Sentinel Small Pany Fund Market Value
| SAGWX Fund | USD 6.73 0.02 0.30% |
| Symbol | Sentinel |
Sentinel Small '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 Sentinel Small'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 Sentinel Small.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Sentinel Small on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Sentinel Small Pany or generate 0.0% return on investment in Sentinel Small over 720 days. Sentinel Small is related to or competes with Sentinel Common, Sentinel International, Sentinel Balanced, Calamos Growth, and Growth Fund. The fund invests at least 80 percent of its assets in small-capitalization companies More
Sentinel Small 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 Sentinel Small'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 Sentinel Small Pany upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9666 | |||
| Information Ratio | 0.0034 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.5 |
Sentinel Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinel Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinel Small's standard deviation. In reality, there are many statistical measures that can use Sentinel Small historical prices to predict the future Sentinel Small's volatility.| Risk Adjusted Performance | 0.0992 | |||
| Jensen Alpha | 0.1025 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0037 | |||
| Treynor Ratio | 0.6961 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sentinel Small'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.
Sentinel Small Pany Backtested Returns
At this stage we consider Sentinel Mutual Fund to be not too volatile. Sentinel Small Pany owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the fund had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sentinel Small Pany, which you can use to evaluate the volatility of the fund. Please validate Sentinel Small's Coefficient Of Variation of 793.42, semi deviation of 0.8219, and Risk Adjusted Performance of 0.0992 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sentinel Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sentinel Small is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Sentinel Small Pany has very weak predictability. Overlapping area represents the amount of predictability between Sentinel Small time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Sentinel Small Pany price movement. The serial correlation of 0.16 indicates that over 16.0% of current Sentinel Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Sentinel Small Pany lagged returns against current returns
Autocorrelation, which is Sentinel Small 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 Sentinel Small's mutual fund expected returns. We can calculate the autocorrelation of Sentinel Small returns to help us make a trade decision. For example, suppose you find that Sentinel Small 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 |
Sentinel Small 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 Sentinel Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinel Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sentinel Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sentinel Small Lagged Returns
When evaluating Sentinel Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinel Small mutual fund have on its future price. Sentinel Small 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, Sentinel Small autocorrelation shows the relationship between Sentinel Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sentinel Small Pany.
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 Sentinel Mutual Fund
Sentinel Small financial ratios help investors to determine whether Sentinel 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 Sentinel with respect to the benefits of owning Sentinel Small security.
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