Davidson Multi Cap Equity Fund Market Value
| DFMAX Fund | USD 35.69 0.05 0.14% |
| Symbol | Davidson |
Davidson Multi '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 Davidson Multi'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 Davidson Multi.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Davidson Multi on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Davidson Multi Cap Equity or generate 0.0% return on investment in Davidson Multi over 30 days. Davidson Multi is related to or competes with Davidson Multi, Ridgeworth Seix, Preferred Securities, Eaton Vance, Cornerstone Total, and Vanguard Growth. The fund invests at least 80 percent of its net assets in equity securities across a wide range of market capitalization... More
Davidson Multi 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 Davidson Multi'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 Davidson Multi Cap Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9269 | |||
| Information Ratio | 0.0762 | |||
| Maximum Drawdown | 8.31 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.17 |
Davidson Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davidson Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davidson Multi's standard deviation. In reality, there are many statistical measures that can use Davidson Multi historical prices to predict the future Davidson Multi's volatility.| Risk Adjusted Performance | 0.101 | |||
| Jensen Alpha | 0.1202 | |||
| Total Risk Alpha | 0.0491 | |||
| Sortino Ratio | 0.0924 | |||
| Treynor Ratio | 0.3416 |
Davidson Multi Cap Backtested Returns
At this stage we consider Davidson Mutual Fund to be very steady. Davidson Multi Cap secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Davidson Multi Cap Equity, which you can use to evaluate the volatility of the entity. Please confirm Davidson Multi's Mean Deviation of 0.6291, coefficient of variation of 720.56, and Downside Deviation of 0.9269 to check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, Davidson Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Davidson Multi is expected to be smaller as well.
Auto-correlation | 0.76 |
Good predictability
Davidson Multi Cap Equity has good predictability. Overlapping area represents the amount of predictability between Davidson Multi time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 Davidson Multi Cap price movement. The serial correlation of 0.76 indicates that around 76.0% of current Davidson Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Davidson Multi Cap lagged returns against current returns
Autocorrelation, which is Davidson Multi 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 Davidson Multi's mutual fund expected returns. We can calculate the autocorrelation of Davidson Multi returns to help us make a trade decision. For example, suppose you find that Davidson Multi 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 |
Davidson Multi 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 Davidson Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Davidson Multi mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Davidson Multi mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Davidson Multi Lagged Returns
When evaluating Davidson Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Davidson Multi mutual fund have on its future price. Davidson Multi 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, Davidson Multi autocorrelation shows the relationship between Davidson Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Davidson Multi Cap Equity.
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 Davidson Mutual Fund
Davidson Multi financial ratios help investors to determine whether Davidson 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 Davidson with respect to the benefits of owning Davidson Multi security.
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