Dodge Cox Balanced Fund Market Value
| DOXBX Fund | USD 110.11 0.37 0.34% |
| Symbol | Dodge |
Dodge Cox '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 Dodge Cox'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 Dodge Cox.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Dodge Cox on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Dodge Cox Balanced or generate 0.0% return on investment in Dodge Cox over 360 days. Dodge Cox is related to or competes with Dodge Cox, Dodge Cox, Dodge Cox, Dodge Cox, Dodge Cox, Dodge Cox, and Dodge Cox. Under normal circumstances no less than 25 percent and no more than 75 percent of its total assets will be invested in e... More
Dodge Cox 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 Dodge Cox'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 Dodge Cox Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3987 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 2.2 | |||
| Value At Risk | (0.64) | |||
| Potential Upside | 0.5547 |
Dodge Cox Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dodge Cox's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dodge Cox's standard deviation. In reality, there are many statistical measures that can use Dodge Cox historical prices to predict the future Dodge Cox's volatility.| Risk Adjusted Performance | 0.0911 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.0943 |
Dodge Cox Balanced Backtested Returns
At this stage we consider Dodge Mutual Fund to be very steady. Dodge Cox Balanced secures Sharpe Ratio (or Efficiency) of 0.0992, which denotes the fund had a 0.0992% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dodge Cox Balanced, which you can use to evaluate the volatility of the entity. Please confirm Dodge Cox's Downside Deviation of 0.3987, mean deviation of 0.3014, and Semi Deviation of 0.2746 to check if the risk estimate we provide is consistent with the expected return of 0.0387%. The fund shows a Beta (market volatility) of 0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dodge Cox's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dodge Cox is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Dodge Cox Balanced has very good predictability. Overlapping area represents the amount of predictability between Dodge Cox time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Dodge Cox Balanced price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Dodge Cox price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 7.68 |
Dodge Cox Balanced lagged returns against current returns
Autocorrelation, which is Dodge Cox 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 Dodge Cox's mutual fund expected returns. We can calculate the autocorrelation of Dodge Cox returns to help us make a trade decision. For example, suppose you find that Dodge Cox 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 |
Dodge Cox 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 Dodge Cox mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dodge Cox mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dodge Cox mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dodge Cox Lagged Returns
When evaluating Dodge Cox's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dodge Cox mutual fund have on its future price. Dodge Cox 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, Dodge Cox autocorrelation shows the relationship between Dodge Cox mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dodge Cox Balanced.
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 Dodge Mutual Fund
Dodge Cox financial ratios help investors to determine whether Dodge 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 Dodge with respect to the benefits of owning Dodge Cox security.
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |