Highland Merger Arbitrage Fund Market Value
| HMEZX Fund | USD 20.03 0.02 0.1% |
| Symbol | Highland |
Highland Merger '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 Highland Merger'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 Highland Merger.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Highland Merger on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Highland Merger Arbitrage or generate 0.0% return on investment in Highland Merger over 90 days. Highland Merger is related to or competes with Lyrical Us, Ave Maria, Kinetics Paradigm, Amg River, Touchstone Sustainability, Emerald Growth, and Hennessy Gas. The fund normally invests at least 80 percent of the value of its total assets in securities of companies that are invol... More
Highland Merger 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 Highland Merger'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 Highland Merger Arbitrage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0941 | |||
| Information Ratio | (0.76) | |||
| Maximum Drawdown | 0.3029 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1505 |
Highland Merger Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Highland Merger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Highland Merger's standard deviation. In reality, there are many statistical measures that can use Highland Merger historical prices to predict the future Highland Merger's volatility.| Risk Adjusted Performance | 0.1167 | |||
| Jensen Alpha | 0.0075 | |||
| Total Risk Alpha | 0.0038 | |||
| Sortino Ratio | (0.63) | |||
| Treynor Ratio | 0.2052 |
Highland Merger January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1167 | |||
| Market Risk Adjusted Performance | 0.2152 | |||
| Mean Deviation | 0.0618 | |||
| Downside Deviation | 0.0941 | |||
| Coefficient Of Variation | 367.09 | |||
| Standard Deviation | 0.0788 | |||
| Variance | 0.0062 | |||
| Information Ratio | (0.76) | |||
| Jensen Alpha | 0.0075 | |||
| Total Risk Alpha | 0.0038 | |||
| Sortino Ratio | (0.63) | |||
| Treynor Ratio | 0.2052 | |||
| Maximum Drawdown | 0.3029 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1505 | |||
| Downside Variance | 0.0089 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.09) | |||
| Skewness | (0.18) | |||
| Kurtosis | 0.6359 |
Highland Merger Arbitrage Backtested Returns
At this stage we consider Highland Mutual Fund to be very steady. Highland Merger Arbitrage holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Highland Merger Arbitrage, which you can use to evaluate the volatility of the entity. Please check out Highland Merger's Risk Adjusted Performance of 0.1167, coefficient of variation of 367.09, and Market Risk Adjusted Performance of 0.2152 to validate if the risk estimate we provide is consistent with the expected return of 0.0215%. The fund retains a Market Volatility (i.e., Beta) of 0.0558, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Highland Merger's returns are expected to increase less than the market. However, during the bear market, the loss of holding Highland Merger is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Highland Merger Arbitrage has very good predictability. Overlapping area represents the amount of predictability between Highland Merger time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Highland Merger Arbitrage price movement. The serial correlation of 0.81 indicates that around 81.0% of current Highland Merger price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Highland Mutual Fund
Highland Merger financial ratios help investors to determine whether Highland 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 Highland with respect to the benefits of owning Highland Merger security.
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