Elfun Trusts Elfun Fund Market Value
| ELFNX Fund | USD 94.79 0.19 0.20% |
| Symbol | Elfun |
Elfun Trusts '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 Elfun Trusts' 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 Elfun Trusts.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Elfun Trusts on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Elfun Trusts Elfun or generate 0.0% return on investment in Elfun Trusts over 90 days. Elfun Trusts is related to or competes with Biotechnology Ultrasector, Science Technology, Columbia Global, Fidelity Advisor, and Columbia Global. The fund seeks to achieve its investment objectives by investing in equity securities of U.S More
Elfun Trusts 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 Elfun Trusts' 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 Elfun Trusts Elfun upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.902 | |||
| Information Ratio | 0.0843 | |||
| Maximum Drawdown | 11.6 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.25 |
Elfun Trusts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Elfun Trusts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Elfun Trusts' standard deviation. In reality, there are many statistical measures that can use Elfun Trusts historical prices to predict the future Elfun Trusts' volatility.| Risk Adjusted Performance | 0.1079 | |||
| Jensen Alpha | 0.1413 | |||
| Total Risk Alpha | 0.0558 | |||
| Sortino Ratio | 0.1291 | |||
| Treynor Ratio | 0.2905 |
Elfun Trusts January 26, 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 | 0.1079 | |||
| Market Risk Adjusted Performance | 0.3005 | |||
| Mean Deviation | 0.7024 | |||
| Semi Deviation | 0.6609 | |||
| Downside Deviation | 0.902 | |||
| Coefficient Of Variation | 709.21 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.91 | |||
| Information Ratio | 0.0843 | |||
| Jensen Alpha | 0.1413 | |||
| Total Risk Alpha | 0.0558 | |||
| Sortino Ratio | 0.1291 | |||
| Treynor Ratio | 0.2905 | |||
| Maximum Drawdown | 11.6 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.25 | |||
| Downside Variance | 0.8135 | |||
| Semi Variance | 0.4368 | |||
| Expected Short fall | (0.79) | |||
| Skewness | 4.53 | |||
| Kurtosis | 30.78 |
Elfun Trusts Elfun Backtested Returns
At this stage we consider Elfun Mutual Fund to be very steady. Elfun Trusts Elfun secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Elfun Trusts Elfun, which you can use to evaluate the volatility of the entity. Please confirm Elfun Trusts' Downside Deviation of 0.902, coefficient of variation of 709.21, and Mean Deviation of 0.7024 to check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 0.64, which means possible diversification benefits within a given portfolio. As returns on the market increase, Elfun Trusts' returns are expected to increase less than the market. However, during the bear market, the loss of holding Elfun Trusts is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
Elfun Trusts Elfun has poor reverse predictability. Overlapping area represents the amount of predictability between Elfun Trusts time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Elfun Trusts Elfun price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Elfun Trusts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 21.62 |
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 Elfun Mutual Fund
Elfun Trusts financial ratios help investors to determine whether Elfun 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 Elfun with respect to the benefits of owning Elfun Trusts security.
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