James Alpha Structured Fund Market Value
| JSVIX Fund | USD 10.10 0.05 0.49% |
| 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.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in James Alpha on November 27, 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 James Alpha, James Alpha, James Alpha, James Alpha, James Alpha, James Alpha, and James Alpha. 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 | 0.1863 | |||
| Information Ratio | (0.71) | |||
| Maximum Drawdown | 0.301 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1006 |
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 | 0.1106 | |||
| Jensen Alpha | 0.0167 | |||
| Total Risk Alpha | 0.0014 | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | (0.54) |
James Alpha February 25, 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 | 0.1106 | |||
| Market Risk Adjusted Performance | (0.53) | |||
| Mean Deviation | 0.0783 | |||
| Downside Deviation | 0.1863 | |||
| Coefficient Of Variation | 448.47 | |||
| Standard Deviation | 0.1088 | |||
| Variance | 0.0118 | |||
| Information Ratio | (0.71) | |||
| Jensen Alpha | 0.0167 | |||
| Total Risk Alpha | 0.0014 | |||
| Sortino Ratio | (0.41) | |||
| Treynor Ratio | (0.54) | |||
| Maximum Drawdown | 0.301 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1006 | |||
| Downside Variance | 0.0347 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (1.56) | |||
| Kurtosis | 7.04 |
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 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for James Alpha Structured, which you can use to evaluate the volatility of the entity. Please check out James Alpha's Risk Adjusted Performance of 0.1106, coefficient of variation of 448.47, and Market Risk Adjusted Performance of (0.53) to validate if the risk estimate we provide is consistent with the expected return of 0.022%. The fund retains a Market Volatility (i.e., Beta) of -0.0265, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning James Alpha are expected to decrease at a much lower rate. During the bear market, James Alpha is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
James Alpha Structured has excellent predictability. Overlapping area represents the amount of predictability between James Alpha time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 0.93 indicates that approximately 93.0% of current James Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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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