Power Momentum Index Fund Market Value
| MOJAX Fund | USD 14.60 0.11 0.75% |
| Symbol | Power |
Power Momentum '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 Power Momentum'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 Power Momentum.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Power Momentum on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Power Momentum Index or generate 0.0% return on investment in Power Momentum over 90 days. Power Momentum is related to or competes with Virtus Convertible, Lazard Funds, Calamos Dynamic, Teton Convertible, and Gabelli Convertible. The adviser seeks to achieve the funds objectives by seeking to track the DF Risk-Managed Momentum Index that provides a... More
Power Momentum 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 Power Momentum'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 Power Momentum Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.1408 | |||
| Maximum Drawdown | 37.94 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.3 |
Power Momentum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Power Momentum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Power Momentum's standard deviation. In reality, there are many statistical measures that can use Power Momentum historical prices to predict the future Power Momentum's volatility.| Risk Adjusted Performance | 0.1245 | |||
| Jensen Alpha | 0.7595 | |||
| Total Risk Alpha | 0.2777 | |||
| Sortino Ratio | 0.4786 | |||
| Treynor Ratio | (1.78) |
Power Momentum January 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1245 | |||
| Market Risk Adjusted Performance | (1.77) | |||
| Mean Deviation | 1.61 | |||
| Semi Deviation | 0.655 | |||
| Downside Deviation | 1.38 | |||
| Coefficient Of Variation | 632.36 | |||
| Standard Deviation | 4.68 | |||
| Variance | 21.92 | |||
| Information Ratio | 0.1408 | |||
| Jensen Alpha | 0.7595 | |||
| Total Risk Alpha | 0.2777 | |||
| Sortino Ratio | 0.4786 | |||
| Treynor Ratio | (1.78) | |||
| Maximum Drawdown | 37.94 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.3 | |||
| Downside Variance | 1.9 | |||
| Semi Variance | 0.429 | |||
| Expected Short fall | (1.96) | |||
| Skewness | 7.21 | |||
| Kurtosis | 56.29 |
Power Momentum Index Backtested Returns
Power Momentum appears to be somewhat reliable, given 3 months investment horizon. Power Momentum Index maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the entity had a 0.16 % return per unit of risk over the last 3 months. By analyzing Power Momentum's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please evaluate Power Momentum's Semi Deviation of 0.655, risk adjusted performance of 0.1245, and Coefficient Of Variation of 632.36 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.41, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Power Momentum are expected to decrease at a much lower rate. During the bear market, Power Momentum is likely to outperform the market.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Power Momentum Index has insignificant reverse predictability. Overlapping area represents the amount of predictability between Power Momentum time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Power Momentum Index price movement. The serial correlation of -0.18 indicates that over 18.0% of current Power Momentum price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 4.14 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Power Mutual Fund
Power Momentum financial ratios help investors to determine whether Power 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 Power with respect to the benefits of owning Power Momentum security.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |