Henderson Dividend Income Fund Market Value
| HDIVX Fund | USD 18.75 0.12 0.64% |
| Symbol | Henderson |
Henderson Dividend '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 Henderson Dividend'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 Henderson Dividend.
| 01/17/2025 |
| 01/12/2026 |
If you would invest 0.00 in Henderson Dividend on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Henderson Dividend Income or generate 0.0% return on investment in Henderson Dividend over 360 days. Henderson Dividend is related to or competes with Janus Henderson, Janus Henderson, Braddock Multi, Eaton Vance, 1290 Smartbeta, BlackRock New, and Saba Capital. The fund pursues its investment objective by investing, under normal circumstances, at least 80 percent of its net asset... More
Henderson Dividend 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 Henderson Dividend'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 Henderson Dividend Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7307 | |||
| Information Ratio | 0.0786 | |||
| Maximum Drawdown | 6.58 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.21 |
Henderson Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Henderson Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Henderson Dividend's standard deviation. In reality, there are many statistical measures that can use Henderson Dividend historical prices to predict the future Henderson Dividend's volatility.| Risk Adjusted Performance | 0.1334 | |||
| Jensen Alpha | 0.111 | |||
| Total Risk Alpha | 0.0507 | |||
| Sortino Ratio | 0.1038 | |||
| Treynor Ratio | 0.2747 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Henderson Dividend'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.
Henderson Dividend Income Backtested Returns
Henderson Dividend appears to be very steady, given 3 months investment horizon. Henderson Dividend Income holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Henderson Dividend Income, which you can use to evaluate the volatility of the entity. Please utilize Henderson Dividend's Downside Deviation of 0.7307, risk adjusted performance of 0.1334, and Market Risk Adjusted Performance of 0.2847 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Henderson Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Henderson Dividend is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Henderson Dividend Income has good predictability. Overlapping area represents the amount of predictability between Henderson Dividend time series from 17th of January 2025 to 16th of July 2025 and 16th of July 2025 to 12th 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 Henderson Dividend Income price movement. The serial correlation of 0.68 indicates that around 68.0% of current Henderson Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Henderson Dividend Income lagged returns against current returns
Autocorrelation, which is Henderson Dividend 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 Henderson Dividend's mutual fund expected returns. We can calculate the autocorrelation of Henderson Dividend returns to help us make a trade decision. For example, suppose you find that Henderson Dividend 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 |
Henderson Dividend 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 Henderson Dividend mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Henderson Dividend mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Henderson Dividend mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Henderson Dividend Lagged Returns
When evaluating Henderson Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Henderson Dividend mutual fund have on its future price. Henderson Dividend 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, Henderson Dividend autocorrelation shows the relationship between Henderson Dividend mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Henderson Dividend Income.
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 Henderson Mutual Fund
Henderson Dividend financial ratios help investors to determine whether Henderson 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 Henderson with respect to the benefits of owning Henderson Dividend security.
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