Us Targeted Value Fund Market Value
| DFFVX Fund | USD 35.86 0.07 0.20% |
| Symbol | DFFVX |
Us Targeted '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 Us Targeted'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 Us Targeted.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in Us Targeted on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Us Targeted Value or generate 0.0% return on investment in Us Targeted over 360 days. Us Targeted is related to or competes with Abr 75/25, Volumetric Fund, Sarofim Equity, T Rowe, Omni Small-cap, and Rational Special. The fund purchases a broad and diverse group of the readily marketable securities of U.S More
Us Targeted 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 Us Targeted'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 Us Targeted Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9775 | |||
| Information Ratio | 0.0252 | |||
| Maximum Drawdown | 8.01 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 2.2 |
Us Targeted Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Targeted's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Targeted's standard deviation. In reality, there are many statistical measures that can use Us Targeted historical prices to predict the future Us Targeted's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 0.1325 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.035 | |||
| Treynor Ratio | 11.23 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Us Targeted'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.
Us Targeted Value Backtested Returns
At this stage we consider DFFVX Mutual Fund to be very steady. Us Targeted Value retains Efficiency (Sharpe Ratio) of 0.0716, which indicates the fund had a 0.0716% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Us Targeted, which you can use to evaluate the volatility of the fund. Please validate Us Targeted's Risk Adjusted Performance of 0.0853, downside deviation of 0.9775, and Mean Deviation of 0.907 to confirm if the risk estimate we provide is consistent with the expected return of 0.0944%. The entity owns a Beta (Systematic Risk) of 0.0119, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Us Targeted's returns are expected to increase less than the market. However, during the bear market, the loss of holding Us Targeted is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Us Targeted Value has modest predictability. Overlapping area represents the amount of predictability between Us Targeted time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd 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 Us Targeted Value price movement. The serial correlation of 0.53 indicates that about 53.0% of current Us Targeted price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 2.06 |
Us Targeted Value lagged returns against current returns
Autocorrelation, which is Us Targeted 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 Us Targeted's mutual fund expected returns. We can calculate the autocorrelation of Us Targeted returns to help us make a trade decision. For example, suppose you find that Us Targeted 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 |
Us Targeted 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 Us Targeted mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Targeted mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Targeted mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Targeted Lagged Returns
When evaluating Us Targeted's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Targeted mutual fund have on its future price. Us Targeted 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, Us Targeted autocorrelation shows the relationship between Us Targeted mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Targeted Value.
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 DFFVX Mutual Fund
Us Targeted financial ratios help investors to determine whether DFFVX 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 DFFVX with respect to the benefits of owning Us Targeted security.
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