Ing Intermediate Bond Fund Market Value
| IPIIX Fund | USD 10.91 0.03 0.28% |
| Symbol | Ing |
Ing Intermediate '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 Ing Intermediate'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 Ing Intermediate.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Ing Intermediate on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Ing Intermediate Bond or generate 0.0% return on investment in Ing Intermediate over 30 days. Ing Intermediate is related to or competes with Gold, Europac Gold, Fidelity Advisor, Oppenheimer Gold, Great-west Goldman, International Investors, and Global Gold. Under normal market conditions, the Portfolio invests at least 80 percent of its net assets in a portfolio of bonds, including but not limited to corporate, government and mortgage bonds, which, at the time of purchase, are rated investment-grade or have an equivalent rating by a nationally recognized statistical rating organization , or are of comparable quality if unrated. More
Ing Intermediate 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 Ing Intermediate'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 Ing Intermediate Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 1.47 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.4533 |
Ing Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ing Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ing Intermediate's standard deviation. In reality, there are many statistical measures that can use Ing Intermediate historical prices to predict the future Ing Intermediate's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 0.2735 |
Ing Intermediate Bond Backtested Returns
Ing Intermediate Bond holds Efficiency (Sharpe) Ratio of -0.0598, which attests that the entity had a -0.0598% return per unit of risk over the last 3 months. Ing Intermediate Bond exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ing Intermediate's Market Risk Adjusted Performance of 0.2835, standard deviation of 0.2932, and Risk Adjusted Performance of (0.04) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.0755, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ing Intermediate are expected to decrease at a much lower rate. During the bear market, Ing Intermediate is likely to outperform the market.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Ing Intermediate Bond has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ing Intermediate time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Ing Intermediate Bond price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Ing Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ing Intermediate Bond lagged returns against current returns
Autocorrelation, which is Ing Intermediate 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 Ing Intermediate's mutual fund expected returns. We can calculate the autocorrelation of Ing Intermediate returns to help us make a trade decision. For example, suppose you find that Ing Intermediate 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 |
Ing Intermediate 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 Ing Intermediate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ing Intermediate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ing Intermediate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ing Intermediate Lagged Returns
When evaluating Ing Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ing Intermediate mutual fund have on its future price. Ing Intermediate 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, Ing Intermediate autocorrelation shows the relationship between Ing Intermediate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ing Intermediate Bond.
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 Ing Mutual Fund
Ing Intermediate financial ratios help investors to determine whether Ing 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 Ing with respect to the benefits of owning Ing Intermediate security.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |