Ms Global Fixed Fund Market Value
| MFIRX Fund | USD 5.24 0.01 0.19% |
| Symbol | MFIRX |
Ms Global '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 Ms Global'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 Ms Global.
| 08/24/2024 |
| 11/22/2024 |
If you would invest 0.00 in Ms Global on August 24, 2024 and sell it all today you would earn a total of 0.00 from holding Ms Global Fixed or generate 0.0% return on investment in Ms Global over 90 days. Ms Global is related to or competes with Institutional Fiduciary. The investment seeks a high level of current income maximum total return is a secondary consideration but only to the ex... More
Ms Global 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 Ms Global'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 Ms Global Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2288 | |||
| Information Ratio | (0.69) | |||
| Maximum Drawdown | 0.7633 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.1923 |
Ms Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ms Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ms Global's standard deviation. In reality, there are many statistical measures that can use Ms Global historical prices to predict the future Ms Global's volatility.| Risk Adjusted Performance | 0.0222 | |||
| Jensen Alpha | 0.0039 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.42) | |||
| Treynor Ratio | (0.13) |
Ms Global Fixed Backtested Returns
At this stage we consider MFIRX Mutual Fund to be very steady. Ms Global Fixed retains Efficiency (Sharpe Ratio) of 0.0871, which conveys that the entity had a 0.0871% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Ms Global, which you can use to evaluate the volatility of the fund. Please verify Ms Global's Mean Deviation of 0.0863, market risk adjusted performance of (0.12), and Variance of 0.0198 to check out if the risk estimate we provide is consistent with the expected return of 0.0123%. The fund owns a Beta (Systematic Risk) of -0.0168, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ms Global are expected to decrease at a much lower rate. During the bear market, Ms Global is likely to outperform the market.
Auto-correlation | -0.39 |
Poor reverse predictability
Ms Global Fixed has poor reverse predictability. Overlapping area represents the amount of predictability between Ms Global time series from 24th of August 2024 to 8th of October 2024 and 8th of October 2024 to 22nd 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 Ms Global Fixed price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Ms Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ms Global Fixed lagged returns against current returns
Autocorrelation, which is Ms Global 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 Ms Global's mutual fund expected returns. We can calculate the autocorrelation of Ms Global returns to help us make a trade decision. For example, suppose you find that Ms Global 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 |
Ms Global 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 Ms Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ms Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ms Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ms Global Lagged Returns
When evaluating Ms Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ms Global mutual fund have on its future price. Ms Global 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, Ms Global autocorrelation shows the relationship between Ms Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ms Global Fixed.
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 MFIRX Mutual Fund
Ms Global financial ratios help investors to determine whether MFIRX 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 MFIRX with respect to the benefits of owning Ms Global security.
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