Madison Moderate Allocation Fund Market Value
| MMDCX Fund | USD 10.96 0.00 0.00% |
| Symbol | Madison |
Madison Moderate '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 Moderate'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 Moderate.
| 01/16/2024 |
| 03/11/2025 |
If you would invest 0.00 in Madison Moderate on January 16, 2024 and sell it all today you would earn a total of 0.00 from holding Madison Moderate Allocation or generate 0.0% return on investment in Madison Moderate over 420 days. Madison Moderate is related to or competes with Rbc Short, Fidelity Flex, Seix Us, Transam Short-term, Metropolitan West, Barings Active, and Alpine Ultra. The fund invests primarily in shares of other registered investment companies More
Madison Moderate 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 Moderate'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 Moderate Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1515 | |||
| Maximum Drawdown | 2.22 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.6446 |
Madison Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Madison Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madison Moderate's standard deviation. In reality, there are many statistical measures that can use Madison Moderate historical prices to predict the future Madison Moderate's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.0251 | |||
| Treynor Ratio | 0.8116 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Madison Moderate'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 Moderate All Backtested Returns
Madison Moderate All has Sharpe Ratio of -0.0419, which conveys that the entity had a -0.0419 % return per unit of risk over the last 3 months. Madison Moderate exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Madison Moderate's Standard Deviation of 0.4669, risk adjusted performance of (0.05), and Mean Deviation of 0.2885 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of -0.0414, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Madison Moderate are expected to decrease at a much lower rate. During the bear market, Madison Moderate is likely to outperform the market.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Madison Moderate Allocation has insignificant reverse predictability. Overlapping area represents the amount of predictability between Madison Moderate time series from 16th of January 2024 to 13th of August 2024 and 13th of August 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 Moderate All price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Madison Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Madison Moderate All lagged returns against current returns
Autocorrelation, which is Madison Moderate 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 Moderate's mutual fund expected returns. We can calculate the autocorrelation of Madison Moderate returns to help us make a trade decision. For example, suppose you find that Madison Moderate 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 Moderate 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 Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Madison Moderate 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 Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Madison Moderate Lagged Returns
When evaluating Madison Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Madison Moderate mutual fund have on its future price. Madison Moderate 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 Moderate autocorrelation shows the relationship between Madison Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Madison Moderate 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 Moderate 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 Moderate security.
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