Continental Small Pany Fund Market Value
| DFCSX Fund | USD 29.81 0.28 0.95% |
| Symbol | Continental |
Continental Small '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 Continental Small'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 Continental Small.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Continental Small on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Continental Small Pany or generate 0.0% return on investment in Continental Small over 540 days. Continental Small is related to or competes with Vanguard Pacific, Vanguard Emerging, Vanguard Reit, Vanguard Small-cap, and Vanguard Extended. The Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corres... More
Continental Small 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 Continental Small'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 Continental Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.09 |
Continental Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Continental Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Continental Small's standard deviation. In reality, there are many statistical measures that can use Continental Small historical prices to predict the future Continental Small's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Continental Small'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.
Continental Small Pany Backtested Returns
Continental Small Pany secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the fund had a -0.1% return per unit of risk over the last 3 months. Continental Small Pany exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Continental Small's Mean Deviation of 0.6427, standard deviation of 0.8692, and Risk Adjusted Performance of (0.1) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Continental Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Continental Small is expected to be smaller as well.
Auto-correlation | -0.07 |
Very weak reverse predictability
Continental Small Pany has very weak reverse predictability. Overlapping area represents the amount of predictability between Continental Small time series from 8th of June 2023 to 4th of March 2024 and 4th of March 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 Continental Small Pany price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Continental Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
Continental Small Pany lagged returns against current returns
Autocorrelation, which is Continental Small 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 Continental Small's mutual fund expected returns. We can calculate the autocorrelation of Continental Small returns to help us make a trade decision. For example, suppose you find that Continental Small 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 |
Continental Small 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 Continental Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Continental Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Continental Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Continental Small Lagged Returns
When evaluating Continental Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Continental Small mutual fund have on its future price. Continental Small 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, Continental Small autocorrelation shows the relationship between Continental Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Continental Small Pany.
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 Continental Mutual Fund
Continental Small financial ratios help investors to determine whether Continental 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 Continental with respect to the benefits of owning Continental Small security.
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