Rbb Fund Trust Fund Market Value
| PEIEX Fund | 12.42 0.09 0.72% |
| Symbol | Rbb |
Rbb 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 Rbb 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 Rbb Fund.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Rbb Fund on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Rbb Fund Trust or generate 0.0% return on investment in Rbb Fund over 30 days. Rbb Fund is related to or competes with Growth Fund, Vanguard Wellington, Vanguard Equity, Franklin Emerging, Longleaf Partners, Fidelity 500, and Six Circles. The Adviser seeks to achieve the funds investment objective primarily by investing in exchange-traded futures, including... More
Rbb 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 Rbb 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 Rbb Fund Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7438 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.33 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.66 |
Rbb Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbb Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbb Fund's standard deviation. In reality, there are many statistical measures that can use Rbb Fund historical prices to predict the future Rbb Fund's volatility.| Risk Adjusted Performance | 0.0961 | |||
| Jensen Alpha | 0.0187 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1491 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rbb 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.
Rbb Fund Trust Backtested Returns
At this stage we consider Rbb Mutual Fund to be very steady. Rbb Fund Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rbb Fund Trust, which you can use to evaluate the volatility of the fund. Please check Rbb Fund's Semi Deviation of 0.5614, risk adjusted performance of 0.0961, and Coefficient Of Variation of 800.49 to confirm if the risk estimate we provide is consistent with the expected return of 0.0982%. The fund holds a Beta of 0.61, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rbb Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rbb Fund is expected to be smaller as well.
Auto-correlation | 0.23 |
Weak predictability
Rbb Fund Trust has weak predictability. Overlapping area represents the amount of predictability between Rbb Fund time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Rbb Fund Trust price movement. The serial correlation of 0.23 indicates that over 23.0% of current Rbb Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Rbb Fund Trust lagged returns against current returns
Autocorrelation, which is Rbb 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 Rbb Fund's mutual fund expected returns. We can calculate the autocorrelation of Rbb Fund returns to help us make a trade decision. For example, suppose you find that Rbb 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 |
Rbb 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 Rbb Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbb 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 Rbb Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rbb Fund Lagged Returns
When evaluating Rbb Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbb Fund mutual fund have on its future price. Rbb 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, Rbb Fund autocorrelation shows the relationship between Rbb Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rbb Fund Trust.
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 Rbb Mutual Fund
Rbb Fund financial ratios help investors to determine whether Rbb 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 Rbb with respect to the benefits of owning Rbb Fund security.
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