Europe 125x Strategy Fund Market Value
| RYAEX Fund | USD 112.38 0.20 0.18% |
| Symbol | Europe |
Europe 125x '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 Europe 125x'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 Europe 125x.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Europe 125x on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Europe 125x Strategy or generate 0.0% return on investment in Europe 125x over 30 days. Europe 125x is related to or competes with Loomis Sayles, Vy(r) Blackrock, Western Asset, Aqr Managed, Tiaa-cref Inflation, Arrow Managed, and Ab Bond. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities o... More
Europe 125x 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 Europe 125x'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 Europe 125x Strategy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 1.66 |
Europe 125x Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Europe 125x's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Europe 125x's standard deviation. In reality, there are many statistical measures that can use Europe 125x historical prices to predict the future Europe 125x's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Europe 125x'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.
Europe 125x Strategy Backtested Returns
Europe 125x Strategy secures Sharpe Ratio (or Efficiency) of -0.21, which denotes the fund had a -0.21% return per unit of risk over the last 3 months. Europe 125x Strategy exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Europe 125x's Standard Deviation of 1.09, mean deviation of 0.8415, and Variance of 1.18 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.47, which means possible diversification benefits within a given portfolio. As returns on the market increase, Europe 125x's returns are expected to increase less than the market. However, during the bear market, the loss of holding Europe 125x is expected to be smaller as well.
Auto-correlation | 0.58 |
Modest predictability
Europe 125x Strategy has modest predictability. Overlapping area represents the amount of predictability between Europe 125x time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Europe 125x Strategy price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Europe 125x price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 3.65 |
Europe 125x Strategy lagged returns against current returns
Autocorrelation, which is Europe 125x 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 Europe 125x's mutual fund expected returns. We can calculate the autocorrelation of Europe 125x returns to help us make a trade decision. For example, suppose you find that Europe 125x 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 |
Europe 125x 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 Europe 125x mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Europe 125x mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Europe 125x mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Europe 125x Lagged Returns
When evaluating Europe 125x's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Europe 125x mutual fund have on its future price. Europe 125x 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, Europe 125x autocorrelation shows the relationship between Europe 125x mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Europe 125x Strategy.
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 Europe Mutual Fund
Europe 125x financial ratios help investors to determine whether Europe 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 Europe with respect to the benefits of owning Europe 125x security.
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