Mundoval Fund Mundoval Fund Market Value
| MUNDX Fund | USD 28.51 0.02 0.07% |
| Symbol | Mundoval |
Mundoval 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 Mundoval 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 Mundoval Fund.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Mundoval Fund on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Mundoval Fund Mundoval or generate 0.0% return on investment in Mundoval Fund over 30 days. Mundoval Fund is related to or competes with Advisory Research, Cullen Value, Utilities Fund, Tanaka Growth, Litman Gregory, Applied Finance, and American Beacon. Under normal market conditions the fund invests primarily in common stocks of domestic and foreign large capitalization ... More
Mundoval 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 Mundoval 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 Mundoval Fund Mundoval upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.03 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.23 |
Mundoval Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mundoval Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mundoval Fund's standard deviation. In reality, there are many statistical measures that can use Mundoval Fund historical prices to predict the future Mundoval Fund's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mundoval Fund'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.
Mundoval Fund Mundoval Backtested Returns
At this stage we consider Mundoval Mutual Fund to be very steady. Mundoval Fund Mundoval has Sharpe Ratio of close to zero, which conveys that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Mundoval Fund, which you can use to evaluate the volatility of the fund. Please verify Mundoval Fund's insignificant Risk Adjusted Performance, standard deviation of 1.18, and Mean Deviation of 0.7144 to check out if the risk estimate we provide is consistent with the expected return of 0.0034%. The fund secures a Beta (Market Risk) of 0.81, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mundoval Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mundoval Fund is expected to be smaller as well.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Mundoval Fund Mundoval has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mundoval Fund time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Mundoval Fund Mundoval price movement. The serial correlation of -0.2 indicates that over 20.0% of current Mundoval Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
Mundoval Fund Mundoval lagged returns against current returns
Autocorrelation, which is Mundoval 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 Mundoval Fund's mutual fund expected returns. We can calculate the autocorrelation of Mundoval Fund returns to help us make a trade decision. For example, suppose you find that Mundoval 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 |
Mundoval 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 Mundoval Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mundoval 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 Mundoval Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mundoval Fund Lagged Returns
When evaluating Mundoval Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mundoval Fund mutual fund have on its future price. Mundoval 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, Mundoval Fund autocorrelation shows the relationship between Mundoval Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mundoval Fund Mundoval.
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 Mundoval Mutual Fund
Mundoval Fund financial ratios help investors to determine whether Mundoval 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 Mundoval with respect to the benefits of owning Mundoval Fund security.
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