Fund Inc Stock Market Value
| FNDM Stock | USD 2.24 0.00 0.00% |
| Symbol | Fund |
Fund '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 Fund's pink sheet 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 Fund.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Fund on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Fund Inc or generate 0.0% return on investment in Fund over 30 days. Fund is related to or competes with Morgan Stanley, Goldman Sachs, Charles Schwab, Interactive Brokers, Goldman Sachs, Morgan Stanley, and Goldman Sachs. Fund.com Inc. provides fund management products and risk management solutions that help financial advisors, wealth manag... More
Fund 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 Fund's pink sheet 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 Fund Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0362 | |||
| Maximum Drawdown | 73.27 |
Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fund's standard deviation. In reality, there are many statistical measures that can use Fund historical prices to predict the future Fund's volatility.| Risk Adjusted Performance | 0.0465 | |||
| Jensen Alpha | 0.4783 | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | 2.32 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fund'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.
Fund Inc Backtested Returns
Fund appears to be extremely dangerous, given 3 months investment horizon. Fund Inc secures Sharpe Ratio (or Efficiency) of 0.0489, which denotes the company had a 0.0489% return per unit of risk over the last 3 months. By reviewing Fund's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Fund's Standard Deviation of 10.6, mean deviation of 2.48, and Variance of 112.39 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fund holds a performance score of 3. The firm shows a Beta (market volatility) of 0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fund is expected to be smaller as well. Please check Fund's variance, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Fund's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Fund Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Fund time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fund Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fund Inc lagged returns against current returns
Autocorrelation, which is Fund pink sheet'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 Fund's pink sheet expected returns. We can calculate the autocorrelation of Fund returns to help us make a trade decision. For example, suppose you find that Fund has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Fund 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 Fund pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fund pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fund pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fund Lagged Returns
When evaluating Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fund pink sheet have on its future price. Fund 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, Fund autocorrelation shows the relationship between Fund pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fund Inc.
Regressed Prices |
| Timeline |
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Fund financial ratios help investors to determine whether Fund Pink Sheet 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 Fund with respect to the benefits of owning Fund security.