Olstein Strategic Opportunities Fund Market Value
| OFSFX Fund | USD 23.08 0.26 1.14% |
| Symbol | Olstein |
Olstein Strategic '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 Olstein Strategic'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 Olstein Strategic.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Olstein Strategic on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Olstein Strategic Opportunities or generate 0.0% return on investment in Olstein Strategic over 90 days. Olstein Strategic is related to or competes with T Rowe, Multi-manager Global, Global Real, Dunham Real, T Rowe, Nuveen Real, and Virtus Real. The fund seeks to achieve its objectives by investing primarily in common stocks of small- and mid-sized companies that ... More
Olstein Strategic 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 Olstein Strategic'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 Olstein Strategic Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1271 | |||
| Maximum Drawdown | 6.41 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 2.57 |
Olstein Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Olstein Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Olstein Strategic's standard deviation. In reality, there are many statistical measures that can use Olstein Strategic historical prices to predict the future Olstein Strategic's volatility.| Risk Adjusted Performance | 0.1318 | |||
| Jensen Alpha | 0.2185 | |||
| Total Risk Alpha | 0.1225 | |||
| Sortino Ratio | 0.1532 | |||
| Treynor Ratio | (1.59) |
Olstein Strategic January 30, 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 | 0.1318 | |||
| Market Risk Adjusted Performance | (1.58) | |||
| Mean Deviation | 0.9266 | |||
| Semi Deviation | 0.7931 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 569.15 | |||
| Standard Deviation | 1.26 | |||
| Variance | 1.59 | |||
| Information Ratio | 0.1271 | |||
| Jensen Alpha | 0.2185 | |||
| Total Risk Alpha | 0.1225 | |||
| Sortino Ratio | 0.1532 | |||
| Treynor Ratio | (1.59) | |||
| Maximum Drawdown | 6.41 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 2.57 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | 0.6291 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 0.7254 | |||
| Kurtosis | 1.34 |
Olstein Strategic Backtested Returns
Olstein Strategic appears to be very steady, given 3 months investment horizon. Olstein Strategic maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Olstein Strategic, which you can use to evaluate the volatility of the fund. Please evaluate Olstein Strategic's Semi Deviation of 0.7931, coefficient of variation of 569.15, and Risk Adjusted Performance of 0.1318 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Olstein Strategic are expected to decrease at a much lower rate. During the bear market, Olstein Strategic is likely to outperform the market.
Auto-correlation | 0.65 |
Good predictability
Olstein Strategic Opportunities has good predictability. Overlapping area represents the amount of predictability between Olstein Strategic time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Olstein Strategic price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Olstein Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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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 Olstein Mutual Fund
Olstein Strategic financial ratios help investors to determine whether Olstein 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 Olstein with respect to the benefits of owning Olstein Strategic security.
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