Toews Tactical Oceana Fund Market Value
| THIDX Fund | USD 11.42 0.02 0.17% |
| Symbol | Toews |
Toews Tactical '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 Toews Tactical'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 Toews Tactical.
| 01/04/2025 |
| 12/30/2025 |
If you would invest 0.00 in Toews Tactical on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Toews Tactical Oceana or generate 0.0% return on investment in Toews Tactical over 360 days. Toews Tactical is related to or competes with Sp Midcap, Morningstar Defensive, T Rowe, Angel Oak, Eic Value, T Rowe, and Mh Elite. The funds adviser seeks to achieve its investment objectives by investing primarily in securities linked to developed ma... More
Toews Tactical 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 Toews Tactical'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 Toews Tactical Oceana upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8319 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.06 |
Toews Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toews Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toews Tactical's standard deviation. In reality, there are many statistical measures that can use Toews Tactical historical prices to predict the future Toews Tactical's volatility.| Risk Adjusted Performance | 0.0709 | |||
| Jensen Alpha | 0.0518 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.5373 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Toews Tactical'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.
Toews Tactical Oceana Backtested Returns
At this stage we consider Toews Mutual Fund to be very steady. Toews Tactical Oceana owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0602, which indicates the fund had a 0.0602 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Toews Tactical Oceana, which you can use to evaluate the volatility of the fund. Please validate Toews Tactical's Semi Deviation of 0.7364, risk adjusted performance of 0.0709, and Coefficient Of Variation of 987.8 to confirm if the risk estimate we provide is consistent with the expected return of 0.0425%. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Toews Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toews Tactical is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
Toews Tactical Oceana has good predictability. Overlapping area represents the amount of predictability between Toews Tactical time series from 4th of January 2025 to 3rd of July 2025 and 3rd of July 2025 to 30th of December 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 Toews Tactical Oceana price movement. The serial correlation of 0.75 indicates that around 75.0% of current Toews Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Toews Tactical Oceana lagged returns against current returns
Autocorrelation, which is Toews Tactical 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 Toews Tactical's mutual fund expected returns. We can calculate the autocorrelation of Toews Tactical returns to help us make a trade decision. For example, suppose you find that Toews Tactical 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 |
Toews Tactical 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 Toews Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toews Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toews Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Toews Tactical Lagged Returns
When evaluating Toews Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toews Tactical mutual fund have on its future price. Toews Tactical 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, Toews Tactical autocorrelation shows the relationship between Toews Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Toews Tactical Oceana.
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 Toews Mutual Fund
Toews Tactical financial ratios help investors to determine whether Toews 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 Toews with respect to the benefits of owning Toews Tactical security.
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