Muhlenkamp Fund Institutional Fund Market Value
| MUHLX Fund | USD 74.73 0.25 0.34% |
| Symbol | Muhlenkamp |
Muhlenkamp Fund '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 Muhlenkamp Fund'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 Muhlenkamp Fund.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Muhlenkamp Fund on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Muhlenkamp Fund Institutional or generate 0.0% return on investment in Muhlenkamp Fund over 540 days. Muhlenkamp Fund is related to or competes with Third Avenue, Meridian Growth, Heartland Value, Mairs Power, and The Gabelli. The fund principally invests in a diversified list of common stocks of companies of any capitalization, determined by th... More
Muhlenkamp Fund 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 Muhlenkamp Fund'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 Muhlenkamp Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7735 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.31 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.22 |
Muhlenkamp Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Muhlenkamp Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Muhlenkamp Fund's standard deviation. In reality, there are many statistical measures that can use Muhlenkamp Fund historical prices to predict the future Muhlenkamp Fund's volatility.| Risk Adjusted Performance | 0.0919 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0967 |
Muhlenkamp Fund Inst Backtested Returns
At this stage we consider Muhlenkamp Mutual Fund to be very steady. Muhlenkamp Fund Inst has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Muhlenkamp Fund, which you can use to evaluate the volatility of the fund. Please verify Muhlenkamp Fund's Mean Deviation of 0.5469, downside deviation of 0.7735, and Risk Adjusted Performance of 0.0919 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. The fund secures a Beta (Market Risk) of 0.87, which conveys possible diversification benefits within a given portfolio. Muhlenkamp Fund returns are very sensitive to returns on the market. As the market goes up or down, Muhlenkamp Fund is expected to follow.
Auto-correlation | 0.40 |
Average predictability
Muhlenkamp Fund Institutional has average predictability. Overlapping area represents the amount of predictability between Muhlenkamp Fund time series from 9th of June 2023 to 5th of March 2024 and 5th of March 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 Muhlenkamp Fund Inst price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Muhlenkamp Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 7.89 |
Muhlenkamp Fund Inst lagged returns against current returns
Autocorrelation, which is Muhlenkamp Fund 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 Muhlenkamp Fund's mutual fund expected returns. We can calculate the autocorrelation of Muhlenkamp Fund returns to help us make a trade decision. For example, suppose you find that Muhlenkamp Fund 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 |
Muhlenkamp Fund 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 Muhlenkamp Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Muhlenkamp Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Muhlenkamp Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Muhlenkamp Fund Lagged Returns
When evaluating Muhlenkamp Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Muhlenkamp Fund mutual fund have on its future price. Muhlenkamp Fund 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, Muhlenkamp Fund autocorrelation shows the relationship between Muhlenkamp Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Muhlenkamp Fund Institutional.
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 Muhlenkamp Mutual Fund
Muhlenkamp Fund financial ratios help investors to determine whether Muhlenkamp 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 Muhlenkamp with respect to the benefits of owning Muhlenkamp Fund security.
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