Haverford Quality Growth Fund Market Value
| HAVGX Fund | USD 25.82 0.14 0.55% |
| Symbol | HAVERFORD |
Haverford Quality '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 Haverford Quality'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 Haverford Quality.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Haverford Quality on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Haverford Quality Growth or generate 0.0% return on investment in Haverford Quality over 30 days. Haverford Quality is related to or competes with Jpmorgan Intrepid, Victory Integrity, Matthew 25, Clearbridge Mid, Poplar Forest, Emerging Markets, and Ares Dynamic. Under normal circumstances, the fund seeks to achieve its investment objective by investing at least 80 percent of its n... More
Haverford Quality 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 Haverford Quality'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 Haverford Quality Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5619 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 2.14 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.8744 |
Haverford Quality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haverford Quality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haverford Quality's standard deviation. In reality, there are many statistical measures that can use Haverford Quality historical prices to predict the future Haverford Quality's volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | 0.0034 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0914 |
Haverford Quality Growth Backtested Returns
At this stage we consider HAVERFORD Mutual Fund to be very steady. Haverford Quality Growth holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Haverford Quality Growth, which you can use to evaluate the volatility of the entity. Please check out Haverford Quality's Risk Adjusted Performance of 0.0714, market risk adjusted performance of 0.1014, and Downside Deviation of 0.5619 to validate if the risk estimate we provide is consistent with the expected return of 0.0526%. The fund retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Haverford Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding Haverford Quality is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Haverford Quality Growth has very good predictability. Overlapping area represents the amount of predictability between Haverford Quality time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Haverford Quality Growth price movement. The serial correlation of 0.84 indicates that around 84.0% of current Haverford Quality price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Haverford Quality Growth lagged returns against current returns
Autocorrelation, which is Haverford Quality 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 Haverford Quality's mutual fund expected returns. We can calculate the autocorrelation of Haverford Quality returns to help us make a trade decision. For example, suppose you find that Haverford Quality 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 |
Haverford Quality 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 Haverford Quality mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haverford Quality mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haverford Quality mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Haverford Quality Lagged Returns
When evaluating Haverford Quality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haverford Quality mutual fund have on its future price. Haverford Quality 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, Haverford Quality autocorrelation shows the relationship between Haverford Quality mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Haverford Quality Growth.
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 HAVERFORD Mutual Fund
Haverford Quality financial ratios help investors to determine whether HAVERFORD 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 HAVERFORD with respect to the benefits of owning Haverford Quality security.
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