Value Equity Investor Fund Market Value
| GVEZX Fund | USD 19.68 0.02 0.10% |
| Symbol | Value |
Value 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 Value 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 Value Equity.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in Value Equity on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding Value Equity Investor or generate 0.0% return on investment in Value Equity over 30 days. Value Equity is related to or competes with Gmo Quality, Transamerica Funds, Auxier Focus, Issachar Fund, Aqr Long-short, and Rbb Fund. The fund invests mainly in equity securities, which can include stock, stock futures, rights, warrants or securities con... More
Value 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 Value 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 Value Equity Investor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 9.42 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.08 |
Value Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Equity's standard deviation. In reality, there are many statistical measures that can use Value Equity historical prices to predict the future Value Equity's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.28) |
Value Equity Investor Backtested Returns
Value Equity Investor owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the fund had a -0.11 % return per unit of risk over the last 3 months. Value Equity Investor exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Value Equity's Risk Adjusted Performance of (0.08), coefficient of variation of (1,025), and Variance of 1.68 to confirm the risk estimate we provide. The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Value Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Value Equity is expected to be smaller as well.
Auto-correlation | -0.32 |
Poor reverse predictability
Value Equity Investor has poor reverse predictability. Overlapping area represents the amount of predictability between Value Equity time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th of February 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 Value Equity Investor price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Value Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Value Equity Investor lagged returns against current returns
Autocorrelation, which is Value 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 Value Equity's mutual fund expected returns. We can calculate the autocorrelation of Value Equity returns to help us make a trade decision. For example, suppose you find that Value 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 |
Value 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 Value Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value 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 Value Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Value Equity Lagged Returns
When evaluating Value Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Equity mutual fund have on its future price. Value 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, Value Equity autocorrelation shows the relationship between Value Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Value Equity Investor.
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 Value Mutual Fund
Value Equity financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Equity security.
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