Totl In Rl Fund Market Value
| TIPRX Fund | USD 27.84 0.01 0.04% |
| Symbol | Totl |
Totl In '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 Totl In'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 Totl In.
| 10/28/2023 |
| 04/25/2024 |
If you would invest 0.00 in Totl In on October 28, 2023 and sell it all today you would earn a total of 0.00 from holding Totl In Rl or generate 0.0% return on investment in Totl In over 180 days. Totl In is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Totl In is entity of United States. It is traded as Fund on NMFQS exchange. More
Totl In 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 Totl In'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 Totl In Rl upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.64) | |||
| Maximum Drawdown | 2.58 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.0351 |
Totl In Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Totl In's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Totl In's standard deviation. In reality, there are many statistical measures that can use Totl In historical prices to predict the future Totl In's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (5.82) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Totl In'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.
Totl In Rl Backtested Returns
Totl In Rl owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.19, which indicates the fund had a -0.19% return per unit of risk over the last 3 months. Totl In Rl exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Totl In's Risk Adjusted Performance of (0.16), variance of 0.0564, and Coefficient Of Variation of (425.80) to confirm the risk estimate we provide. The entity has a beta of 0.0113, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Totl In's returns are expected to increase less than the market. However, during the bear market, the loss of holding Totl In is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Totl In Rl has very good predictability. Overlapping area represents the amount of predictability between Totl In time series from 28th of October 2023 to 26th of January 2024 and 26th of January 2024 to 25th of April 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 Totl In Rl price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Totl In price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Totl In Rl lagged returns against current returns
Autocorrelation, which is Totl In 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 Totl In's mutual fund expected returns. We can calculate the autocorrelation of Totl In returns to help us make a trade decision. For example, suppose you find that Totl In 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 |
Totl In 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 Totl In mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Totl In mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Totl In mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Totl In Lagged Returns
When evaluating Totl In's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Totl In mutual fund have on its future price. Totl In 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, Totl In autocorrelation shows the relationship between Totl In mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Totl In Rl.
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 Totl In 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, Totl In's short interest history, or implied volatility extrapolated from Totl In options trading.
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Check out Totl In Correlation, Totl In Volatility and Totl In Alpha and Beta module to complement your research on Totl In. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Totl In 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.