Embark Commodity Strategy Fund Beta
| ECSWX Fund | 11.20 0.13 1.15% |
As of the 6th of February, Embark Commodity shows the Semi Deviation of 1.24, mean deviation of 0.9028, and Downside Deviation of 1.49. Embark Commodity Strategy technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices.
Embark Commodity's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Embark Commodity's valuation are provided below:Embark Commodity Strategy does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Embark |
Embark Commodity '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 Embark Commodity'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 Embark Commodity.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Embark Commodity on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Embark Commodity Strategy or generate 0.0% return on investment in Embark Commodity over 90 days. Embark Commodity is related to or competes with Global Gold, Fidelity Advisor, Vy Goldman, Gabelli Gold, Invesco Gold, International Investors, and James Balanced. The fund seeks to provide exposure to commodities markets by investing in commodity-linked instruments across various co... More
Embark Commodity 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 Embark Commodity'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 Embark Commodity Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0985 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.87 |
Embark Commodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embark Commodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embark Commodity's standard deviation. In reality, there are many statistical measures that can use Embark Commodity historical prices to predict the future Embark Commodity's volatility.| Risk Adjusted Performance | 0.1052 | |||
| Jensen Alpha | 0.1474 | |||
| Total Risk Alpha | 0.0995 | |||
| Sortino Ratio | 0.0823 | |||
| Treynor Ratio | 0.5487 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Embark Commodity'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.
Embark Commodity February 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1052 | |||
| Market Risk Adjusted Performance | 0.5587 | |||
| Mean Deviation | 0.9028 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.49 | |||
| Coefficient Of Variation | 742.14 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.54 | |||
| Information Ratio | 0.0985 | |||
| Jensen Alpha | 0.1474 | |||
| Total Risk Alpha | 0.0995 | |||
| Sortino Ratio | 0.0823 | |||
| Treynor Ratio | 0.5487 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.87 | |||
| Downside Variance | 2.21 | |||
| Semi Variance | 1.54 | |||
| Expected Short fall | (0.97) | |||
| Skewness | (1.25) | |||
| Kurtosis | 3.84 |
Embark Commodity Strategy Backtested Returns
At this stage we consider Embark Mutual Fund to be relatively risky. Embark Commodity Strategy secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Embark Commodity Strategy, which you can use to evaluate the volatility of the entity. Please confirm Embark Commodity's Downside Deviation of 1.49, mean deviation of 0.9028, and Semi Deviation of 1.24 to check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Embark Commodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Embark Commodity is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Embark Commodity Strategy has below average predictability. Overlapping area represents the amount of predictability between Embark Commodity time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Embark Commodity Strategy price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Embark Commodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Embark Commodity Strategy has a Beta of 0.0. This indicator is about the same for the Harbor average (which is currently at 0.0) family and about the same as Commodities Broad Basket (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
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About Embark Commodity Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Embark Commodity Strategy's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Embark Commodity using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Embark Commodity Strategy based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Embark Mutual Fund
Embark Commodity financial ratios help investors to determine whether Embark Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Embark with respect to the benefits of owning Embark Commodity security.
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