Rnc Genter Dividend Fund Market Value
| GDIIX Fund | USD 23.06 0.02 0.09% |
| Symbol | Rnc |
Rnc Genter '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 Rnc Genter'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 Rnc Genter.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Rnc Genter on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Rnc Genter Dividend or generate 0.0% return on investment in Rnc Genter over 570 days. Rnc Genter is related to or competes with Aberdeen Global, Alpine Realty, Villere Equity, Fidelity Low, Monongahela All, Fidelity Climate, and Manager Directed. The fund invests at least 80 percent of its net assets plus borrowings for investment purposes in equity securities that... More
Rnc Genter 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 Rnc Genter'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 Rnc Genter Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6537 | |||
| Information Ratio | 0.0328 | |||
| Maximum Drawdown | 2.8 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.24 |
Rnc Genter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rnc Genter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rnc Genter's standard deviation. In reality, there are many statistical measures that can use Rnc Genter historical prices to predict the future Rnc Genter's volatility.| Risk Adjusted Performance | 0.0917 | |||
| Jensen Alpha | 0.0411 | |||
| Total Risk Alpha | 0.0219 | |||
| Sortino Ratio | 0.0362 | |||
| Treynor Ratio | 0.1183 |
Rnc Genter Dividend Backtested Returns
At this stage we consider Rnc Mutual Fund to be very steady. Rnc Genter Dividend maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rnc Genter Dividend, which you can use to evaluate the volatility of the fund. Please check Rnc Genter's Risk Adjusted Performance of 0.0917, coefficient of variation of 766.07, and Semi Deviation of 0.4774 to confirm if the risk estimate we provide is consistent with the expected return of 0.0926%. The fund holds a Beta of 0.71, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rnc Genter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rnc Genter is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Rnc Genter Dividend has excellent predictability. Overlapping area represents the amount of predictability between Rnc Genter time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rnc Genter Dividend price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Rnc Genter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 1.34 |
Rnc Genter Dividend lagged returns against current returns
Autocorrelation, which is Rnc Genter 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 Rnc Genter's mutual fund expected returns. We can calculate the autocorrelation of Rnc Genter returns to help us make a trade decision. For example, suppose you find that Rnc Genter 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 |
Rnc Genter 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 Rnc Genter mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rnc Genter mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rnc Genter mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rnc Genter Lagged Returns
When evaluating Rnc Genter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rnc Genter mutual fund have on its future price. Rnc Genter 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, Rnc Genter autocorrelation shows the relationship between Rnc Genter mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rnc Genter Dividend.
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 Rnc Mutual Fund
Rnc Genter financial ratios help investors to determine whether Rnc 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 Rnc with respect to the benefits of owning Rnc Genter security.
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