Jafdx Fund Market Value
| JAFDX Fund | USD 141.82 0.54 0.38% |
| Symbol | Jafdx |
Please note, there is a significant difference between Jafdx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jafdx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jafdx'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.
Jafdx '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 Jafdx'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 Jafdx.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Jafdx on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Jafdx or generate 0.0% return on investment in Jafdx over 30 days. Jafdx is related to or competes with Siit Global, Dws Global, Ab Global, Ab Global, Templeton Global, Morningstar Global, and Rbc Bluebay. Jafdx is entity of United States. It is traded as Fund on NMFQS exchange. More
Jafdx 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 Jafdx'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 Jafdx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.881 | |||
| Information Ratio | 0.0739 | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.38 |
Jafdx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jafdx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jafdx's standard deviation. In reality, there are many statistical measures that can use Jafdx historical prices to predict the future Jafdx's volatility.| Risk Adjusted Performance | 0.1024 | |||
| Jensen Alpha | 0.0635 | |||
| Total Risk Alpha | 0.0529 | |||
| Sortino Ratio | 0.0714 | |||
| Treynor Ratio | 0.1129 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jafdx'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.
Jafdx Backtested Returns
At this stage we consider Jafdx Mutual Fund to be very steady. Jafdx holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jafdx, which you can use to evaluate the volatility of the entity. Please check out Jafdx's Market Risk Adjusted Performance of 0.1229, downside deviation of 0.881, and Risk Adjusted Performance of 0.1024 to validate if the risk estimate we provide is consistent with the expected return of 0.0976%. The fund retains a Market Volatility (i.e., Beta) of 0.99, which attests to possible diversification benefits within a given portfolio. Jafdx returns are very sensitive to returns on the market. As the market goes up or down, Jafdx is expected to follow.
Auto-correlation | 0.36 |
Below average predictability
Jafdx has below average predictability. Overlapping area represents the amount of predictability between Jafdx 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 Jafdx price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Jafdx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.29 |
Jafdx lagged returns against current returns
Autocorrelation, which is Jafdx 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 Jafdx's mutual fund expected returns. We can calculate the autocorrelation of Jafdx returns to help us make a trade decision. For example, suppose you find that Jafdx 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 |
Jafdx 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 Jafdx mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jafdx mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jafdx mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jafdx Lagged Returns
When evaluating Jafdx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jafdx mutual fund have on its future price. Jafdx 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, Jafdx autocorrelation shows the relationship between Jafdx mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jafdx.
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.| JBL | Jabil Circuit | |
| MRK | Merck Company | |
| AMGN | Amgen Inc |
Other Information on Investing in Jafdx Mutual Fund
Jafdx financial ratios help investors to determine whether Jafdx 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 Jafdx with respect to the benefits of owning Jafdx security.
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope |