Retirement Living Through Fund Market Value
| JRLDX Fund | USD 9.67 0.01 0.10% |
| Symbol | Retirement |
Retirement Living '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 Retirement Living'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 Retirement Living.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Retirement Living on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Retirement Living Through or generate 0.0% return on investment in Retirement Living over 30 days. Retirement Living is related to or competes with Fidelity Income, Fidelity Income, Fidelity Income, Fidelity Income, and Fidelity Income. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allo... More
Retirement Living 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 Retirement Living'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 Retirement Living Through upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4181 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.5214 |
Retirement Living Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Retirement Living's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Retirement Living's standard deviation. In reality, there are many statistical measures that can use Retirement Living historical prices to predict the future Retirement Living's volatility.| Risk Adjusted Performance | 0.0247 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.0174 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Retirement Living'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.
Retirement Living Through Backtested Returns
We consider Retirement Living very steady. Retirement Living Through maintains Sharpe Ratio (i.e., Efficiency) of 0.0314, which implies the entity had a 0.0314% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Retirement Living Through, which you can use to evaluate the volatility of the fund. Please check Retirement Living's Risk Adjusted Performance of 0.0247, coefficient of variation of 1865.77, and Semi Deviation of 0.2879 to confirm if the risk estimate we provide is consistent with the expected return of 0.0106%. The fund holds a Beta of 0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Retirement Living's returns are expected to increase less than the market. However, during the bear market, the loss of holding Retirement Living is expected to be smaller as well.
Auto-correlation | 0.35 |
Below average predictability
Retirement Living Through has below average predictability. Overlapping area represents the amount of predictability between Retirement Living time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Retirement Living Through price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Retirement Living price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Retirement Living Through lagged returns against current returns
Autocorrelation, which is Retirement Living 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 Retirement Living's mutual fund expected returns. We can calculate the autocorrelation of Retirement Living returns to help us make a trade decision. For example, suppose you find that Retirement Living 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 |
Retirement Living 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 Retirement Living mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Retirement Living mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Retirement Living mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Retirement Living Lagged Returns
When evaluating Retirement Living's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Retirement Living mutual fund have on its future price. Retirement Living 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, Retirement Living autocorrelation shows the relationship between Retirement Living mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Retirement Living Through.
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 Retirement Living 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, Retirement Living's short interest history, or implied volatility extrapolated from Retirement Living options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Retirement Living Correlation, Retirement Living Volatility and Retirement Living Alpha and Beta module to complement your research on Retirement Living. Note that the Retirement Living Through information on this page should be used as a complementary analysis to other Retirement Living'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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Retirement Living 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.