Mmodx Fund Market Value
| MMODX Fund | 9.33 0.01 0.11% |
| Symbol | Mmodx |
Mmodx '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 Mmodx'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 Mmodx.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Mmodx on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Mmodx or generate 0.0% return on investment in Mmodx over 30 days. Mmodx is related to or competes with Massmutual Select, Massmutual Select, Massmutual Select, Massmutual Premier, Massmutual Premier, Massmutual Premier, and Massmutual Select. More
Mmodx 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 Mmodx'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 Mmodx upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.59) | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.2146 |
Mmodx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mmodx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mmodx's standard deviation. In reality, there are many statistical measures that can use Mmodx historical prices to predict the future Mmodx's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (1.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mmodx'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.
Mmodx Backtested Returns
Mmodx has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11 % return per unit of risk over the last 3 months. Mmodx exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mmodx's Standard Deviation of 0.2027, risk adjusted performance of (0.11), and Mean Deviation of 0.1507 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.0293, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mmodx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mmodx is expected to be smaller as well.
Auto-correlation | -0.68 |
Very good reverse predictability
Mmodx has very good reverse predictability. Overlapping area represents the amount of predictability between Mmodx time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mmodx price movement. The serial correlation of -0.68 indicates that around 68.0% of current Mmodx price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mmodx lagged returns against current returns
Autocorrelation, which is Mmodx 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 Mmodx's mutual fund expected returns. We can calculate the autocorrelation of Mmodx returns to help us make a trade decision. For example, suppose you find that Mmodx 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 |
Mmodx 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 Mmodx mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mmodx mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mmodx mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mmodx Lagged Returns
When evaluating Mmodx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mmodx mutual fund have on its future price. Mmodx 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, Mmodx autocorrelation shows the relationship between Mmodx mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mmodx.
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 Mmodx Mutual Fund
Mmodx financial ratios help investors to determine whether Mmodx 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 Mmodx with respect to the benefits of owning Mmodx security.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |