Eic Value Fund Market Value
| EICIX Fund | USD 18.52 0.03 0.16% |
| Symbol | Eic |
Eic Value '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 Eic Value'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 Eic Value.
| 12/17/2025 |
| 01/16/2026 |
If you would invest 0.00 in Eic Value on December 17, 2025 and sell it all today you would earn a total of 0.00 from holding Eic Value Fund or generate 0.0% return on investment in Eic Value over 30 days. Eic Value is related to or competes with Icon Natural, Payden Rygel, Vanguard Energy, Oil Gas, Blackrock All-cap, and Gmo Resources. The fund primarily invests in common stocks of U.S More
Eic Value 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 Eic Value'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 Eic Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6132 | |||
| Information Ratio | 0.0998 | |||
| Maximum Drawdown | 8.72 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.37 |
Eic Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eic Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eic Value's standard deviation. In reality, there are many statistical measures that can use Eic Value historical prices to predict the future Eic Value's volatility.| Risk Adjusted Performance | 0.1381 | |||
| Jensen Alpha | 0.1308 | |||
| Total Risk Alpha | 0.0482 | |||
| Sortino Ratio | 0.1907 | |||
| Treynor Ratio | 0.2515 |
Eic Value Fund Backtested Returns
Eic Value appears to be very steady, given 3 months investment horizon. Eic Value Fund secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Eic Value Fund, which you can use to evaluate the volatility of the entity. Please utilize Eic Value's Downside Deviation of 0.6132, semi deviation of 0.1095, and Mean Deviation of 0.6627 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.86, which means possible diversification benefits within a given portfolio. Eic Value returns are very sensitive to returns on the market. As the market goes up or down, Eic Value is expected to follow.
Auto-correlation | -0.25 |
Weak reverse predictability
Eic Value Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Eic Value time series from 17th of December 2025 to 1st of January 2026 and 1st of January 2026 to 16th of January 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 Eic Value Fund price movement. The serial correlation of -0.25 indicates that over 25.0% of current Eic Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Eic Value Fund lagged returns against current returns
Autocorrelation, which is Eic Value 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 Eic Value's mutual fund expected returns. We can calculate the autocorrelation of Eic Value returns to help us make a trade decision. For example, suppose you find that Eic Value 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 |
Eic Value 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 Eic Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eic Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eic Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Eic Value Lagged Returns
When evaluating Eic Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eic Value mutual fund have on its future price. Eic Value 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, Eic Value autocorrelation shows the relationship between Eic Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Eic Value Fund.
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 Eic Mutual Fund
Eic Value financial ratios help investors to determine whether Eic 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 Eic with respect to the benefits of owning Eic Value security.
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