Msvif Growth Port Fund Market Value
| MEGIX Fund | USD 21.16 0.58 2.82% |
| Symbol | Msvif |
Msvif Growth '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 Msvif Growth'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 Msvif Growth.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Msvif Growth on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Msvif Growth Port or generate 0.0% return on investment in Msvif Growth over 30 days. Msvif Growth is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Msvif Growth is entity of United States. It is traded as Fund on NMFQS exchange. More
Msvif Growth 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 Msvif Growth'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 Msvif Growth Port upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.3187 | |||
| Maximum Drawdown | 8.54 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 3.35 |
Msvif Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msvif Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msvif Growth's standard deviation. In reality, there are many statistical measures that can use Msvif Growth historical prices to predict the future Msvif Growth's volatility.| Risk Adjusted Performance | 0.2913 | |||
| Jensen Alpha | 0.487 | |||
| Total Risk Alpha | 0.3739 | |||
| Sortino Ratio | 0.4926 | |||
| Treynor Ratio | 0.5029 |
Msvif Growth Port Backtested Returns
Msvif Growth appears to be very steady, given 3 months investment horizon. Msvif Growth Port has Sharpe Ratio of 0.37, which conveys that the entity had a 0.37% return per unit of risk over the last 3 months. By analyzing Msvif Growth's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please exercise Msvif Growth's Downside Deviation of 1.05, risk adjusted performance of 0.2913, and Mean Deviation of 1.25 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 1.25, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Msvif Growth will likely underperform.
Auto-correlation | 0.55 |
Modest predictability
Msvif Growth Port has modest predictability. Overlapping area represents the amount of predictability between Msvif Growth time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 Msvif Growth Port price movement. The serial correlation of 0.55 indicates that about 55.0% of current Msvif Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Msvif Growth Port lagged returns against current returns
Autocorrelation, which is Msvif Growth 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 Msvif Growth's mutual fund expected returns. We can calculate the autocorrelation of Msvif Growth returns to help us make a trade decision. For example, suppose you find that Msvif Growth 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 |
Msvif Growth 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 Msvif Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msvif Growth mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msvif Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msvif Growth Lagged Returns
When evaluating Msvif Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msvif Growth mutual fund have on its future price. Msvif Growth 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, Msvif Growth autocorrelation shows the relationship between Msvif Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msvif Growth Port.
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 Msvif Mutual Fund
Msvif Growth financial ratios help investors to determine whether Msvif 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 Msvif with respect to the benefits of owning Msvif Growth security.
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