Victory Sp 500 Fund Market Value
| MUXRX Fund | USD 25.79 0.13 0.50% |
| Symbol | Victory |
Victory Sp '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 Victory Sp'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 Victory Sp.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Victory Sp on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Victory Sp 500 or generate 0.0% return on investment in Victory Sp over 30 days. Victory Sp is related to or competes with Blackrock Moderate, Wealthbuilder Moderate, Voya Retirement, Great-west Moderately, and Voya Target. The adviser pursues the funds objective by investing, under normal circumstances, at least 80 percent of its assets in e... More
Victory Sp 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 Victory Sp'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 Victory Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 14.33 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.13 |
Victory Sp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Sp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Sp's standard deviation. In reality, there are many statistical measures that can use Victory Sp historical prices to predict the future Victory Sp's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.42) |
Victory Sp 500 Backtested Returns
Victory Sp 500 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the fund had a -0.12 % return per unit of risk over the last 3 months. Victory Sp 500 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victory Sp's Coefficient Of Variation of (827.29), variance of 3.79, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Victory Sp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Victory Sp is expected to be smaller as well.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Victory Sp 500 has insignificant reverse predictability. Overlapping area represents the amount of predictability between Victory Sp time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th 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 Victory Sp 500 price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Victory Sp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Victory Sp 500 lagged returns against current returns
Autocorrelation, which is Victory Sp 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 Victory Sp's mutual fund expected returns. We can calculate the autocorrelation of Victory Sp returns to help us make a trade decision. For example, suppose you find that Victory Sp 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 |
Victory Sp 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 Victory Sp mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Sp mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Sp mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Victory Sp Lagged Returns
When evaluating Victory Sp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Sp mutual fund have on its future price. Victory Sp 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, Victory Sp autocorrelation shows the relationship between Victory Sp mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Victory Sp 500.
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 Victory Mutual Fund
Victory Sp financial ratios help investors to determine whether Victory 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 Victory with respect to the benefits of owning Victory Sp security.
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