Rbc Enterprise Fund Market Value
| TETIX Fund | USD 15.92 0.05 0.32% |
| Symbol | Rbc |
Rbc Enterprise '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 Rbc Enterprise'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 Rbc Enterprise.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in Rbc Enterprise on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Rbc Enterprise Fund or generate 0.0% return on investment in Rbc Enterprise over 30 days. Rbc Enterprise is related to or competes with Aqr Risk, Ab High, Gmo High, Lord Abbett, Prudential High, Catalyst/smh High, and Americafirst Monthly. The fund normally invests primarily in common stocks of companies whose market capitalizations at the time of the funds ... More
Rbc Enterprise 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 Rbc Enterprise'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 Rbc Enterprise Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 18.67 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.8 |
Rbc Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbc Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbc Enterprise's standard deviation. In reality, there are many statistical measures that can use Rbc Enterprise historical prices to predict the future Rbc Enterprise's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.79) |
Rbc Enterprise Backtested Returns
Rbc Enterprise maintains Sharpe Ratio (i.e., Efficiency) of -0.0791, which implies the entity had a -0.0791 % return per unit of risk over the last 3 months. Rbc Enterprise exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rbc Enterprise's Coefficient Of Variation of (1,123), variance of 4.14, and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The fund holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rbc Enterprise's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rbc Enterprise is expected to be smaller as well.
Auto-correlation | -0.24 |
Weak reverse predictability
Rbc Enterprise Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Rbc Enterprise time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th of January 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 Rbc Enterprise price movement. The serial correlation of -0.24 indicates that over 24.0% of current Rbc Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Rbc Enterprise lagged returns against current returns
Autocorrelation, which is Rbc Enterprise 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 Rbc Enterprise's mutual fund expected returns. We can calculate the autocorrelation of Rbc Enterprise returns to help us make a trade decision. For example, suppose you find that Rbc Enterprise 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 |
Rbc Enterprise 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 Rbc Enterprise mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbc Enterprise mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbc Enterprise mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rbc Enterprise Lagged Returns
When evaluating Rbc Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbc Enterprise mutual fund have on its future price. Rbc Enterprise 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, Rbc Enterprise autocorrelation shows the relationship between Rbc Enterprise mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rbc Enterprise Fund.
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 Rbc Mutual Fund
Rbc Enterprise financial ratios help investors to determine whether Rbc 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 Rbc with respect to the benefits of owning Rbc Enterprise security.
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