Dreyfus Research Growth Fund Market Value
| DWOIX Fund | USD 21.27 0.11 0.52% |
| Symbol | Dreyfus |
Dreyfus Research '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 Research'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 Research.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Dreyfus Research on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Dreyfus Research Growth or generate 0.0% return on investment in Dreyfus Research over 30 days. Dreyfus Research is related to or competes with Artisan High, T Rowe, Touchstone Ohio, Sterling Capital, California Bond, T Rowe, and Multisector Bond. To pursue its goals, the fund normally invests at least 80 percent of its net assets, plus any borrowings for investment... More
Dreyfus Research 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 Research'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 Research Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0235 | |||
| Maximum Drawdown | 5.17 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 1.76 |
Dreyfus Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus Research's standard deviation. In reality, there are many statistical measures that can use Dreyfus Research historical prices to predict the future Dreyfus Research's volatility.| Risk Adjusted Performance | 0.1105 | |||
| Jensen Alpha | 0.0347 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0194 | |||
| Treynor Ratio | 0.1578 |
Dreyfus Research Growth Backtested Returns
At this stage we consider Dreyfus Mutual Fund to be very steady. Dreyfus Research Growth secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dreyfus Research Growth, which you can use to evaluate the volatility of the entity. Please confirm Dreyfus Research's Downside Deviation of 1.35, semi deviation of 1.13, and Mean Deviation of 0.7827 to check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.93, which means possible diversification benefits within a given portfolio. Dreyfus Research returns are very sensitive to returns on the market. As the market goes up or down, Dreyfus Research is expected to follow.
Auto-correlation | 0.64 |
Good predictability
Dreyfus Research Growth has good predictability. Overlapping area represents the amount of predictability between Dreyfus Research time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Dreyfus Research Growth price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Dreyfus Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Dreyfus Research Growth lagged returns against current returns
Autocorrelation, which is Dreyfus Research 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 Dreyfus Research's mutual fund expected returns. We can calculate the autocorrelation of Dreyfus Research returns to help us make a trade decision. For example, suppose you find that Dreyfus Research 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 |
Dreyfus Research 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 Dreyfus Research mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus Research mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dreyfus Research mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus Research Lagged Returns
When evaluating Dreyfus Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus Research mutual fund have on its future price. Dreyfus Research 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, Dreyfus Research autocorrelation shows the relationship between Dreyfus Research mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfus Research Growth.
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 Dreyfus Mutual Fund
Dreyfus Research 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 Research security.
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