Guggenheim Mutual Fund Market Value

SFEPX -  USA Fund  

USD 28.59  0.22  0.78%

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

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

Guggenheim Styleplus '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 Guggenheim Styleplus' 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 Guggenheim Styleplus.
0.00
01/08/2021
No Change 0.00  0.0 
In 10 months and 26 days
12/04/2021
0.00
If you would invest  0.00  in Guggenheim Styleplus on January 8, 2021 and sell it all today you would earn a total of 0.00 from holding Guggenheim Styleplus - or generate 0.0% return on investment in Guggenheim Styleplus over 330 days. Guggenheim Styleplus is related to or competes with Vanguard Total. The investment seeks long-term growth of capital

Guggenheim Styleplus 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 Guggenheim Styleplus' 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 Guggenheim Styleplus - upside and downside potential and time the market with a certain degree of confidence.

Guggenheim Styleplus Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Styleplus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guggenheim Styleplus' standard deviation. In reality, there are many statistical measures that can use Guggenheim Styleplus historical prices to predict the future Guggenheim Styleplus' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Guggenheim Styleplus' 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 Guggenheim Styleplus in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
26.9628.5930.22
Details
Intrinsic
Valuation
LowReal ValueHigh
23.1524.7831.45
Details
Naive
Forecast
LowNext ValueHigh
27.2628.8930.52
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
28.1828.9229.66
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Guggenheim Styleplus. Your research has to be compared to or analyzed against Guggenheim Styleplus' peers to derive any actionable benefits. When done correctly, Guggenheim Styleplus' 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 Guggenheim Styleplus.

Guggenheim Styleplus Backtested Returns

We consider Guggenheim Styleplus very steady. Guggenheim Styleplus holds Efficiency (Sharpe) Ratio of 0.0254, which attests that the entity had 0.0254% of return per unit of risk over the last 3 months. Our standpoint towards determining 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 Guggenheim Styleplus, which you can use to evaluate the future volatility of the entity. Please check out Guggenheim Styleplus Risk Adjusted Performance of 0.0183, market risk adjusted performance of (0.20), and Downside Deviation of 0.946 to validate if the risk estimate we provide is consistent with the expected return of 0.0209%.
The fund retains a Market Volatility (i.e., Beta) of -0.0381, which attests to not very significant fluctuations relative to the market. Let's try to break down what Guggenheim's beta means in this case. As returns on the market increase, returns on owning Guggenheim Styleplus are expected to decrease at a much lower rate. During the bear market, Guggenheim Styleplus is likely to outperform the market. Although it is extremely important to respect Guggenheim Styleplus current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Guggenheim Styleplus technical indicators, you can presently evaluate if the expected return of 0.0209% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.61   

Good predictability

Guggenheim Styleplus - has good predictability. Overlapping area represents the amount of predictability between Guggenheim Styleplus time series from 8th of January 2021 to 22nd of June 2021 and 22nd of June 2021 to 4th of December 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 Guggenheim Styleplus price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Guggenheim Styleplus price fluctuation can be explain by its past prices.
Correlation Coefficient0.61
Spearman Rank Test0.67
Residual Average0.0
Price Variance0.57

Guggenheim Styleplus lagged returns against current returns

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

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

Guggenheim Styleplus Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Guggenheim Styleplus 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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Additionally, take a look at Guggenheim Styleplus Hype Analysis, Guggenheim Styleplus Correlation, Portfolio Optimization, Guggenheim Styleplus Volatility, as well as analyze Guggenheim Styleplus Alpha and Beta and Guggenheim Styleplus Performance. Note that the Guggenheim Styleplus information on this page should be used as a complementary analysis to other Guggenheim Styleplus' 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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