Real Estate Ultrasector Fund Market Value
| REPIX Fund | USD 41.10 0.25 0.61% |
| Symbol | Real |
Real Estate '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 Real Estate'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 Real Estate.
| 07/26/2025 |
| 01/22/2026 |
If you would invest 0.00 in Real Estate on July 26, 2025 and sell it all today you would earn a total of 0.00 from holding Real Estate Ultrasector or generate 0.0% return on investment in Real Estate over 180 days. Real Estate is related to or competes with T Rowe, Victory Diversified, Aqr Diversified, Fulcrum Diversified, Harbor Diversified, Tiaa-cref Small/mid-cap, and The Gabelli. The fund invests in financial instruments that the fund Advisors believes, in combination, should produce daily returns ... More
Real Estate 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 Real Estate'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 Real Estate Ultrasector upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 1.67 |
Real Estate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Real Estate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Real Estate's standard deviation. In reality, there are many statistical measures that can use Real Estate historical prices to predict the future Real Estate's volatility.| Risk Adjusted Performance | 0.0033 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.02) |
Real Estate Ultrasector Backtested Returns
Real Estate Ultrasector maintains Sharpe Ratio (i.e., Efficiency) of -0.0402, which implies the entity had a -0.0402 % return per unit of risk over the last 3 months. Real Estate Ultrasector exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Real Estate's Coefficient Of Variation of (118,187), risk adjusted performance of 0.0033, and Variance of 1.49 to confirm the risk estimate we provide. The fund holds a Beta of 0.7, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Real Estate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Real Estate is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Real Estate Ultrasector has very weak predictability. Overlapping area represents the amount of predictability between Real Estate time series from 26th of July 2025 to 24th of October 2025 and 24th of October 2025 to 22nd 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 Real Estate Ultrasector price movement. The serial correlation of 0.16 indicates that over 16.0% of current Real Estate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Real Estate Ultrasector lagged returns against current returns
Autocorrelation, which is Real Estate 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 Real Estate's mutual fund expected returns. We can calculate the autocorrelation of Real Estate returns to help us make a trade decision. For example, suppose you find that Real Estate 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 |
Real Estate 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 Real Estate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Real Estate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Real Estate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Real Estate Lagged Returns
When evaluating Real Estate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Real Estate mutual fund have on its future price. Real Estate 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, Real Estate autocorrelation shows the relationship between Real Estate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Real Estate Ultrasector.
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 Real Mutual Fund
Real Estate financial ratios help investors to determine whether Real 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 Real with respect to the benefits of owning Real Estate security.
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