Strategic Enhanced Yield Fund Market Value
| AIENX Fund | USD 8.74 0.03 0.34% |
| Symbol | Strategic |
Strategic Enhanced '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 Strategic Enhanced'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 Strategic Enhanced.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Strategic Enhanced on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Strategic Enhanced Yield or generate 0.0% return on investment in Strategic Enhanced over 30 days. Strategic Enhanced is related to or competes with Pace Small/medium, Victory Rs, Applied Finance, Vanguard Small-cap, and Columbia Small. The fund seeks to achieve its investment objective by investing in a diversified portfolio of fixed income instruments o... More
Strategic Enhanced 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 Strategic Enhanced'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 Strategic Enhanced Yield upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 1.15 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.3444 |
Strategic Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Enhanced's standard deviation. In reality, there are many statistical measures that can use Strategic Enhanced historical prices to predict the future Strategic Enhanced's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.4046 |
Strategic Enhanced Yield Backtested Returns
Strategic Enhanced Yield owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0521, which indicates the fund had a -0.0521% return per unit of risk over the last 3 months. Strategic Enhanced Yield exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Strategic Enhanced's Risk Adjusted Performance of (0.04), coefficient of variation of (3,235), and Variance of 0.0719 to confirm the risk estimate we provide. The entity has a beta of -0.0452, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Strategic Enhanced are expected to decrease at a much lower rate. During the bear market, Strategic Enhanced is likely to outperform the market.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Strategic Enhanced Yield has insignificant reverse predictability. Overlapping area represents the amount of predictability between Strategic Enhanced time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Strategic Enhanced Yield price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Strategic Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Strategic Enhanced Yield lagged returns against current returns
Autocorrelation, which is Strategic Enhanced 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 Strategic Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Strategic Enhanced returns to help us make a trade decision. For example, suppose you find that Strategic Enhanced 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 |
Strategic Enhanced 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 Strategic Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Enhanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Strategic Enhanced Lagged Returns
When evaluating Strategic Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Enhanced mutual fund have on its future price. Strategic Enhanced 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, Strategic Enhanced autocorrelation shows the relationship between Strategic Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Strategic Enhanced Yield.
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 Strategic Mutual Fund
Strategic Enhanced financial ratios help investors to determine whether Strategic 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 Strategic with respect to the benefits of owning Strategic Enhanced security.
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