Multi Index 2020 Lifetime Fund Market Value

JRLPX Fund  USD 10.48  0.01  0.1%   
Multi-index 2020's market value is the price at which a share of Multi-index 2020 stock trades on a public exchange. It measures the collective expectations of Multi Index 2020 Lifetime investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Multi Index 2020 Lifetime and determine expected loss or profit from investing in Multi-index 2020 over a given investment horizon.
Check out Multi-index 2020 Correlation, Multi-index 2020 Volatility and Multi-index 2020 Alpha and Beta module to complement your research on Multi-index 2020.
Symbol

Please note, there is a significant difference between Multi-index 2020's value and its price as these two are different measures arrived at by different means. Investors typically determine if Multi-index 2020 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Multi-index 2020'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.

Multi-index 2020 '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 Multi-index 2020'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 Multi-index 2020.
0.00
02/18/2024
No Change 0.00  0.0 
In 30 days
03/19/2024
0.00
If you would invest  0.00  in Multi-index 2020 on February 18, 2024 and sell it all today you would earn a total of 0.00 from holding Multi Index 2020 Lifetime or generate 0.0% return on investment in Multi-index 2020 over 30 days. Multi-index 2020 is related to or competes with State Farm, Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, and Multimanager Lifestyle. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allo... More

Multi-index 2020 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 Multi-index 2020'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 Multi Index 2020 Lifetime upside and downside potential and time the market with a certain degree of confidence.

Multi-index 2020 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi-index 2020's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multi-index 2020's standard deviation. In reality, there are many statistical measures that can use Multi-index 2020 historical prices to predict the future Multi-index 2020's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Multi-index 2020'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 Multi-index 2020 in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
10.0810.4810.88
Details
Intrinsic
Valuation
LowRealHigh
10.0510.4510.85
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Multi-index 2020. Your research has to be compared to or analyzed against Multi-index 2020's peers to derive any actionable benefits. When done correctly, Multi-index 2020'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 Multi-index 2020 Lifetime.

Multi-index 2020 Lifetime Backtested Returns

We consider Multi-index 2020 very steady. Multi-index 2020 Lifetime has Sharpe Ratio of 0.1, which conveys that the entity had 0.1% return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Multi-index 2020, which you can use to evaluate the future volatility of the fund. Please verify Multi-index 2020's Mean Deviation of 0.3316, risk adjusted performance of 0.1011, and Downside Deviation of 0.4442 to check out if the risk estimate we provide is consistent with the expected return of 0.041%. The fund secures a Beta (Market Risk) of -0.0081, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Multi-index 2020 are expected to decrease at a much lower rate. During the bear market, Multi-index 2020 is likely to outperform the market. By analyzing Multi-index 2020 Lifetime technical indicators, you can presently evaluate if the expected return of 0.041% will be sustainable into the future.

Auto-correlation

    
  0.26  

Poor predictability

Multi Index 2020 Lifetime has poor predictability. Overlapping area represents the amount of predictability between Multi-index 2020 time series from 18th of February 2024 to 4th of March 2024 and 4th of March 2024 to 19th 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 Multi-index 2020 Lifetime price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Multi-index 2020 price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test0.33
Residual Average0.0
Price Variance0.0

Multi-index 2020 Lifetime lagged returns against current returns

Autocorrelation, which is Multi-index 2020 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 Multi-index 2020's mutual fund expected returns. We can calculate the autocorrelation of Multi-index 2020 returns to help us make a trade decision. For example, suppose you find that Multi-index 2020 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  

Multi-index 2020 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 Multi-index 2020 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multi-index 2020 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Multi-index 2020 mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Multi-index 2020 Lagged Returns

When evaluating Multi-index 2020's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multi-index 2020 mutual fund have on its future price. Multi-index 2020 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, Multi-index 2020 autocorrelation shows the relationship between Multi-index 2020 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Multi Index 2020 Lifetime.
   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 Multi-index 2020 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, Multi-index 2020's short interest history, or implied volatility extrapolated from Multi-index 2020 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 Architect
Check out Multi-index 2020 Correlation, Multi-index 2020 Volatility and Multi-index 2020 Alpha and Beta module to complement your research on Multi-index 2020.
You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.

Complementary Tools for Multi-index Mutual Fund analysis

When running Multi-index 2020's price analysis, check to measure Multi-index 2020'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 Multi-index 2020 is operating at the current time. Most of Multi-index 2020's value examination focuses on studying past and present price action to predict the probability of Multi-index 2020's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Multi-index 2020's price. Additionally, you may evaluate how the addition of Multi-index 2020 to your portfolios can decrease your overall portfolio volatility.
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
AI Investment Finder
Use AI to screen and filter profitable investment opportunities
Multi-index 2020 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.
A focus of Multi-index 2020 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Multi-index 2020 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...