Tcw Funds Fund Market Value
| TGEPX Fund | USD 6.60 0.01 0.15% |
| Symbol | Tcw |
Tcw Funds '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 Funds' 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 Funds.
| 02/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Tcw Funds on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Tcw Funds or generate 0.0% return on investment in Tcw Funds over 270 days. Tcw Funds is related to or competes with Angel Oak, Ashmore Emerging, Barings Emerging, Siit Emerging, Ep Emerging, and Pnc Emerging. Under normal circumstances, the fund invests at least 80 percent of the value of its net assets, plus any borrowings for... More
Tcw Funds 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 Funds' 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 Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3348 | |||
| Information Ratio | (0.41) | |||
| Maximum Drawdown | 1.67 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.4511 |
Tcw Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcw Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcw Funds' standard deviation. In reality, there are many statistical measures that can use Tcw Funds historical prices to predict the future Tcw Funds' volatility.| Risk Adjusted Performance | 0.0214 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.1493 |
Tcw Funds Backtested Returns
At this stage we consider Tcw Mutual Fund to be very steady. Tcw Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0259, which indicates the fund had a 0.0259% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tcw Funds , which you can use to evaluate the volatility of the fund. Please validate Tcw Funds' Semi Deviation of 0.2176, risk adjusted performance of 0.0214, and Coefficient Of Variation of 2010.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.0074%. The entity has a beta of 0.0284, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tcw Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tcw Funds is expected to be smaller as well.
Auto-correlation | 0.46 |
Average predictability
Tcw Funds has average predictability. Overlapping area represents the amount of predictability between Tcw Funds time series from 27th of February 2024 to 11th of July 2024 and 11th of July 2024 to 23rd 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 Funds price movement. The serial correlation of 0.46 indicates that about 46.0% of current Tcw Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Tcw Funds lagged returns against current returns
Autocorrelation, which is Tcw Funds 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 Funds' mutual fund expected returns. We can calculate the autocorrelation of Tcw Funds returns to help us make a trade decision. For example, suppose you find that Tcw Funds 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 Funds 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 Funds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcw Funds 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 Funds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcw Funds Lagged Returns
When evaluating Tcw Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcw Funds mutual fund have on its future price. Tcw Funds 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 Funds autocorrelation shows the relationship between Tcw Funds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcw Funds .
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 Funds 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 Funds security.
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