Basic Materials Fund Market Value
| RYBAX Fund | USD 90.89 1.62 1.81% |
| Symbol | Basic |
Basic Materials '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 Basic Materials' 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 Basic Materials.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Basic Materials on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Basic Materials Fund or generate 0.0% return on investment in Basic Materials over 90 days. Basic Materials is related to or competes with Basic Materials, Basic Materials, Utilities Fund, Cullen Value, Applied Finance, Tanaka Growth, and SSGA Active. The fund invests substantially all of its net assets in equity securities of Basic Materials Companies that are traded i... More
Basic Materials 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 Basic Materials' 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 Basic Materials Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.2365 | |||
| Maximum Drawdown | 15.43 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 2.61 |
Basic Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Basic Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Basic Materials' standard deviation. In reality, there are many statistical measures that can use Basic Materials historical prices to predict the future Basic Materials' volatility.| Risk Adjusted Performance | 0.2245 | |||
| Jensen Alpha | 0.4787 | |||
| Total Risk Alpha | 0.3914 | |||
| Sortino Ratio | 0.2253 | |||
| Treynor Ratio | 0.5052 |
Basic Materials February 16, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2245 | |||
| Market Risk Adjusted Performance | 0.5152 | |||
| Mean Deviation | 1.37 | |||
| Semi Deviation | 1.51 | |||
| Downside Deviation | 2.14 | |||
| Coefficient Of Variation | 369.39 | |||
| Standard Deviation | 2.04 | |||
| Variance | 4.18 | |||
| Information Ratio | 0.2365 | |||
| Jensen Alpha | 0.4787 | |||
| Total Risk Alpha | 0.3914 | |||
| Sortino Ratio | 0.2253 | |||
| Treynor Ratio | 0.5052 | |||
| Maximum Drawdown | 15.43 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 2.61 | |||
| Downside Variance | 4.6 | |||
| Semi Variance | 2.29 | |||
| Expected Short fall | (1.53) | |||
| Skewness | 0.7107 | |||
| Kurtosis | 6.58 |
Basic Materials Backtested Returns
Basic Materials appears to be very steady, given 3 months investment horizon. Basic Materials secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the fund had a 0.3 % return per unit of risk over the last 3 months. By analyzing Basic Materials' technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please makes use of Basic Materials' Risk Adjusted Performance of 0.2245, mean deviation of 1.37, and Downside Deviation of 2.14 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.08, which signifies a somewhat significant risk relative to the market. Basic Materials returns are very sensitive to returns on the market. As the market goes up or down, Basic Materials is expected to follow.
Auto-correlation | 0.66 |
Good predictability
Basic Materials Fund has good predictability. Overlapping area represents the amount of predictability between Basic Materials time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 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 Basic Materials price movement. The serial correlation of 0.66 indicates that around 66.0% of current Basic Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 14.85 |
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 Basic Mutual Fund
Basic Materials financial ratios help investors to determine whether Basic 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 Basic with respect to the benefits of owning Basic Materials security.
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