Stadion Trilogy Alternative Fund Market Value

STTIX Fund  USD 10.28  0.07  0.69%   
Stadion Trilogy's market value is the price at which a share of Stadion Trilogy trades on a public exchange. It measures the collective expectations of Stadion Trilogy Alternative investors about its performance. Stadion Trilogy is trading at 10.28 as of the 29th of March 2024; that is 0.69 percent up since the beginning of the trading day. The fund's open price was 10.21.
With this module, you can estimate the performance of a buy and hold strategy of Stadion Trilogy Alternative and determine expected loss or profit from investing in Stadion Trilogy over a given investment horizon. Check out Stadion Trilogy Correlation, Stadion Trilogy Volatility and Stadion Trilogy Alpha and Beta module to complement your research on Stadion Trilogy.
Symbol

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

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.
0.00
02/28/2024
No Change 0.00  0.0 
In 30 days
03/29/2024
0.00
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.

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.
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.
Hype
Prediction
LowEstimatedHigh
10.0310.2810.53
Details
Intrinsic
Valuation
LowRealHigh
10.0010.2510.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Stadion Trilogy. Your research has to be compared to or analyzed against Stadion Trilogy's peers to derive any actionable benefits. When done correctly, Stadion Trilogy'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 Stadion Trilogy Alte.

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 Coefficient0.61
Spearman Rank Test0.7
Residual Average0.0
Price Variance0.0

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.

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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.
A focus of Stadion Trilogy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Stadion Trilogy 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...