Dreyfus Amt Free Municipal Fund Market Value
| DMUAX Fund | USD 13.47 0.01 0.07% |
| Symbol | Dreyfus |
Dreyfus Amt '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 Dreyfus Amt'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 Dreyfus Amt.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Dreyfus Amt on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Dreyfus Amt Free Municipal or generate 0.0% return on investment in Dreyfus Amt over 90 days. Dreyfus Amt is related to or competes with Dreyfusstandish Global, Dreyfusstandish Global, Dreyfus High, Dreyfus High, Dreyfus High, Dreyfus New, and Dreyfus International. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in municip... More
Dreyfus Amt 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 Dreyfus Amt'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 Dreyfus Amt Free Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1553 | |||
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 0.6767 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.2235 |
Dreyfus Amt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Amt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Amt's standard deviation. In reality, there are many statistical measures that can use Dreyfus Amt historical prices to predict the future Dreyfus Amt's volatility.| Risk Adjusted Performance | 0.1076 | |||
| Jensen Alpha | 0.0142 | |||
| Total Risk Alpha | 0.0049 | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | (2.67) |
Dreyfus Amt February 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1076 | |||
| Market Risk Adjusted Performance | (2.66) | |||
| Mean Deviation | 0.073 | |||
| Downside Deviation | 0.1553 | |||
| Coefficient Of Variation | 462.38 | |||
| Standard Deviation | 0.1104 | |||
| Variance | 0.0122 | |||
| Information Ratio | (0.45) | |||
| Jensen Alpha | 0.0142 | |||
| Total Risk Alpha | 0.0049 | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | (2.67) | |||
| Maximum Drawdown | 0.6767 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.2235 | |||
| Downside Variance | 0.0241 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.12) | |||
| Skewness | 0.3585 | |||
| Kurtosis | 5.29 |
Dreyfus Amt Free Backtested Returns
At this stage we consider Dreyfus Mutual Fund to be very steady. Dreyfus Amt Free secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the fund had a 0.23 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dreyfus Amt Free Municipal, which you can use to evaluate the volatility of the entity. Please confirm Dreyfus Amt's Downside Deviation of 0.1553, mean deviation of 0.073, and Coefficient Of Variation of 462.38 to check if the risk estimate we provide is consistent with the expected return of 0.0267%. The fund shows a Beta (market volatility) of -0.0052, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dreyfus Amt are expected to decrease at a much lower rate. During the bear market, Dreyfus Amt is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
Dreyfus Amt Free Municipal has good predictability. Overlapping area represents the amount of predictability between Dreyfus Amt time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dreyfus Amt Free price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Dreyfus Amt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 Dreyfus Mutual Fund
Dreyfus Amt financial ratios help investors to determine whether Dreyfus 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 Dreyfus with respect to the benefits of owning Dreyfus Amt security.
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