James Alpha Structured Fund Market Value
| JSVIX Fund | USD 10.07 0.01 0.1% |
| Symbol | James |
James Alpha '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 James Alpha'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 James Alpha.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in James Alpha on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding James Alpha Structured or generate 0.0% return on investment in James Alpha over 90 days. James Alpha is related to or competes with Columbia Real, Franklin Real, Vy(r) Clarion, Simt Real, Dunham Real, Davis Real, and Great-west Real. The fund seeks to achieve its investment objectives, under normal conditions, by investing in structured credit securiti... More
James Alpha 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 James Alpha'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 James Alpha Structured upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1869 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 0.6959 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1004 |
James Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for James Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as James Alpha's standard deviation. In reality, there are many statistical measures that can use James Alpha historical prices to predict the future James Alpha's volatility.| Risk Adjusted Performance | 0.0466 | |||
| Jensen Alpha | 0.0048 | |||
| Total Risk Alpha | 2.0E-4 | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.4881 |
James Alpha February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0466 | |||
| Market Risk Adjusted Performance | 0.4981 | |||
| Mean Deviation | 0.0701 | |||
| Downside Deviation | 0.1869 | |||
| Coefficient Of Variation | 672.96 | |||
| Standard Deviation | 0.1021 | |||
| Variance | 0.0104 | |||
| Information Ratio | (0.29) | |||
| Jensen Alpha | 0.0048 | |||
| Total Risk Alpha | 2.0E-4 | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.4881 | |||
| Maximum Drawdown | 0.6959 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1004 | |||
| Downside Variance | 0.0349 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (1.96) | |||
| Kurtosis | 8.52 |
James Alpha Structured Backtested Returns
At this stage we consider James Mutual Fund to be very steady. James Alpha Structured holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for James Alpha Structured, which you can use to evaluate the volatility of the entity. Please check out James Alpha's Market Risk Adjusted Performance of 0.4981, coefficient of variation of 672.96, and Risk Adjusted Performance of 0.0466 to validate if the risk estimate we provide is consistent with the expected return of 0.0164%. The fund retains a Market Volatility (i.e., Beta) of 0.0106, which attests to not very significant fluctuations relative to the market. As returns on the market increase, James Alpha's returns are expected to increase less than the market. However, during the bear market, the loss of holding James Alpha is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
James Alpha Structured has good predictability. Overlapping area represents the amount of predictability between James Alpha time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 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 James Alpha Structured price movement. The serial correlation of 0.7 indicates that around 70.0% of current James Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 James Mutual Fund
James Alpha financial ratios help investors to determine whether James 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 James with respect to the benefits of owning James Alpha security.
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