Us Real Estate Fund Market Value
| MSULX Fund | USD 9.66 0.00 0.00% |
| Symbol | MSULX |
Us Real '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 Us Real'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 Us Real.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Us Real on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Us Real Estate or generate 0.0% return on investment in Us Real over 30 days. Us Real is related to or competes with Realty Income, Dynex Capital, First Industrial, Healthcare Realty, Kennedy Wilson, Belpointe PREP, and Park Hotels. The Adviser seeks a combination of above-average current income and long-term capital appreciation by investing primaril... More
Us Real 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 Us Real'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 Us Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6772 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.15 |
Us Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Real's standard deviation. In reality, there are many statistical measures that can use Us Real historical prices to predict the future Us Real's volatility.| Risk Adjusted Performance | 0.1054 | |||
| Jensen Alpha | 0.0725 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 1.51 |
Us Real Estate Backtested Returns
At this stage we consider MSULX Mutual Fund to be very steady. Us Real Estate retains Efficiency (Sharpe Ratio) of 0.1, which indicates the fund had a 0.1% return per unit of price deviation over the last 3 months. We have found twenty-five technical indicators for Us Real, which you can use to evaluate the volatility of the fund. Please validate Us Real's Risk Adjusted Performance of 0.1054, downside deviation of 0.6772, and Mean Deviation of 0.4555 to confirm if the risk estimate we provide is consistent with the expected return of 0.0616%. The entity owns a Beta (Systematic Risk) of 0.0526, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Us Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Us Real is expected to be smaller as well.
Auto-correlation | 1.00 |
Perfect predictability
Us Real Estate has perfect predictability. Overlapping area represents the amount of predictability between Us Real time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Us Real Estate price movement. The serial correlation of 1.0 indicates that 100.0% of current Us Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Us Real Estate lagged returns against current returns
Autocorrelation, which is Us Real 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 Us Real's mutual fund expected returns. We can calculate the autocorrelation of Us Real returns to help us make a trade decision. For example, suppose you find that Us Real 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 |
Us Real 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 Us Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Real mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Real Lagged Returns
When evaluating Us Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Real mutual fund have on its future price. Us Real 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, Us Real autocorrelation shows the relationship between Us Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Real Estate.
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 MSULX Mutual Fund
Us Real financial ratios help investors to determine whether MSULX 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 MSULX with respect to the benefits of owning Us Real security.
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