Eaton Vance Tax Fund Market Value
| EVT Fund | USD 26.35 0.22 0.84% |
| Symbol | Eaton |
Eaton Vance '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 Eaton Vance's 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 Eaton Vance.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Eaton Vance on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Eaton Vance Tax or generate 0.0% return on investment in Eaton Vance over 90 days. Eaton Vance is related to or competes with Eaton Vance, Eaton Vance, Eaton Vance, Eaton Vance, John Hancock, John Hancock, and John Hancock. Eaton Vance Tax-Advantaged Dividend Income Fund is a closed-ended equity mutual fund launched and managed by Eaton Vance... More
Eaton Vance 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 Eaton Vance's 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 Eaton Vance Tax upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7632 | |||
| Information Ratio | 0.1193 | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.68 |
Eaton Vance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eaton Vance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eaton Vance's standard deviation. In reality, there are many statistical measures that can use Eaton Vance historical prices to predict the future Eaton Vance's volatility.| Risk Adjusted Performance | 0.1701 | |||
| Jensen Alpha | 0.1098 | |||
| Total Risk Alpha | 0.0914 | |||
| Sortino Ratio | 0.1216 | |||
| Treynor Ratio | 0.215 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Eaton Vance'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.
Eaton Vance February 22, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.1701 | |||
| Market Risk Adjusted Performance | 0.225 | |||
| Mean Deviation | 0.6106 | |||
| Semi Deviation | 0.4657 | |||
| Downside Deviation | 0.7632 | |||
| Coefficient Of Variation | 448.88 | |||
| Standard Deviation | 0.7781 | |||
| Variance | 0.6054 | |||
| Information Ratio | 0.1193 | |||
| Jensen Alpha | 0.1098 | |||
| Total Risk Alpha | 0.0914 | |||
| Sortino Ratio | 0.1216 | |||
| Treynor Ratio | 0.215 | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.68 | |||
| Downside Variance | 0.5824 | |||
| Semi Variance | 0.2169 | |||
| Expected Short fall | (0.67) | |||
| Skewness | 0.0655 | |||
| Kurtosis | (0.09) |
Eaton Vance Tax Backtested Returns
Eaton Vance appears to be very steady, given 3 months investment horizon. Eaton Vance Tax secures Sharpe Ratio (or Efficiency) of 0.3, which denotes the fund had a 0.3 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Eaton Vance Tax, which you can use to evaluate the volatility of the entity. Please utilize Eaton Vance's Coefficient Of Variation of 448.88, downside deviation of 0.7632, and Mean Deviation of 0.6106 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.76, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eaton Vance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eaton Vance is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Eaton Vance Tax has very good predictability. Overlapping area represents the amount of predictability between Eaton Vance time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 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 Eaton Vance Tax price movement. The serial correlation of 0.81 indicates that around 81.0% of current Eaton Vance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Thematic Opportunities
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Other Information on Investing in Eaton Fund
Eaton Vance financial ratios help investors to determine whether Eaton 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 Eaton with respect to the benefits of owning Eaton Vance security.
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