Cutler Equity Fund Market Value
| DIVHX Fund | USD 28.40 0.37 1.29% |
| Symbol | Cutler |
Cutler Equity '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 Cutler Equity'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 Cutler Equity.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Cutler Equity on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Cutler Equity or generate 0.0% return on investment in Cutler Equity over 30 days. Cutler Equity is related to or competes with Federated Mdt, Nationwide Ziegler, HUMANA, Barloworld, Morningstar Unconstrained, High-yield Municipal, and Thrivent High. In seeking to meet its investment objective, under normal conditions, at least 80 percent of its assets will be invested... More
Cutler Equity 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 Cutler Equity'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 Cutler Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5086 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.83 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 1.03 |
Cutler Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cutler Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cutler Equity's standard deviation. In reality, there are many statistical measures that can use Cutler Equity historical prices to predict the future Cutler Equity's volatility.| Risk Adjusted Performance | 0.1013 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (3.56) |
Cutler Equity Backtested Returns
At this stage we consider Cutler Mutual Fund to be very steady. Cutler Equity secures Sharpe Ratio (or Efficiency) of 0.0957, which signifies that the fund had a 0.0957% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Cutler Equity, which you can use to evaluate the volatility of the entity. Please confirm Cutler Equity's Downside Deviation of 0.5086, mean deviation of 0.4693, and Risk Adjusted Performance of 0.1013 to double-check if the risk estimate we provide is consistent with the expected return of 0.0615%. The fund shows a Beta (market volatility) of -0.0203, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cutler Equity are expected to decrease at a much lower rate. During the bear market, Cutler Equity is likely to outperform the market.
Auto-correlation | 0.59 |
Modest predictability
Cutler Equity has modest predictability. Overlapping area represents the amount of predictability between Cutler Equity time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 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 Cutler Equity price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Cutler Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Cutler Equity lagged returns against current returns
Autocorrelation, which is Cutler Equity 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 Cutler Equity's mutual fund expected returns. We can calculate the autocorrelation of Cutler Equity returns to help us make a trade decision. For example, suppose you find that Cutler Equity 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 |
Cutler Equity 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 Cutler Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cutler Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cutler Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Cutler Equity Lagged Returns
When evaluating Cutler Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cutler Equity mutual fund have on its future price. Cutler Equity 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, Cutler Equity autocorrelation shows the relationship between Cutler Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Cutler 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 Cutler Mutual Fund
Cutler Equity financial ratios help investors to determine whether Cutler 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 Cutler with respect to the benefits of owning Cutler Equity security.
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