Deutsche Croci Equity Fund Market Value
| KDHSX Fund | USD 60.83 0.50 0.82% |
| Symbol | Deutsche |
Deutsche Croci '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 Deutsche Croci'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 Deutsche Croci.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Deutsche Croci on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Deutsche Croci Equity or generate 0.0% return on investment in Deutsche Croci over 720 days. Deutsche Croci is related to or competes with Deutsche Gnma, Deutsche Short-term, Deutsche Short, Deutsche Science, Deutsche Science, Deutsche Science, and Deutsche Science. Under normal circumstances, the fund invests at least 80 percent of net assets, plus the amount of any borrowings for in... More
Deutsche Croci 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 Deutsche Croci'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 Deutsche Croci Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5643 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.34 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.05 |
Deutsche Croci Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Croci's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Croci's standard deviation. In reality, there are many statistical measures that can use Deutsche Croci historical prices to predict the future Deutsche Croci's volatility.| Risk Adjusted Performance | 0.1065 | |||
| Jensen Alpha | 0.0741 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 1.66 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Croci'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.
Deutsche Croci Equity Backtested Returns
At this stage we consider Deutsche Mutual Fund to be very steady. Deutsche Croci Equity secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the fund had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Deutsche Croci Equity, which you can use to evaluate the volatility of the entity. Please confirm Deutsche Croci's Coefficient Of Variation of 706.3, mean deviation of 0.4798, and Downside Deviation of 0.5643 to check if the risk estimate we provide is consistent with the expected return of 0.0719%. The fund shows a Beta (market volatility) of 0.0482, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Croci's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Croci is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
Deutsche Croci Equity has weak reverse predictability. Overlapping area represents the amount of predictability between Deutsche Croci time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Deutsche Croci Equity price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Deutsche Croci price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 9.07 |
Deutsche Croci Equity lagged returns against current returns
Autocorrelation, which is Deutsche Croci 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 Deutsche Croci's mutual fund expected returns. We can calculate the autocorrelation of Deutsche Croci returns to help us make a trade decision. For example, suppose you find that Deutsche Croci 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 |
Deutsche Croci 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 Deutsche Croci mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Croci mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Croci mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Croci Lagged Returns
When evaluating Deutsche Croci's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Croci mutual fund have on its future price. Deutsche Croci 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, Deutsche Croci autocorrelation shows the relationship between Deutsche Croci mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Croci Equity.
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 Deutsche Mutual Fund
Deutsche Croci financial ratios help investors to determine whether Deutsche 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 Deutsche with respect to the benefits of owning Deutsche Croci security.
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |