Evaluator Conservative Rms Fund Market Value
| EVFCX Fund | USD 9.65 0.01 0.10% |
| Symbol | Evaluator |
Evaluator Conservative '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 Evaluator Conservative'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 Evaluator Conservative.
| 01/29/2023 |
| 01/18/2025 |
If you would invest 0.00 in Evaluator Conservative on January 29, 2023 and sell it all today you would earn a total of 0.00 from holding Evaluator Conservative Rms or generate 0.0% return on investment in Evaluator Conservative over 720 days. Evaluator Conservative is related to or competes with Arrow Managed, Volumetric Fund, Qs Us, Rbc Microcap, Omni Small-cap, Aam Select, and Victory Rs. The fund normally invests in the securities of other unaffiliated investment companies, including open-end funds, ETFs a... More
Evaluator Conservative 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 Evaluator Conservative'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 Evaluator Conservative Rms upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 1.75 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.3128 |
Evaluator Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Evaluator Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Evaluator Conservative's standard deviation. In reality, there are many statistical measures that can use Evaluator Conservative historical prices to predict the future Evaluator Conservative's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Evaluator Conservative's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Evaluator Conservative Backtested Returns
Evaluator Conservative secures Sharpe Ratio (or Efficiency) of -0.0222, which denotes the fund had a -0.0222% return per unit of standard deviation over the last 3 months. Evaluator Conservative Rms exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Evaluator Conservative's Mean Deviation of 0.2053, standard deviation of 0.2828, and Coefficient Of Variation of (2,332) to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Evaluator Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Evaluator Conservative is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Evaluator Conservative Rms has very weak predictability. Overlapping area represents the amount of predictability between Evaluator Conservative time series from 29th of January 2023 to 24th of January 2024 and 24th of January 2024 to 18th of January 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 Evaluator Conservative price movement. The serial correlation of 0.16 indicates that over 16.0% of current Evaluator Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Evaluator Conservative lagged returns against current returns
Autocorrelation, which is Evaluator Conservative 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 Evaluator Conservative's mutual fund expected returns. We can calculate the autocorrelation of Evaluator Conservative returns to help us make a trade decision. For example, suppose you find that Evaluator Conservative 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 |
Evaluator Conservative 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 Evaluator Conservative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Evaluator Conservative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Evaluator Conservative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Evaluator Conservative Lagged Returns
When evaluating Evaluator Conservative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Evaluator Conservative mutual fund have on its future price. Evaluator Conservative 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, Evaluator Conservative autocorrelation shows the relationship between Evaluator Conservative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Evaluator Conservative Rms.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Evaluator Mutual Fund
Evaluator Conservative financial ratios help investors to determine whether Evaluator 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 Evaluator with respect to the benefits of owning Evaluator Conservative security.
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