Dynamic Opportunity Fund Market Value
| ICSNX Fund | USD 14.65 0.01 0.07% |
| Symbol | Dynamic |
Dynamic Us '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 Dynamic Us' 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 Dynamic Us.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Dynamic Us on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Dynamic Opportunity Fund or generate 0.0% return on investment in Dynamic Us over 30 days. Dynamic Us is related to or competes with Ab Small, Small Company, Champlain Small, Vulcan Value, United Kingdom, Ashmore Emerging, and Old Westbury. Under normal market conditions, the fund invests primarily in equity ETFs that offer exposure to domestic equity markets More
Dynamic Us 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 Dynamic Us' 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 Dynamic Opportunity Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 17.42 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.756 |
Dynamic Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dynamic Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dynamic Us' standard deviation. In reality, there are many statistical measures that can use Dynamic Us historical prices to predict the future Dynamic Us' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.52) |
Dynamic Opportunity Backtested Returns
Dynamic Opportunity secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the fund had a -0.12 % return per unit of risk over the last 3 months. Dynamic Opportunity Fund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dynamic Us' Variance of 4.49, standard deviation of 2.12, and Mean Deviation of 0.6563 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dynamic Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dynamic Us is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Dynamic Opportunity Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dynamic Us time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 Dynamic Opportunity price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Dynamic Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dynamic Opportunity lagged returns against current returns
Autocorrelation, which is Dynamic Us 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 Dynamic Us' mutual fund expected returns. We can calculate the autocorrelation of Dynamic Us returns to help us make a trade decision. For example, suppose you find that Dynamic Us 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 |
Dynamic Us 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 Dynamic Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dynamic Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dynamic Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dynamic Us Lagged Returns
When evaluating Dynamic Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dynamic Us mutual fund have on its future price. Dynamic Us 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, Dynamic Us autocorrelation shows the relationship between Dynamic Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dynamic Opportunity 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 Dynamic Mutual Fund
Dynamic Us financial ratios help investors to determine whether Dynamic 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 Dynamic with respect to the benefits of owning Dynamic Us security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
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