Semper Short Duration Fund Market Value
| SEMRX Fund | USD 9.51 0.01 0.11% |
| Symbol | Semper |
Semper Short '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 Semper Short'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 Semper Short.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Semper Short on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Semper Short Duration or generate 0.0% return on investment in Semper Short over 180 days. Semper Short is related to or competes with Wells Fargo, Federated Strategic, Semper Mbs, Ab Sustainable, and American Funds. The fund invests primarily in investment-grade debt securities of domestic entities More
Semper Short 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 Semper Short'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 Semper Short Duration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1328 | |||
| Information Ratio | (0.94) | |||
| Maximum Drawdown | 0.6401 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1067 |
Semper Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semper Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semper Short's standard deviation. In reality, there are many statistical measures that can use Semper Short historical prices to predict the future Semper Short's volatility.| Risk Adjusted Performance | 0.1356 | |||
| Jensen Alpha | 0.0208 | |||
| Total Risk Alpha | (0.0003) | |||
| Sortino Ratio | (0.82) | |||
| Treynor Ratio | (1.38) |
Semper Short Duration Backtested Returns
At this stage we consider Semper Mutual Fund to be very steady. Semper Short Duration owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Semper Short Duration, which you can use to evaluate the volatility of the fund. Please validate Semper Short's Risk Adjusted Performance of 0.1356, downside deviation of 0.1328, and Standard Deviation of 0.1158 to confirm if the risk estimate we provide is consistent with the expected return of 0.0216%. The entity has a beta of -0.0138, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Semper Short are expected to decrease at a much lower rate. During the bear market, Semper Short is likely to outperform the market.
Auto-correlation | 0.91 |
Excellent predictability
Semper Short Duration has excellent predictability. Overlapping area represents the amount of predictability between Semper Short time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Semper Short Duration price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Semper Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Semper Short Duration lagged returns against current returns
Autocorrelation, which is Semper Short 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 Semper Short's mutual fund expected returns. We can calculate the autocorrelation of Semper Short returns to help us make a trade decision. For example, suppose you find that Semper Short 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 |
Semper Short 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 Semper Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Semper Short mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Semper Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Semper Short Lagged Returns
When evaluating Semper Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Semper Short mutual fund have on its future price. Semper Short 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, Semper Short autocorrelation shows the relationship between Semper Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Semper Short Duration.
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 Semper Mutual Fund
Semper Short financial ratios help investors to determine whether Semper 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 Semper with respect to the benefits of owning Semper Short security.
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