Strategic Equity Portfolio Fund Market Value
| GTCEX Fund | USD 28.35 0.26 0.93% |
| Symbol | Strategic |
Strategic Equity '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 Strategic Equity'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 Strategic Equity.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Strategic Equity on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Strategic Equity Portfolio or generate 0.0% return on investment in Strategic Equity over 720 days. Strategic Equity is related to or competes with International Portfolio, Small Cap, Large Cap, and Matthews Pacific. The fund normally invests at least 80 percent of the value of its net assets in equity securities, such as common stocks... More
Strategic Equity 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 Strategic Equity'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 Strategic Equity Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 13.04 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.14 |
Strategic Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Equity's standard deviation. In reality, there are many statistical measures that can use Strategic Equity historical prices to predict the future Strategic Equity's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strategic Equity'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.
Strategic Equity Por Backtested Returns
Strategic Equity Por owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0509, which indicates the fund had a -0.0509 % return per unit of risk over the last 3 months. Strategic Equity Portfolio exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Strategic Equity's Coefficient Of Variation of (1,964), variance of 2.33, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Strategic Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategic Equity is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Strategic Equity Portfolio has modest predictability. Overlapping area represents the amount of predictability between Strategic Equity time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Strategic Equity Por price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Strategic Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 1.43 |
Strategic Equity Por lagged returns against current returns
Autocorrelation, which is Strategic Equity 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 Strategic Equity's mutual fund expected returns. We can calculate the autocorrelation of Strategic Equity returns to help us make a trade decision. For example, suppose you find that Strategic Equity 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 |
Strategic Equity 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 Strategic Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Strategic Equity Lagged Returns
When evaluating Strategic Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Equity mutual fund have on its future price. Strategic Equity 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, Strategic Equity autocorrelation shows the relationship between Strategic Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Strategic Equity 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 Strategic Mutual Fund
Strategic Equity financial ratios help investors to determine whether Strategic 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 Strategic with respect to the benefits of owning Strategic Equity security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital |