Focused Dynamic Growth Fund Market Value
| ACFOX Fund | USD 68.11 0.49 0.71% |
| Symbol | FOCUSED |
Focused Dynamic '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 Focused Dynamic'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 Focused Dynamic.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Focused Dynamic on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Focused Dynamic Growth or generate 0.0% return on investment in Focused Dynamic over 30 days. Focused Dynamic is related to or competes with Growth Portfolio, Small Cap, Brown Advisory, Morgan Stanley, and Disciplined Growth. The portfolio managers look for stocks of early and rapid stage growth companies they believe will increase in value ove... More
Focused Dynamic 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 Focused Dynamic'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 Focused Dynamic Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.072 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 1.91 |
Focused Dynamic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Focused Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Focused Dynamic's standard deviation. In reality, there are many statistical measures that can use Focused Dynamic historical prices to predict the future Focused Dynamic's volatility.| Risk Adjusted Performance | 0.133 | |||
| Jensen Alpha | 0.0844 | |||
| Total Risk Alpha | 0.013 | |||
| Sortino Ratio | 0.064 | |||
| Treynor Ratio | 0.1935 |
Focused Dynamic Growth Backtested Returns
Focused Dynamic appears to be very steady, given 3 months investment horizon. Focused Dynamic Growth secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Focused Dynamic Growth, which you can use to evaluate the volatility of the entity. Please utilize Focused Dynamic's Downside Deviation of 1.46, mean deviation of 0.9141, and Semi Deviation of 1.21 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.08, which means a somewhat significant risk relative to the market. Focused Dynamic returns are very sensitive to returns on the market. As the market goes up or down, Focused Dynamic is expected to follow.
Auto-correlation | 0.48 |
Average predictability
Focused Dynamic Growth has average predictability. Overlapping area represents the amount of predictability between Focused Dynamic time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Focused Dynamic Growth price movement. The serial correlation of 0.48 indicates that about 48.0% of current Focused Dynamic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Focused Dynamic Growth lagged returns against current returns
Autocorrelation, which is Focused Dynamic 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 Focused Dynamic's mutual fund expected returns. We can calculate the autocorrelation of Focused Dynamic returns to help us make a trade decision. For example, suppose you find that Focused Dynamic 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 |
Focused Dynamic 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 Focused Dynamic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Focused Dynamic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Focused Dynamic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Focused Dynamic Lagged Returns
When evaluating Focused Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Focused Dynamic mutual fund have on its future price. Focused Dynamic 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, Focused Dynamic autocorrelation shows the relationship between Focused Dynamic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Focused Dynamic Growth.
Regressed Prices |
| Timeline |
Also Currently Popular
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 FOCUSED Mutual Fund
Focused Dynamic financial ratios help investors to determine whether FOCUSED 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 FOCUSED with respect to the benefits of owning Focused Dynamic security.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |