Stadion Trilogy Alternative Fund Market Value
STTIX Fund | USD 10.28 0.07 0.69% |
Symbol | Stadion |
Stadion Trilogy '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 Stadion Trilogy'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 Stadion Trilogy.
02/28/2024 |
| 03/29/2024 |
If you would invest 0.00 in Stadion Trilogy on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Stadion Trilogy Alternative or generate 0.0% return on investment in Stadion Trilogy over 30 days. Stadion Trilogy is related to or competes with Jpmorgan Hedged, Jpmorgan Hedged, Jpmorgan Hedged, Gateway Fund, Gateway Fund, Gateway Fund, and Gateway Fund. The fund combines multiple investment strategies and investment techniques that are designed to generate return and mana... More
Stadion Trilogy 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 Stadion Trilogy'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 Stadion Trilogy Alternative upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.2971 | |||
Information Ratio | (0.41) | |||
Maximum Drawdown | 0.9907 | |||
Value At Risk | (0.30) | |||
Potential Upside | 0.3976 |
Stadion Trilogy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stadion Trilogy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stadion Trilogy's standard deviation. In reality, there are many statistical measures that can use Stadion Trilogy historical prices to predict the future Stadion Trilogy's volatility.Risk Adjusted Performance | 0.0744 | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.33) | |||
Treynor Ratio | 0.0948 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stadion Trilogy'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.
Stadion Trilogy Alte Backtested Returns
We consider Stadion Trilogy very steady. Stadion Trilogy Alte owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stadion Trilogy Alternative, which you can use to evaluate the volatility of the fund. Please validate Stadion Trilogy's Semi Deviation of 0.0553, risk adjusted performance of 0.0744, and Coefficient Of Variation of 633.03 to confirm if the risk estimate we provide is consistent with the expected return of 0.0358%. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stadion Trilogy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stadion Trilogy is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Stadion Trilogy Alternative has good predictability. Overlapping area represents the amount of predictability between Stadion Trilogy time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 to 29th 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 Stadion Trilogy Alte price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Stadion Trilogy price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.61 | |
Spearman Rank Test | 0.7 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Stadion Trilogy Alte lagged returns against current returns
Autocorrelation, which is Stadion Trilogy 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 Stadion Trilogy's mutual fund expected returns. We can calculate the autocorrelation of Stadion Trilogy returns to help us make a trade decision. For example, suppose you find that Stadion Trilogy 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 |
Stadion Trilogy 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 Stadion Trilogy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stadion Trilogy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stadion Trilogy mutual fund over time.
Current vs Lagged Prices |
Timeline |
Stadion Trilogy Lagged Returns
When evaluating Stadion Trilogy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stadion Trilogy mutual fund have on its future price. Stadion Trilogy 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, Stadion Trilogy autocorrelation shows the relationship between Stadion Trilogy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Stadion Trilogy Alternative.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Check out Stadion Trilogy Correlation, Stadion Trilogy Volatility and Stadion Trilogy Alpha and Beta module to complement your research on Stadion Trilogy. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Complementary Tools for Stadion Mutual Fund analysis
When running Stadion Trilogy's price analysis, check to measure Stadion Trilogy'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 Stadion Trilogy is operating at the current time. Most of Stadion Trilogy's value examination focuses on studying past and present price action to predict the probability of Stadion Trilogy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stadion Trilogy's price. Additionally, you may evaluate how the addition of Stadion Trilogy to your portfolios can decrease your overall portfolio volatility.
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Stadion Trilogy 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.