Intermediate Government Bond Fund Market Value
| DPIGX Fund | USD 9.48 0.01 0.11% |
| Symbol | Intermediate |
Intermediate Government '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 Intermediate Government'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 Intermediate Government.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Intermediate Government on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Intermediate Government Bond or generate 0.0% return on investment in Intermediate Government over 540 days. Intermediate Government is related to or competes with Artisan High, Pioneer High, Fidelity Capital, Msift High, Dunham High, Valic Company, and Pace High. At least eighty percent of the fund will be invested in securities issued by the U.S More
Intermediate Government 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 Intermediate Government'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 Intermediate Government Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1292 | |||
| Information Ratio | (1.45) | |||
| Maximum Drawdown | 0.4233 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2112 |
Intermediate Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermediate Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermediate Government's standard deviation. In reality, there are many statistical measures that can use Intermediate Government historical prices to predict the future Intermediate Government's volatility.| Risk Adjusted Performance | 0.0222 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.88) | |||
| Treynor Ratio | (0.09) |
Intermediate Government Backtested Returns
At this stage we consider Intermediate Mutual Fund to be very steady. Intermediate Government holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intermediate Government, which you can use to evaluate the volatility of the entity. Please check out Intermediate Government's Market Risk Adjusted Performance of (0.08), risk adjusted performance of 0.0222, and Coefficient Of Variation of 701.16 to validate if the risk estimate we provide is consistent with the expected return of 0.0084%. The fund retains a Market Volatility (i.e., Beta) of -0.0148, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intermediate Government are expected to decrease at a much lower rate. During the bear market, Intermediate Government is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
Intermediate Government Bond has excellent predictability. Overlapping area represents the amount of predictability between Intermediate Government time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Intermediate Government price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Intermediate Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Intermediate Government lagged returns against current returns
Autocorrelation, which is Intermediate Government 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 Intermediate Government's mutual fund expected returns. We can calculate the autocorrelation of Intermediate Government returns to help us make a trade decision. For example, suppose you find that Intermediate Government 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 |
Intermediate Government 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 Intermediate Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermediate Government mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermediate Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Intermediate Government Lagged Returns
When evaluating Intermediate Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intermediate Government mutual fund have on its future price. Intermediate Government 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, Intermediate Government autocorrelation shows the relationship between Intermediate Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Intermediate Government Bond.
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 Intermediate Mutual Fund
Intermediate Government financial ratios help investors to determine whether Intermediate 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 Intermediate with respect to the benefits of owning Intermediate Government security.
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