Sp 500 Pure Fund Market Value
| RYZAX Fund | USD 130.61 0.28 0.21% |
| Symbol | RYZAX |
Sp 500 '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 Sp 500'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 Sp 500.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Sp 500 on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Sp 500 Pure or generate 0.0% return on investment in Sp 500 over 90 days. Sp 500 is related to or competes with Basic Materials, Basic Materials, Banking Fund, Basic Materials, Sp Midcap, Basic Materials, and Biotechnology Fund. The fund will invest at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities o... More
Sp 500 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 Sp 500'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 Sp 500 Pure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8139 | |||
| Information Ratio | 0.1075 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.7 |
Sp 500 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sp 500's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sp 500's standard deviation. In reality, there are many statistical measures that can use Sp 500 historical prices to predict the future Sp 500's volatility.| Risk Adjusted Performance | 0.1221 | |||
| Jensen Alpha | 0.1004 | |||
| Total Risk Alpha | 0.0851 | |||
| Sortino Ratio | 0.1084 | |||
| Treynor Ratio | 0.1902 |
Sp 500 March 5, 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 | 0.1221 | |||
| Market Risk Adjusted Performance | 0.2002 | |||
| Mean Deviation | 0.6177 | |||
| Semi Deviation | 0.6312 | |||
| Downside Deviation | 0.8139 | |||
| Coefficient Of Variation | 620.27 | |||
| Standard Deviation | 0.8212 | |||
| Variance | 0.6744 | |||
| Information Ratio | 0.1075 | |||
| Jensen Alpha | 0.1004 | |||
| Total Risk Alpha | 0.0851 | |||
| Sortino Ratio | 0.1084 | |||
| Treynor Ratio | 0.1902 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 0.6625 | |||
| Semi Variance | 0.3984 | |||
| Expected Short fall | (0.68) | |||
| Skewness | 0.1411 | |||
| Kurtosis | 0.1695 |
Sp 500 Pure Backtested Returns
At this stage we consider RYZAX Mutual Fund to be very steady. Sp 500 Pure retains Efficiency (Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Sp 500, which you can use to evaluate the volatility of the fund. Please validate Sp 500's Downside Deviation of 0.8139, mean deviation of 0.6177, and Risk Adjusted Performance of 0.1221 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity owns a Beta (Systematic Risk) of 0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sp 500's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sp 500 is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Sp 500 Pure has modest predictability. Overlapping area represents the amount of predictability between Sp 500 time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Sp 500 Pure price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Sp 500 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 7.04 |
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 RYZAX Mutual Fund
Sp 500 financial ratios help investors to determine whether RYZAX 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 RYZAX with respect to the benefits of owning Sp 500 security.
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