Imgp Oldfield International Fund Market Value
| POIVX Fund | USD 5.92 0.00 0.00% |
| Symbol | Imgp |
Imgp Oldfield '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 Imgp Oldfield'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 Imgp Oldfield.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Imgp Oldfield on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Imgp Oldfield International or generate 0.0% return on investment in Imgp Oldfield over 30 days. Imgp Oldfield is related to or competes with William Blair, Nationwide Global, Growth Strategy, Qs Global, Mirova Global, and Fm Investments. Under normal market conditions, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in securities of value companies domiciled outside the United States, or having the majority of their assets located in or deriving a majority of their operating income from countries outside the United States, mostly mid- to large-sized companies. More
Imgp Oldfield 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 Imgp Oldfield'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 Imgp Oldfield International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.83) | |||
| Maximum Drawdown | 1.66 | |||
| Value At Risk | (0.17) |
Imgp Oldfield Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Imgp Oldfield's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Imgp Oldfield's standard deviation. In reality, there are many statistical measures that can use Imgp Oldfield historical prices to predict the future Imgp Oldfield's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.58) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Imgp Oldfield'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.
Imgp Oldfield Intern Backtested Returns
Imgp Oldfield Intern holds Efficiency (Sharpe) Ratio of -0.0967, which attests that the entity had a -0.0967% return per unit of risk over the last 3 months. Imgp Oldfield Intern exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Imgp Oldfield's Risk Adjusted Performance of (0.12), market risk adjusted performance of (0.57), and Standard Deviation of 0.1932 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0565, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Imgp Oldfield's returns are expected to increase less than the market. However, during the bear market, the loss of holding Imgp Oldfield is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Imgp Oldfield International has no correlation between past and present. Overlapping area represents the amount of predictability between Imgp Oldfield time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 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 Imgp Oldfield Intern price movement. The serial correlation of 0.0 indicates that just 0.0% of current Imgp Oldfield price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Imgp Oldfield Intern lagged returns against current returns
Autocorrelation, which is Imgp Oldfield 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 Imgp Oldfield's mutual fund expected returns. We can calculate the autocorrelation of Imgp Oldfield returns to help us make a trade decision. For example, suppose you find that Imgp Oldfield 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 |
Imgp Oldfield 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 Imgp Oldfield mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Imgp Oldfield mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Imgp Oldfield mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Imgp Oldfield Lagged Returns
When evaluating Imgp Oldfield's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Imgp Oldfield mutual fund have on its future price. Imgp Oldfield 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, Imgp Oldfield autocorrelation shows the relationship between Imgp Oldfield mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Imgp Oldfield International.
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 Imgp Mutual Fund
Imgp Oldfield financial ratios help investors to determine whether Imgp 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 Imgp with respect to the benefits of owning Imgp Oldfield security.
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