Ivy Balanced Fund Market Value

IBARX Fund  USD 24.22  0.09  0.37%   
Ivy Balanced's market value is the price at which a share of Ivy Balanced trades on a public exchange. It measures the collective expectations of Ivy Balanced Fund investors about its performance. Ivy Balanced is trading at 24.22 as of the 26th of November 2024; that is 0.37% increase since the beginning of the trading day. The fund's open price was 24.13.
With this module, you can estimate the performance of a buy and hold strategy of Ivy Balanced Fund and determine expected loss or profit from investing in Ivy Balanced over a given investment horizon. Check out Ivy Balanced Correlation, Ivy Balanced Volatility and Ivy Balanced Alpha and Beta module to complement your research on Ivy Balanced.
Symbol

Please note, there is a significant difference between Ivy Balanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ivy Balanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ivy Balanced's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Ivy Balanced '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 Ivy Balanced'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 Ivy Balanced.
0.00
10/27/2024
No Change 0.00  0.0 
In 30 days
11/26/2024
0.00
If you would invest  0.00  in Ivy Balanced on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Ivy Balanced Fund or generate 0.0% return on investment in Ivy Balanced over 30 days. Ivy Balanced is related to or competes with Ivy Large, Ivy Small, Ivy High, Ivy Apollo, Ivy Apollo, Ivy Apollo, and Ivy Small. The fund seeks to achieve its objective by investing primarily in a diversified mix of stocks, debt securities and short... More

Ivy Balanced 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 Ivy Balanced'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 Ivy Balanced Fund upside and downside potential and time the market with a certain degree of confidence.

Ivy Balanced Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ivy Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ivy Balanced's standard deviation. In reality, there are many statistical measures that can use Ivy Balanced historical prices to predict the future Ivy Balanced's volatility.
Hype
Prediction
LowEstimatedHigh
23.6224.1324.64
Details
Intrinsic
Valuation
LowRealHigh
23.4723.9824.49
Details
Naive
Forecast
LowNextHigh
23.4223.9324.44
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
23.7924.0924.39
Details

Ivy Balanced Backtested Returns

At this stage we consider Ivy Mutual Fund to be very steady. Ivy Balanced holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ivy Balanced, which you can use to evaluate the volatility of the entity. Please check out Ivy Balanced's Downside Deviation of 0.5575, market risk adjusted performance of 0.1154, and Risk Adjusted Performance of 0.1001 to validate if the risk estimate we provide is consistent with the expected return of 0.0724%. 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, Ivy Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ivy Balanced is expected to be smaller as well.

Auto-correlation

    
  0.36  

Below average predictability

Ivy Balanced Fund has below average predictability. Overlapping area represents the amount of predictability between Ivy Balanced time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Ivy Balanced price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Ivy Balanced price fluctuation can be explain by its past prices.
Correlation Coefficient0.36
Spearman Rank Test-0.31
Residual Average0.0
Price Variance0.02

Ivy Balanced lagged returns against current returns

Autocorrelation, which is Ivy Balanced 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 Ivy Balanced's mutual fund expected returns. We can calculate the autocorrelation of Ivy Balanced returns to help us make a trade decision. For example, suppose you find that Ivy Balanced 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  

Ivy Balanced 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 Ivy Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ivy Balanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ivy Balanced mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Ivy Balanced Lagged Returns

When evaluating Ivy Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ivy Balanced mutual fund have on its future price. Ivy Balanced 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, Ivy Balanced autocorrelation shows the relationship between Ivy Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ivy Balanced Fund.
   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 Ivy Mutual Fund

Ivy Balanced financial ratios help investors to determine whether Ivy 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 Ivy with respect to the benefits of owning Ivy Balanced security.
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