Entrepreneurshares Global Fund Market Value
| ENTIX Fund | USD 20.20 0.02 0.1% |
| Symbol | Entrepreneurshares |
Entrepreneurshares '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 Entrepreneurshares' 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 Entrepreneurshares.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Entrepreneurshares on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Entrepreneurshares Global Fund or generate 0.0% return on investment in Entrepreneurshares over 30 days. Entrepreneurshares is related to or competes with Alpine Global, Global Quality, Pnc Emerging, Prudential Jennison, Fiera Capital, Amg Fq, and Nuveen Large. The fund seeks investment results that exceed the performance, before fees and expenses, of the MSCI World Index More
Entrepreneurshares 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 Entrepreneurshares' 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 Entrepreneurshares Global Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 5.33 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 1.56 |
Entrepreneurshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Entrepreneurshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Entrepreneurshares' standard deviation. In reality, there are many statistical measures that can use Entrepreneurshares historical prices to predict the future Entrepreneurshares' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.08) |
Entrepreneurshares Backtested Returns
Entrepreneurshares secures Sharpe Ratio (or Efficiency) of -0.0331, which denotes the fund had a -0.0331 % return per unit of risk over the last 3 months. Entrepreneurshares Global Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Entrepreneurshares' Standard Deviation of 1.26, mean deviation of 0.968, and Variance of 1.59 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.19, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Entrepreneurshares will likely underperform.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Entrepreneurshares Global Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Entrepreneurshares time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Entrepreneurshares price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Entrepreneurshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Entrepreneurshares lagged returns against current returns
Autocorrelation, which is Entrepreneurshares 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 Entrepreneurshares' mutual fund expected returns. We can calculate the autocorrelation of Entrepreneurshares returns to help us make a trade decision. For example, suppose you find that Entrepreneurshares 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 |
Entrepreneurshares 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 Entrepreneurshares mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Entrepreneurshares mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Entrepreneurshares mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Entrepreneurshares Lagged Returns
When evaluating Entrepreneurshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Entrepreneurshares mutual fund have on its future price. Entrepreneurshares 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, Entrepreneurshares autocorrelation shows the relationship between Entrepreneurshares mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Entrepreneurshares Global 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 Entrepreneurshares Mutual Fund
Entrepreneurshares financial ratios help investors to determine whether Entrepreneurshares 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 Entrepreneurshares with respect to the benefits of owning Entrepreneurshares security.
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