Hanlon Tactical Dividend Fund Market Value
| HTDRX Fund | USD 13.41 0.04 0.30% |
| Symbol | Hanlon |
Hanlon Tactical '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 Hanlon Tactical'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 Hanlon Tactical.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Hanlon Tactical on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Hanlon Tactical Dividend or generate 0.0% return on investment in Hanlon Tactical over 180 days. Hanlon Tactical is related to or competes with Massmutual Premier, T Rowe, The Gabelli, Delaware Limited-term, Blackrock, Vanguard Strategic, and American Century. The fund follows, when appropriate, a rules-based investment strategy, that includes both a sector tactical overlay and ... More
Hanlon Tactical 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 Hanlon Tactical'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 Hanlon Tactical Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8204 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.16 |
Hanlon Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hanlon Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hanlon Tactical's standard deviation. In reality, there are many statistical measures that can use Hanlon Tactical historical prices to predict the future Hanlon Tactical's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1102 |
Hanlon Tactical Dividend Backtested Returns
At this stage we consider Hanlon Mutual Fund to be very steady. Hanlon Tactical Dividend holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Hanlon Tactical Dividend, which you can use to evaluate the volatility of the entity. Please check out Hanlon Tactical's Downside Deviation of 0.8204, market risk adjusted performance of 0.1202, and Risk Adjusted Performance of 0.1068 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. The fund retains a Market Volatility (i.e., Beta) of 0.88, which attests to possible diversification benefits within a given portfolio. Hanlon Tactical returns are very sensitive to returns on the market. As the market goes up or down, Hanlon Tactical is expected to follow.
Auto-correlation | 0.55 |
Modest predictability
Hanlon Tactical Dividend has modest predictability. Overlapping area represents the amount of predictability between Hanlon Tactical time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hanlon Tactical Dividend price movement. The serial correlation of 0.55 indicates that about 55.0% of current Hanlon Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Hanlon Tactical Dividend lagged returns against current returns
Autocorrelation, which is Hanlon Tactical 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 Hanlon Tactical's mutual fund expected returns. We can calculate the autocorrelation of Hanlon Tactical returns to help us make a trade decision. For example, suppose you find that Hanlon Tactical 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 |
Hanlon Tactical 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 Hanlon Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hanlon Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hanlon Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Hanlon Tactical Lagged Returns
When evaluating Hanlon Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hanlon Tactical mutual fund have on its future price. Hanlon Tactical 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, Hanlon Tactical autocorrelation shows the relationship between Hanlon Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Hanlon Tactical Dividend.
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 Hanlon Mutual Fund
Hanlon Tactical financial ratios help investors to determine whether Hanlon 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 Hanlon with respect to the benefits of owning Hanlon Tactical security.
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