The Henssler Equity Fund Market Value
| HEQFX Fund | USD 4.82 0.02 0.42% |
| Symbol | The |
The Henssler '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 The Henssler'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 The Henssler.
| 12/18/2024 |
| 01/17/2025 |
If you would invest 0.00 in The Henssler on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding The Henssler Equity or generate 0.0% return on investment in The Henssler over 30 days. The Henssler is related to or competes with Tax-managed, Small Cap, Tax Managed, Madison Diversified, and Vy(r) T. Under normal circumstances, the fund invests more than 90 percent of its total assets in common stocks More
The Henssler 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 The Henssler'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 The Henssler Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.38 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.28 |
The Henssler Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Henssler's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Henssler's standard deviation. In reality, there are many statistical measures that can use The Henssler historical prices to predict the future The Henssler's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.18) |
Henssler Equity Backtested Returns
Henssler Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0528, which indicates the fund had a -0.0528% return per unit of risk over the last 3 months. The Henssler Equity exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate The Henssler's Risk Adjusted Performance of (0.04), variance of 1.44, and Coefficient Of Variation of (1,878) to confirm the risk estimate we provide. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, the Henssler's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Henssler is expected to be smaller as well.
Auto-correlation | -0.5 |
Modest reverse predictability
The Henssler Equity has modest reverse predictability. Overlapping area represents the amount of predictability between The Henssler time series from 18th of December 2024 to 2nd of January 2025 and 2nd of January 2025 to 17th 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 Henssler Equity price movement. The serial correlation of -0.5 indicates that about 50.0% of current The Henssler price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Henssler Equity lagged returns against current returns
Autocorrelation, which is The Henssler 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 The Henssler's mutual fund expected returns. We can calculate the autocorrelation of The Henssler returns to help us make a trade decision. For example, suppose you find that The Henssler 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 |
The Henssler 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 The Henssler mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if The Henssler mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in The Henssler mutual fund over time.
Current vs Lagged Prices |
| Timeline |
The Henssler Lagged Returns
When evaluating The Henssler's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of The Henssler mutual fund have on its future price. The Henssler 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, The Henssler autocorrelation shows the relationship between The Henssler mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Henssler Equity.
Regressed Prices |
| Timeline |
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| BNB | Binance Coin |
Other Information on Investing in The Mutual Fund
The Henssler financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Henssler security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance |