Ing Series Fund Market Value
| AISBX Fund | 15.00 0.01 0.07% |
| Symbol | Ing |
Ing Series '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 Ing Series' 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 Ing Series.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Ing Series on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Ing Series Fund or generate 0.0% return on investment in Ing Series over 30 days. Ing Series is related to or competes with Aristotle Funds, Aristotle Funds, Aristotle International, Aristotle Funds, Aristotle Value, Aristotle/saul Global, and Aristotle Value. Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities of small capital... More
Ing Series 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 Ing Series' 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 Ing Series Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9962 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.7 |
Ing Series Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ing Series' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ing Series' standard deviation. In reality, there are many statistical measures that can use Ing Series historical prices to predict the future Ing Series' volatility.| Risk Adjusted Performance | 0.0645 | |||
| Jensen Alpha | 0.0621 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.5337 |
Ing Series Fund Backtested Returns
At this stage we consider Ing Mutual Fund to be very steady. Ing Series Fund holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ing Series Fund, which you can use to evaluate the volatility of the entity. Please check out Ing Series' Risk Adjusted Performance of 0.0645, downside deviation of 0.9962, and Market Risk Adjusted Performance of 0.5437 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The fund retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ing Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ing Series is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Ing Series Fund has excellent predictability. Overlapping area represents the amount of predictability between Ing Series time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Ing Series Fund price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Ing Series price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Ing Series Fund lagged returns against current returns
Autocorrelation, which is Ing Series 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 Ing Series' mutual fund expected returns. We can calculate the autocorrelation of Ing Series returns to help us make a trade decision. For example, suppose you find that Ing Series 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 |
Ing Series 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 Ing Series mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ing Series mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ing Series mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ing Series Lagged Returns
When evaluating Ing Series' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ing Series mutual fund have on its future price. Ing Series 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, Ing Series autocorrelation shows the relationship between Ing Series mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ing Series Fund.
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 Ing Mutual Fund
Ing Series financial ratios help investors to determine whether Ing 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 Ing with respect to the benefits of owning Ing Series security.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |