Stocksplus Fund Institutional Fund Market Value
| PSTKX Fund | USD 13.95 0.05 0.36% |
| Symbol | Stocksplus |
Stocksplus 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 Stocksplus 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 Stocksplus Fund.
| 08/26/2024 |
| 11/24/2024 |
If you would invest 0.00 in Stocksplus Fund on August 26, 2024 and sell it all today you would earn a total of 0.00 from holding Stocksplus Fund Institutional or generate 0.0% return on investment in Stocksplus Fund over 90 days. Stocksplus Fund is related to or competes with Realestaterealreturn, Long-term, T Rowe, Blackrock Advantage, and Emerging Markets. The fund seeks to exceed the total return of the SP 500 Index by investing under normal circumstances in SP 500 Index de... More
Stocksplus 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 Stocksplus 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 Stocksplus Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9119 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.19 |
Stocksplus Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stocksplus Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stocksplus Fund's standard deviation. In reality, there are many statistical measures that can use Stocksplus Fund historical prices to predict the future Stocksplus Fund's volatility.| Risk Adjusted Performance | 0.1098 | |||
| Jensen Alpha | (0.0007) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.12 |
Stocksplus Fund Inst Backtested Returns
At this stage we consider Stocksplus Mutual Fund to be very steady. Stocksplus Fund Inst owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Stocksplus Fund Institutional, which you can use to evaluate the volatility of the fund. Please validate Stocksplus Fund's Semi Deviation of 0.6435, coefficient of variation of 700.1, and Risk Adjusted Performance of 0.1098 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. Stocksplus Fund returns are very sensitive to returns on the market. As the market goes up or down, Stocksplus Fund is expected to follow.
Auto-correlation | 0.54 |
Modest predictability
Stocksplus Fund Institutional has modest predictability. Overlapping area represents the amount of predictability between Stocksplus Fund time series from 26th of August 2024 to 10th of October 2024 and 10th of October 2024 to 24th 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 Stocksplus Fund Inst price movement. The serial correlation of 0.54 indicates that about 54.0% of current Stocksplus Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Stocksplus Fund Inst lagged returns against current returns
Autocorrelation, which is Stocksplus 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 Stocksplus Fund's mutual fund expected returns. We can calculate the autocorrelation of Stocksplus Fund returns to help us make a trade decision. For example, suppose you find that Stocksplus 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 |
Stocksplus 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 Stocksplus Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stocksplus 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 Stocksplus Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Stocksplus Fund Lagged Returns
When evaluating Stocksplus Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stocksplus Fund mutual fund have on its future price. Stocksplus 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, Stocksplus Fund autocorrelation shows the relationship between Stocksplus Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Stocksplus Fund Institutional.
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 Stocksplus Mutual Fund
Stocksplus Fund financial ratios help investors to determine whether Stocksplus 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 Stocksplus with respect to the benefits of owning Stocksplus Fund security.
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