13d Activist Fund Market Value
| DDDCX Fund | USD 18.89 0.07 0.37% |
| Symbol | 13d |
13d Activist '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 13d Activist'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 13d Activist.
| 11/27/2024 |
| 02/25/2025 |
If you would invest 0.00 in 13d Activist on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding 13d Activist Fund or generate 0.0% return on investment in 13d Activist over 90 days. 13d Activist is related to or competes with 13d Activist, 13d Activist, Victory Integrity, Fidelity Advisor, and Columbia Select. The fund invests primarily in common stocks of U.S More
13d Activist 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 13d Activist'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 13d Activist Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 7.93 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.46 |
13d Activist Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 13d Activist's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 13d Activist's standard deviation. In reality, there are many statistical measures that can use 13d Activist historical prices to predict the future 13d Activist's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 13d Activist's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
13d Activist Backtested Returns
13d Activist secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the fund had a -0.17 % return per unit of risk over the last 3 months. 13d Activist Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 13d Activist's Variance of 1.45, coefficient of variation of (1,074), and Mean Deviation of 0.8466 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 13d Activist's returns are expected to increase less than the market. However, during the bear market, the loss of holding 13d Activist is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
13d Activist Fund has weak reverse predictability. Overlapping area represents the amount of predictability between 13d Activist time series from 27th of November 2024 to 11th of January 2025 and 11th of January 2025 to 25th of February 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 13d Activist price movement. The serial correlation of -0.21 indicates that over 21.0% of current 13d Activist price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
13d Activist lagged returns against current returns
Autocorrelation, which is 13d Activist 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 13d Activist's mutual fund expected returns. We can calculate the autocorrelation of 13d Activist returns to help us make a trade decision. For example, suppose you find that 13d Activist 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 |
13d Activist 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 13d Activist mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 13d Activist mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 13d Activist mutual fund over time.
Current vs Lagged Prices |
| Timeline |
13d Activist Lagged Returns
When evaluating 13d Activist's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 13d Activist mutual fund have on its future price. 13d Activist 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, 13d Activist autocorrelation shows the relationship between 13d Activist mutual fund current value and its past values and can show if there is a momentum factor associated with investing in 13d Activist 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 13d Mutual Fund
13d Activist financial ratios help investors to determine whether 13d 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 13d with respect to the benefits of owning 13d Activist security.
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