Independent Franchise Partners Fund Market Value
| IFPUX Fund | USD 21.83 0.14 0.64% |
| Symbol | Independent |
Independent Franchise '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 Independent Franchise'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 Independent Franchise.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Independent Franchise on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Independent Franchise Partners or generate 0.0% return on investment in Independent Franchise over 30 days. Independent Franchise is related to or competes with Columbia Select, Amg Timessquare, Pear Tree, Brandes International, Emerging Markets, and T Rowe. The fund normally invests at least 80 percent of its assets in equity securities of companies deriving a significant por... More
Independent Franchise 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 Independent Franchise'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 Independent Franchise Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6716 | |||
| Information Ratio | 0.1237 | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.57 |
Independent Franchise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Independent Franchise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Independent Franchise's standard deviation. In reality, there are many statistical measures that can use Independent Franchise historical prices to predict the future Independent Franchise's volatility.| Risk Adjusted Performance | 0.1205 | |||
| Jensen Alpha | 0.2137 | |||
| Total Risk Alpha | 0.1294 | |||
| Sortino Ratio | 0.2714 | |||
| Treynor Ratio | 0.6549 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Independent Franchise's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Independent Franchise Backtested Returns
Independent Franchise appears to be very steady, given 3 months investment horizon. Independent Franchise holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Independent Franchise, which you can use to evaluate the volatility of the entity. Please utilize Independent Franchise's Risk Adjusted Performance of 0.1205, downside deviation of 0.6716, and Market Risk Adjusted Performance of 0.6649 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Independent Franchise's returns are expected to increase less than the market. However, during the bear market, the loss of holding Independent Franchise is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Independent Franchise Partners has below average predictability. Overlapping area represents the amount of predictability between Independent Franchise time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Independent Franchise price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Independent Franchise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Independent Franchise lagged returns against current returns
Autocorrelation, which is Independent Franchise 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 Independent Franchise's mutual fund expected returns. We can calculate the autocorrelation of Independent Franchise returns to help us make a trade decision. For example, suppose you find that Independent Franchise 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 |
Independent Franchise 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 Independent Franchise mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Independent Franchise mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Independent Franchise mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Independent Franchise Lagged Returns
When evaluating Independent Franchise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Independent Franchise mutual fund have on its future price. Independent Franchise 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, Independent Franchise autocorrelation shows the relationship between Independent Franchise mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Independent Franchise Partners.
Regressed Prices |
| Timeline |
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Other Information on Investing in Independent Mutual Fund
Independent Franchise financial ratios help investors to determine whether Independent 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 Independent with respect to the benefits of owning Independent Franchise security.
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