Diversified Tax Exempt Fund Market Value
| EXDVX Fund | USD 10.55 0.02 0.19% |
| Symbol | Diversified |
Diversified Tax '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 Diversified Tax'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 Diversified Tax.
| 12/07/2025 |
| 01/06/2026 |
If you would invest 0.00 in Diversified Tax on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding Diversified Tax Exempt or generate 0.0% return on investment in Diversified Tax over 30 days. Diversified Tax is related to or competes with Manning Napier, Pro Blend, Pro Blend, Unconstrained Bond, Pro Blend, Disciplined Value, and Pro Blend. The fund invests primarily in municipal bonds and other securities the income from which is exempt from federal income t... More
Diversified Tax 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 Diversified Tax'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 Diversified Tax Exempt upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1043 | |||
| Information Ratio | (1.06) | |||
| Maximum Drawdown | 0.2862 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.0961 |
Diversified Tax Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diversified Tax's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diversified Tax's standard deviation. In reality, there are many statistical measures that can use Diversified Tax historical prices to predict the future Diversified Tax's volatility.| Risk Adjusted Performance | 0.1358 | |||
| Total Risk Alpha | 0.0043 | |||
| Sortino Ratio | (0.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Diversified Tax'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.
Diversified Tax Exempt Backtested Returns
At this stage we consider Diversified Mutual Fund to be very steady. Diversified Tax Exempt secures Sharpe Ratio (or Efficiency) of 0.32, which denotes the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Diversified Tax Exempt, which you can use to evaluate the volatility of the entity. Please confirm Diversified Tax's Variance of 0.0035, downside deviation of 0.1043, and Standard Deviation of 0.0592 to check if the risk estimate we provide is consistent with the expected return of 0.0203%. The fund shows a Beta (market volatility) of 0.0, which means not very significant fluctuations relative to the market. the returns on MARKET and Diversified Tax are completely uncorrelated.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Diversified Tax Exempt has insignificant reverse predictability. Overlapping area represents the amount of predictability between Diversified Tax time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th 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 Diversified Tax Exempt price movement. The serial correlation of -0.17 indicates that over 17.0% of current Diversified Tax price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Diversified Tax Exempt lagged returns against current returns
Autocorrelation, which is Diversified Tax 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 Diversified Tax's mutual fund expected returns. We can calculate the autocorrelation of Diversified Tax returns to help us make a trade decision. For example, suppose you find that Diversified Tax 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 |
Diversified Tax 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 Diversified Tax mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diversified Tax mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diversified Tax mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Diversified Tax Lagged Returns
When evaluating Diversified Tax's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diversified Tax mutual fund have on its future price. Diversified Tax 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, Diversified Tax autocorrelation shows the relationship between Diversified Tax mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Diversified Tax Exempt.
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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Other Information on Investing in Diversified Mutual Fund
Diversified Tax financial ratios help investors to determine whether Diversified 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 Diversified with respect to the benefits of owning Diversified Tax security.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |