Disciplined Value Series Fund Market Value
| MNDFX Fund | USD 8.49 0.10 1.16% |
| Symbol | Disciplined |
Disciplined Value '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 Disciplined Value'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 Disciplined Value.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Disciplined Value on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Disciplined Value Series or generate 0.0% return on investment in Disciplined Value over 30 days. Disciplined Value is related to or competes with Parametric Emerging, Equity Series, Pioneer Equity, Artisan Global, and Equity Income. The fund invests at least 80 percent of its assets in dividend-paying common stocks More
Disciplined Value 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 Disciplined Value'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 Disciplined Value Series upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.52 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.2 |
Disciplined Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Disciplined Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disciplined Value's standard deviation. In reality, there are many statistical measures that can use Disciplined Value historical prices to predict the future Disciplined Value's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.17) |
Disciplined Value Series Backtested Returns
Disciplined Value Series secures Sharpe Ratio (or Efficiency) of -0.0402, which denotes the fund had a -0.0402 % return per unit of risk over the last 3 months. Disciplined Value Series exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Disciplined Value's Mean Deviation of 0.7349, variance of 1.66, and Standard Deviation of 1.29 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.44, which means possible diversification benefits within a given portfolio. As returns on the market increase, Disciplined Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Disciplined Value is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Disciplined Value Series has poor reverse predictability. Overlapping area represents the amount of predictability between Disciplined Value time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Disciplined Value Series price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Disciplined Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Disciplined Value Series lagged returns against current returns
Autocorrelation, which is Disciplined Value 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 Disciplined Value's mutual fund expected returns. We can calculate the autocorrelation of Disciplined Value returns to help us make a trade decision. For example, suppose you find that Disciplined Value 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 |
Disciplined Value 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 Disciplined Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Disciplined Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Disciplined Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Disciplined Value Lagged Returns
When evaluating Disciplined Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Disciplined Value mutual fund have on its future price. Disciplined Value 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, Disciplined Value autocorrelation shows the relationship between Disciplined Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Disciplined Value Series.
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 Disciplined Mutual Fund
Disciplined Value financial ratios help investors to determine whether Disciplined 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 Disciplined with respect to the benefits of owning Disciplined Value security.
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