New Hampshire Higher Fund Market Value
| FQIIX Fund | USD 21.48 0.09 0.42% |
| Symbol | New |
Please note, there is a significant difference between New Hampshire's value and its price as these two are different measures arrived at by different means. Investors typically determine if New Hampshire is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, New Hampshire's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
New Hampshire '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 New Hampshire'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 New Hampshire.
| 12/22/2022 |
| 12/11/2024 |
If you would invest 0.00 in New Hampshire on December 22, 2022 and sell it all today you would earn a total of 0.00 from holding New Hampshire Higher or generate 0.0% return on investment in New Hampshire over 720 days. New Hampshire is related to or competes with Dunham Real, Sa Real, Commonwealth Real, and Amg Managers. New Hampshire is entity of United States More
New Hampshire 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 New Hampshire'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 New Hampshire Higher upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4306 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.25 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.8042 |
New Hampshire Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for New Hampshire's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as New Hampshire's standard deviation. In reality, there are many statistical measures that can use New Hampshire historical prices to predict the future New Hampshire's volatility.| Risk Adjusted Performance | 0.1058 | |||
| Jensen Alpha | 0.0109 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.1417 |
New Hampshire Higher Backtested Returns
At this stage we consider New Mutual Fund to be out of control. New Hampshire Higher has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for New Hampshire, which you can use to evaluate the volatility of the fund. Please verify New Hampshire's Downside Deviation of 0.4306, mean deviation of 0.3332, and Risk Adjusted Performance of 0.1058 to check out if the risk estimate we provide is consistent with the expected return of 0.0497%. The fund secures a Beta (Market Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, New Hampshire's returns are expected to increase less than the market. However, during the bear market, the loss of holding New Hampshire is expected to be smaller as well.
Auto-correlation | 0.42 |
Average predictability
New Hampshire Higher has average predictability. Overlapping area represents the amount of predictability between New Hampshire time series from 22nd of December 2022 to 17th of December 2023 and 17th of December 2023 to 11th of December 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 New Hampshire Higher price movement. The serial correlation of 0.42 indicates that just about 42.0% of current New Hampshire price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
New Hampshire Higher lagged returns against current returns
Autocorrelation, which is New Hampshire 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 New Hampshire's mutual fund expected returns. We can calculate the autocorrelation of New Hampshire returns to help us make a trade decision. For example, suppose you find that New Hampshire 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 |
New Hampshire 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 New Hampshire mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if New Hampshire mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in New Hampshire mutual fund over time.
Current vs Lagged Prices |
| Timeline |
New Hampshire Lagged Returns
When evaluating New Hampshire's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of New Hampshire mutual fund have on its future price. New Hampshire 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, New Hampshire autocorrelation shows the relationship between New Hampshire mutual fund current value and its past values and can show if there is a momentum factor associated with investing in New Hampshire Higher.
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 New Mutual Fund
New Hampshire financial ratios help investors to determine whether New 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 New with respect to the benefits of owning New Hampshire security.
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