Madison Funds Fund Market Value
| MFSYX Fund | USD 11.62 0.00 0.00% |
| Symbol | Madison |
Madison Funds '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 Funds' 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 Funds.
| 03/22/2023 |
| 03/11/2025 |
If you would invest 0.00 in Madison Funds on March 22, 2023 and sell it all today you would earn a total of 0.00 from holding Madison Funds or generate 0.0% return on investment in Madison Funds over 720 days. Madison Funds is related to or competes with Champlain Small, Foundry Partners, United Kingdom, Nuveen Nwq, Needham Small, Cardinal Small, and Nt International. More
Madison Funds 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 Funds' 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 Funds upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1298 | |||
| Maximum Drawdown | 2.78 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.983 |
Madison Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madison Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madison Funds' standard deviation. In reality, there are many statistical measures that can use Madison Funds historical prices to predict the future Madison Funds' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0221 | |||
| Total Risk Alpha | 0.0686 | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Madison Funds' 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 Funds Backtested Returns
Madison Funds 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 Funds exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Madison Funds' Standard Deviation of 0.6767, risk adjusted performance of (0.01), and Mean Deviation of 0.4435 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Madison Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Madison Funds is expected to be smaller as well.
Auto-correlation | 0.69 |
Good predictability
Madison Funds has good predictability. Overlapping area represents the amount of predictability between Madison Funds time series from 22nd of March 2023 to 16th of March 2024 and 16th of March 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 Funds price movement. The serial correlation of 0.69 indicates that around 69.0% of current Madison Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Madison Funds lagged returns against current returns
Autocorrelation, which is Madison Funds 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 Funds' mutual fund expected returns. We can calculate the autocorrelation of Madison Funds returns to help us make a trade decision. For example, suppose you find that Madison Funds 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 Funds 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 Funds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madison Funds 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 Funds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Madison Funds Lagged Returns
When evaluating Madison Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madison Funds mutual fund have on its future price. Madison Funds 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 Funds autocorrelation shows the relationship between Madison Funds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Madison Funds .
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 Funds 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 Funds security.
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