Consumer Finance Portfolio Fund Market Value
| FSVLX Fund | USD 19.75 0.10 0.50% |
| Symbol | Consumer |
Consumer Finance '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 Consumer Finance'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 Consumer Finance.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Consumer Finance on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Consumer Finance Portfolio or generate 0.0% return on investment in Consumer Finance over 720 days. Consumer Finance is related to or competes with Banking Portfolio, Insurance Portfolio, Financial Services, Automotive Portfolio, and Construction. The fund normally invests at least 80 percent of assets in securities of companies principally engaged in providing prod... More
Consumer Finance 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 Consumer Finance'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 Consumer Finance Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8079 | |||
| Information Ratio | 0.0943 | |||
| Maximum Drawdown | 6.58 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 2.04 |
Consumer Finance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Consumer Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Consumer Finance's standard deviation. In reality, there are many statistical measures that can use Consumer Finance historical prices to predict the future Consumer Finance's volatility.| Risk Adjusted Performance | 0.1636 | |||
| Jensen Alpha | 0.2481 | |||
| Total Risk Alpha | 0.0488 | |||
| Sortino Ratio | 0.133 | |||
| Treynor Ratio | (1.38) |
Consumer Finance Por Backtested Returns
Consumer Finance appears to be very steady, given 3 months investment horizon. Consumer Finance Por secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Consumer Finance Portfolio, which you can use to evaluate the volatility of the entity. Please makes use of Consumer Finance's Mean Deviation of 0.8232, risk adjusted performance of 0.1636, and Downside Deviation of 0.8079 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Consumer Finance are expected to decrease at a much lower rate. During the bear market, Consumer Finance is likely to outperform the market.
Auto-correlation | -0.02 |
Very weak reverse predictability
Consumer Finance Portfolio has very weak reverse predictability. Overlapping area represents the amount of predictability between Consumer Finance time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 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 Consumer Finance Por price movement. The serial correlation of -0.02 indicates that only 2.0% of current Consumer Finance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 1.11 |
Consumer Finance Por lagged returns against current returns
Autocorrelation, which is Consumer Finance 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 Consumer Finance's mutual fund expected returns. We can calculate the autocorrelation of Consumer Finance returns to help us make a trade decision. For example, suppose you find that Consumer Finance 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 |
Consumer Finance 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 Consumer Finance mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Consumer Finance mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Consumer Finance mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Consumer Finance Lagged Returns
When evaluating Consumer Finance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Consumer Finance mutual fund have on its future price. Consumer Finance 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, Consumer Finance autocorrelation shows the relationship between Consumer Finance mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Consumer Finance Portfolio.
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 Consumer Mutual Fund
Consumer Finance financial ratios help investors to determine whether Consumer 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 Consumer with respect to the benefits of owning Consumer Finance security.
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