Inverse Nasdaq 100 2x Fund Market Value
| RYVNX Fund | USD 12.05 0.12 0.99% |
| Symbol | Inverse |
Inverse Nasdaq-100(r) '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 Inverse Nasdaq-100(r)'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 Inverse Nasdaq-100(r).
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in Inverse Nasdaq-100(r) on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding Inverse Nasdaq 100 2x or generate 0.0% return on investment in Inverse Nasdaq-100(r) over 30 days. Inverse Nasdaq-100(r) is related to or competes with Rational Defensive, Growth Fund, Ab Small, Transamerica International, Glg Intl, and Nt International. The investment seeks to provide investment results that match, before fees and expenses, 200 percent of the inverse of t... More
Inverse Nasdaq-100(r) 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 Inverse Nasdaq-100(r)'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 Inverse Nasdaq 100 2x upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.5 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 4.99 |
Inverse Nasdaq-100(r) Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inverse Nasdaq-100(r)'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inverse Nasdaq-100(r)'s standard deviation. In reality, there are many statistical measures that can use Inverse Nasdaq-100(r) historical prices to predict the future Inverse Nasdaq-100(r)'s volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.1275 |
Inverse Nasdaq-100(r) Backtested Returns
Inverse Nasdaq-100(r) holds Efficiency (Sharpe) Ratio of -0.0312, which attests that the entity had a -0.0312 % return per unit of risk over the last 3 months. Inverse Nasdaq-100(r) exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inverse Nasdaq-100(r)'s Market Risk Adjusted Performance of 0.1375, risk adjusted performance of (0.02), and Standard Deviation of 2.29 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Inverse Nasdaq-100(r) are expected to decrease at a much lower rate. During the bear market, Inverse Nasdaq-100(r) is likely to outperform the market.
Auto-correlation | 0.15 |
Insignificant predictability
Inverse Nasdaq 100 2x has insignificant predictability. Overlapping area represents the amount of predictability between Inverse Nasdaq-100(r) time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Inverse Nasdaq-100(r) price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Inverse Nasdaq-100(r) price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Inverse Nasdaq-100(r) lagged returns against current returns
Autocorrelation, which is Inverse Nasdaq-100(r) 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 Inverse Nasdaq-100(r)'s mutual fund expected returns. We can calculate the autocorrelation of Inverse Nasdaq-100(r) returns to help us make a trade decision. For example, suppose you find that Inverse Nasdaq-100(r) 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 |
Inverse Nasdaq-100(r) 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 Inverse Nasdaq-100(r) mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inverse Nasdaq-100(r) mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inverse Nasdaq-100(r) mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Inverse Nasdaq-100(r) Lagged Returns
When evaluating Inverse Nasdaq-100(r)'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inverse Nasdaq-100(r) mutual fund have on its future price. Inverse Nasdaq-100(r) 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, Inverse Nasdaq-100(r) autocorrelation shows the relationship between Inverse Nasdaq-100(r) mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Inverse Nasdaq 100 2x.
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 Inverse Mutual Fund
Inverse Nasdaq-100(r) financial ratios help investors to determine whether Inverse 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 Inverse with respect to the benefits of owning Inverse Nasdaq-100(r) security.
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