PVCMX Mutual Fund Market Value

PVCMX -  USA Fund  

USD 12.23  0.02  0.16%

Palm Valley's market value is the price at which a share of Palm Valley stock trades on a public exchange. It measures the collective expectations of Palm Valley Capital investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Palm Valley Capital and determine expected loss or profit from investing in Palm Valley over a given investment horizon. Please check Palm Valley Hype Analysis, Palm Valley Correlation, Portfolio Optimization, Palm Valley Volatility, as well as analyze Palm Valley Alpha and Beta and Palm Valley Performance.
Symbol
Backtest

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

Palm Valley '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 Palm Valley'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 Palm Valley.
0.00
06/29/2021
No Change 0.00  0.0 
In 30 days
07/29/2021
0.00
If you would invest  0.00  in Palm Valley on June 29, 2021 and sell it all today you would earn a total of 0.00 from holding Palm Valley Capital or generate 0.0% return on investment in Palm Valley over 30 days. Palm Valley is related to or competes with Dfa US, Delaware Small, American Beacon, American Beacon, Wf Special, American Century, and American Century. To achieve its investment objective the fund invests primarily in a portfolio of small capitalization common stocks

Palm Valley 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 Palm Valley'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 Palm Valley Capital upside and downside potential and time the market with a certain degree of confidence.

Palm Valley Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Palm Valley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Palm Valley's standard deviation. In reality, there are many statistical measures that can use Palm Valley historical prices to predict the future Palm Valley's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Palm Valley'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 Palm Valley in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
12.0412.2312.42
Details
Intrinsic
Valuation
LowReal ValueHigh
12.0512.2412.43
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Palm Valley. Your research has to be compared to or analyzed against Palm Valley's peers to derive any actionable benefits. When done correctly, Palm Valley's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Palm Valley Capital.

Palm Valley Capital Backtested Returns

We consider Palm Valley very steady. Palm Valley Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.0282, which implies the entity had 0.0282% of return per unit of risk over the last 3 months. Our standpoint towards forecasting 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-one technical indicators for Palm Valley Capital, which you can use to evaluate the future volatility of the fund. Please check Palm Valley Capital Coefficient Of Variation of 3709.35, semi deviation of 0.1527, and Risk Adjusted Performance of (0.008711) to confirm if the risk estimate we provide is consistent with the expected return of 0.0055%.
The fund holds a Beta of 0.1671, which implies not very significant fluctuations relative to the market. Let's try to break down what PVCMX's beta means in this case. As returns on the market increase, Palm Valley returns are expected to increase less than the market. However, during the bear market, the loss on holding Palm Valley will be expected to be smaller as well. Although it is extremely important to respect Palm Valley Capital current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Palm Valley Capital technical indicators, you can presently evaluate if the expected return of 0.0055% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.68)   

Very good reverse predictability

Palm Valley Capital has very good reverse predictability. Overlapping area represents the amount of predictability between Palm Valley time series from 29th of June 2021 to 14th of July 2021 and 14th of July 2021 to 29th of July 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Palm Valley Capital price movement. The serial correlation of -0.68 indicates that around 68.0% of current Palm Valley price fluctuation can be explain by its past prices. Given that Palm Valley Capital has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Palm Valley for similar time interval.
Correlation Coefficient-0.68
Spearman Rank Test0.64
Residual Average0.0
Price Variance0.0

Palm Valley Capital lagged returns against current returns

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

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

Palm Valley Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Palm Valley without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check Palm Valley Hype Analysis, Palm Valley Correlation, Portfolio Optimization, Palm Valley Volatility, as well as analyze Palm Valley Alpha and Beta and Palm Valley Performance. Note that the Palm Valley Capital information on this page should be used as a complementary analysis to other Palm Valley'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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

Complementary Tools for PVCMX Mutual Fund analysis

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