Stock Dividend Fd Fund Market Value
| SDIVX Fund | USD 27.96 0.04 0.14% |
| Symbol | Stock |
Stock Dividend '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 Stock Dividend'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 Stock Dividend.
| 10/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Stock Dividend on October 3, 2024 and sell it all today you would earn a total of 0.00 from holding Stock Dividend Fd or generate 0.0% return on investment in Stock Dividend over 60 days. Stock Dividend is related to or competes with Franklin Natural, Oil Gas, Calvert Global, and Goehring Rozencwajg. The fund invests primarily in dividend paying common stocks that generally have investment grade credit ratings on outst... More
Stock Dividend 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 Stock Dividend'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 Stock Dividend Fd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6163 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.0 |
Stock Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stock Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stock Dividend's standard deviation. In reality, there are many statistical measures that can use Stock Dividend historical prices to predict the future Stock Dividend's volatility.| Risk Adjusted Performance | 0.0746 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0923 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stock Dividend'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.
Stock Dividend Fd Backtested Returns
At this stage we consider Stock Mutual Fund to be very steady. Stock Dividend Fd owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0772, which indicates the fund had a 0.0772% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stock Dividend Fd, which you can use to evaluate the volatility of the fund. Please validate Stock Dividend's Coefficient Of Variation of 993.34, semi deviation of 0.5065, and Risk Adjusted Performance of 0.0746 to confirm if the risk estimate we provide is consistent with the expected return of 0.0472%. The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stock Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stock Dividend is expected to be smaller as well.
Auto-correlation | -0.64 |
Very good reverse predictability
Stock Dividend Fd has very good reverse predictability. Overlapping area represents the amount of predictability between Stock Dividend time series from 3rd of October 2024 to 2nd of November 2024 and 2nd of November 2024 to 2nd of December 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 Stock Dividend Fd price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Stock Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Stock Dividend Fd lagged returns against current returns
Autocorrelation, which is Stock Dividend 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 Stock Dividend's mutual fund expected returns. We can calculate the autocorrelation of Stock Dividend returns to help us make a trade decision. For example, suppose you find that Stock Dividend 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 |
Stock Dividend 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 Stock Dividend mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stock Dividend mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stock Dividend mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Stock Dividend Lagged Returns
When evaluating Stock Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stock Dividend mutual fund have on its future price. Stock Dividend 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, Stock Dividend autocorrelation shows the relationship between Stock Dividend mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Stock Dividend Fd.
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 Stock Mutual Fund
Stock Dividend financial ratios help investors to determine whether Stock 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 Stock with respect to the benefits of owning Stock Dividend security.
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