Government Bond Fund Market Value
| CPTNX Fund | USD 9.41 0.01 0.11% |
| Symbol | Government |
Government Bond '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 Government Bond'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 Government Bond.
| 03/15/2023 |
| 03/04/2025 |
If you would invest 0.00 in Government Bond on March 15, 2023 and sell it all today you would earn a total of 0.00 from holding Government Bond Fund or generate 0.0% return on investment in Government Bond over 720 days. Government Bond is related to or competes with Inflation-adjusted, Ginnie Mae, Short Term, Diversified Bond, and Balanced Fund. Under normal market conditions, the fund invests at least 80 percent of its net assets in U.S More
Government Bond 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 Government Bond'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 Government Bond Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.338 | |||
| Information Ratio | 0.2746 | |||
| Maximum Drawdown | 1.53 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.6459 |
Government Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Government Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Government Bond's standard deviation. In reality, there are many statistical measures that can use Government Bond historical prices to predict the future Government Bond's volatility.| Risk Adjusted Performance | 0.0775 | |||
| Jensen Alpha | 0.0348 | |||
| Total Risk Alpha | 0.0563 | |||
| Sortino Ratio | 0.2668 | |||
| Treynor Ratio | 0.3534 |
Government Bond Backtested Returns
At this stage we consider Government Mutual Fund to be very steady. Government Bond holds Efficiency (Sharpe) Ratio of 0.048, which attests that the entity had a 0.048 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Government Bond, which you can use to evaluate the volatility of the entity. Please check out Government Bond's Risk Adjusted Performance of 0.0775, downside deviation of 0.338, and Market Risk Adjusted Performance of 0.3634 to validate if the risk estimate we provide is consistent with the expected return of 0.015%. The fund retains a Market Volatility (i.e., Beta) of 0.084, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Government Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding Government Bond is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
Government Bond Fund has very good reverse predictability. Overlapping area represents the amount of predictability between Government Bond time series from 15th of March 2023 to 9th of March 2024 and 9th of March 2024 to 4th of March 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 Government Bond price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Government Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Government Bond lagged returns against current returns
Autocorrelation, which is Government Bond 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 Government Bond's mutual fund expected returns. We can calculate the autocorrelation of Government Bond returns to help us make a trade decision. For example, suppose you find that Government Bond 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 |
Government Bond 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 Government Bond mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Government Bond mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Government Bond mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Government Bond Lagged Returns
When evaluating Government Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Government Bond mutual fund have on its future price. Government Bond 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, Government Bond autocorrelation shows the relationship between Government Bond mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Government Bond 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 Government Mutual Fund
Government Bond financial ratios help investors to determine whether Government 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 Government with respect to the benefits of owning Government Bond security.
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