Madison Servative Allocation Fund Market Value
| MCOCX Fund | USD 10.00 0.00 0.00% |
| Symbol | Madison |
Madison Conservative '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 Madison Conservative'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 Madison Conservative.
| 12/17/2023 |
| 03/11/2025 |
If you would invest 0.00 in Madison Conservative on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Madison Servative Allocation or generate 0.0% return on investment in Madison Conservative over 450 days. Madison Conservative is related to or competes with Us Government, Nationwide Government, California Municipal, and Bbh Intermediate. The fund invests primarily in shares of other registered investment companies More
Madison Conservative 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 Madison Conservative'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 Madison Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2613 | |||
| Maximum Drawdown | 1.53 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.5071 |
Madison Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madison Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madison Conservative's standard deviation. In reality, there are many statistical measures that can use Madison Conservative historical prices to predict the future Madison Conservative's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0039 | |||
| Total Risk Alpha | 0.0313 | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Madison Conservative'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.
Madison Conservative Backtested Returns
Madison Conservative has Sharpe Ratio of close to zero, which conveys that the entity had a close to zero % return per unit of risk over the last 3 months. Madison Conservative exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Madison Conservative's Mean Deviation of 0.2104, standard deviation of 0.3504, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Madison Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Madison Conservative is expected to be smaller as well.
Auto-correlation | 0.01 |
Virtually no predictability
Madison Servative Allocation has virtually no predictability. Overlapping area represents the amount of predictability between Madison Conservative time series from 17th of December 2023 to 29th of July 2024 and 29th of July 2024 to 11th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Madison Conservative price movement. The serial correlation of 0.01 indicates that just 1.0% of current Madison Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Madison Conservative lagged returns against current returns
Autocorrelation, which is Madison Conservative 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 Madison Conservative's mutual fund expected returns. We can calculate the autocorrelation of Madison Conservative returns to help us make a trade decision. For example, suppose you find that Madison Conservative 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 |
Madison Conservative 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 Madison Conservative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madison Conservative mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Madison Conservative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Madison Conservative Lagged Returns
When evaluating Madison Conservative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madison Conservative mutual fund have on its future price. Madison Conservative 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, Madison Conservative autocorrelation shows the relationship between Madison Conservative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Madison Servative Allocation.
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 Madison Mutual Fund
Madison Conservative financial ratios help investors to determine whether Madison 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 Madison with respect to the benefits of owning Madison Conservative security.
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