Tcw Core Fixed Fund Market Value
| TGCPX Fund | USD 9.78 0.04 0.41% |
| Symbol | Tcw |
Tcw Core '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 Tcw Core'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 Tcw Core.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Tcw Core on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Tcw Core Fixed or generate 0.0% return on investment in Tcw Core over 180 days. Tcw Core is related to or competes with Calvert Global, Dreyfus Natural, Ivy Natural, and Franklin Natural. Under normal circumstances, the fund invests at least 80 percent of the value of its net assets, plus any borrowings for... More
Tcw Core 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 Tcw Core'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 Tcw Core Fixed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 1.55 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.5181 |
Tcw Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcw Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcw Core's standard deviation. In reality, there are many statistical measures that can use Tcw Core historical prices to predict the future Tcw Core's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 0.5899 |
Tcw Core Fixed Backtested Returns
Tcw Core Fixed owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0667, which indicates the fund had a -0.0667% return per unit of risk over the last 3 months. Tcw Core Fixed exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tcw Core's Risk Adjusted Performance of (0.07), coefficient of variation of (1,345), and Variance of 0.1189 to confirm the risk estimate we provide. The entity has a beta of -0.0604, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tcw Core are expected to decrease at a much lower rate. During the bear market, Tcw Core is likely to outperform the market.
Auto-correlation | -0.84 |
Excellent reverse predictability
Tcw Core Fixed has excellent reverse predictability. Overlapping area represents the amount of predictability between Tcw Core time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 Tcw Core Fixed price movement. The serial correlation of -0.84 indicates that around 84.0% of current Tcw Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Tcw Core Fixed lagged returns against current returns
Autocorrelation, which is Tcw Core 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 Tcw Core's mutual fund expected returns. We can calculate the autocorrelation of Tcw Core returns to help us make a trade decision. For example, suppose you find that Tcw Core 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 |
Tcw Core 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 Tcw Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcw Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tcw Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcw Core Lagged Returns
When evaluating Tcw Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcw Core mutual fund have on its future price. Tcw Core 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, Tcw Core autocorrelation shows the relationship between Tcw Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcw Core Fixed.
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 Tcw Mutual Fund
Tcw Core financial ratios help investors to determine whether Tcw 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 Tcw with respect to the benefits of owning Tcw Core security.
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