Oaktree Iii Fund Market Value
| 0P0001GXZ7 | 136.07 0.18 0.13% |
| Symbol | Oaktree |
Oaktree (lux) '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 Oaktree (lux)'s otc 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 Oaktree (lux).
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Oaktree (lux) on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Oaktree Iii or generate 0.0% return on investment in Oaktree (lux) over 30 days.
Oaktree (lux) 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 Oaktree (lux)'s otc 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 Oaktree Iii upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0817 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 0.3783 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.1325 |
Oaktree (lux) Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oaktree (lux)'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oaktree (lux)'s standard deviation. In reality, there are many statistical measures that can use Oaktree (lux) historical prices to predict the future Oaktree (lux)'s volatility.| Risk Adjusted Performance | 0.2266 | |||
| Jensen Alpha | 0.0204 | |||
| Total Risk Alpha | 0.0183 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 1.85 |
Oaktree (lux) Backtested Returns
At this point, Oaktree (lux) is very steady. Oaktree (lux) maintains Sharpe Ratio (i.e., Efficiency) of 0.4, which implies the entity had a 0.4 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Oaktree (lux), which you can use to evaluate the volatility of the fund. Please check Oaktree (lux)'s Standard Deviation of 0.0806, downside deviation of 0.0817, and Risk Adjusted Performance of 0.2266 to confirm if the risk estimate we provide is consistent with the expected return of 0.0322%. The fund holds a Beta of 0.0112, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oaktree (lux)'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Oaktree (lux) is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
Oaktree Iii has very good predictability. Overlapping area represents the amount of predictability between Oaktree (lux) time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Oaktree (lux) price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Oaktree (lux) price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Oaktree (lux) lagged returns against current returns
Autocorrelation, which is Oaktree (lux) otc 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 Oaktree (lux)'s otc fund expected returns. We can calculate the autocorrelation of Oaktree (lux) returns to help us make a trade decision. For example, suppose you find that Oaktree (lux) has exhibited high autocorrelation historically, and you observe that the otc 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 |
Oaktree (lux) 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 Oaktree (lux) otc fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oaktree (lux) otc fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oaktree (lux) otc fund over time.
Current vs Lagged Prices |
| Timeline |
Oaktree (lux) Lagged Returns
When evaluating Oaktree (lux)'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oaktree (lux) otc fund have on its future price. Oaktree (lux) 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, Oaktree (lux) autocorrelation shows the relationship between Oaktree (lux) otc fund current value and its past values and can show if there is a momentum factor associated with investing in Oaktree Iii .
Regressed Prices |
| Timeline |
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