Zero Pon 2025 Fund Market Value
| BTTRX Fund | USD 111.84 0.09 0.08% |
| Symbol | Zero |
Zero Coupon '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 Zero Coupon'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 Zero Coupon.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Zero Coupon on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Zero Pon 2025 or generate 0.0% return on investment in Zero Coupon over 540 days. Zero Coupon is related to or competes with Wasatch-hoisington, Bts Tactical, Utilities Fund, and Inflation-adjusted. The fund invests at least 80 percent of the value of its net assets in zero-coupon securities More
Zero Coupon 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 Zero Coupon'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 Zero Pon 2025 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0534 | |||
| Information Ratio | (2.43) | |||
| Maximum Drawdown | 0.3049 | |||
| Value At Risk | (0.05) | |||
| Potential Upside | 0.0896 |
Zero Coupon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zero Coupon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zero Coupon's standard deviation. In reality, there are many statistical measures that can use Zero Coupon historical prices to predict the future Zero Coupon's volatility.| Risk Adjusted Performance | 0.0291 | |||
| Jensen Alpha | 0.0023 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (2.37) | |||
| Treynor Ratio | (0.17) |
Zero Pon 2025 Backtested Returns
At this stage we consider Zero Mutual Fund to be very steady. Zero Pon 2025 shows Sharpe Ratio of 0.2, which attests that the fund had a 0.2% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Zero Pon 2025, which you can use to evaluate the volatility of the fund. Please check out Zero Coupon's Market Risk Adjusted Performance of (0.16), mean deviation of 0.0399, and Coefficient Of Variation of 459.39 to validate if the risk estimate we provide is consistent with the expected return of 0.0104%. The entity maintains a market beta of -0.0076, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Zero Coupon are expected to decrease at a much lower rate. During the bear market, Zero Coupon is likely to outperform the market.
Auto-correlation | 0.86 |
Very good predictability
Zero Pon 2025 has very good predictability. Overlapping area represents the amount of predictability between Zero Coupon time series from 9th of June 2023 to 5th of March 2024 and 5th of March 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 Zero Pon 2025 price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Zero Coupon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 1.84 |
Zero Pon 2025 lagged returns against current returns
Autocorrelation, which is Zero Coupon 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 Zero Coupon's mutual fund expected returns. We can calculate the autocorrelation of Zero Coupon returns to help us make a trade decision. For example, suppose you find that Zero Coupon 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 |
Zero Coupon 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 Zero Coupon mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zero Coupon mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zero Coupon mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Zero Coupon Lagged Returns
When evaluating Zero Coupon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zero Coupon mutual fund have on its future price. Zero Coupon 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, Zero Coupon autocorrelation shows the relationship between Zero Coupon mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Zero Pon 2025.
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 Zero Mutual Fund
Zero Coupon financial ratios help investors to determine whether Zero 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 Zero with respect to the benefits of owning Zero Coupon security.
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