistent with the expected return of 0.063%. The fund secures a Beta (Market Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. Lifestyle returns are very sensitive to returns on the market. As the market goes up or down, Lifestyle is expected to follow.

Auto-correlation

    
  0.49  

Average predictability

Lifestyle Ii Aggressive has average predictability. Overlapping area represents the amount of predictability between Lifestyle time series from 13th of September 2024 to 28th of September 2024 and 28th of September 2024 to 13th of October 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 Lifestyle Ii Aggressive price movement. The serial correlation of 0.49 indicates that about 49.0% of current Lifestyle price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test0.47
Residual Average0.0
Price Variance0.0

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 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  

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  

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Other Information on Investing in Lifestyle Mutual Fund

Lifestyle financial ratios help investors to determine whether Lifestyle Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lifestyle with respect to the benefits of owning Lifestyle security.
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