Rbc Funds Trust Fund Market Value
| TIMXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Rbc |
Please note, there is a significant difference between Rbc Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Rbc Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rbc Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rbc 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 Rbc Funds' money market 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 Funds.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Rbc Funds on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Rbc Funds Trust or generate 0.0% return on investment in Rbc Funds over 30 days. Rbc Funds is related to or competes with Hartford Healthcare, Eventide Healthcare, Prudential Health, Fidelity Advisor, Lord Abbett, and Delaware Healthcare. Rbc Funds is entity of United States. It is traded as Fund on NMFQS exchange. More
Rbc 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 Rbc Funds' money market 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 Funds Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.91) | |||
| Maximum Drawdown | 1.01 |
Rbc Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbc Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbc Funds' standard deviation. In reality, there are many statistical measures that can use Rbc Funds historical prices to predict the future Rbc Funds' volatility.| Risk Adjusted Performance | 0.0426 | |||
| Jensen Alpha | 0.004 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.4694 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rbc Funds' 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.
Rbc Funds Trust Backtested Returns
At this stage we consider Rbc Money Market Fund to be not too volatile. Rbc Funds Trust maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the entity had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Rbc Funds Trust, which you can use to evaluate the volatility of the fund. Please check Rbc Funds' Risk Adjusted Performance of 0.0426, variance of 0.0155, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0158%. The fund holds a Beta of 0.0113, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rbc Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rbc Funds is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Rbc Funds Trust has no correlation between past and present. Overlapping area represents the amount of predictability between Rbc Funds time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Rbc Funds Trust price movement. The serial correlation of 0.0 indicates that just 0.0% of current Rbc Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rbc Funds Trust lagged returns against current returns
Autocorrelation, which is Rbc Funds money market 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 Funds' money market fund expected returns. We can calculate the autocorrelation of Rbc Funds returns to help us make a trade decision. For example, suppose you find that Rbc Funds has exhibited high autocorrelation historically, and you observe that the money market 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 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 Rbc Funds money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbc Funds money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbc Funds money market fund over time.
Current vs Lagged Prices |
| Timeline |
Rbc Funds Lagged Returns
When evaluating Rbc Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbc Funds money market fund have on its future price. Rbc 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, Rbc Funds autocorrelation shows the relationship between Rbc Funds money market fund current value and its past values and can show if there is a momentum factor associated with investing in Rbc Funds Trust.
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 Money Market Fund
Rbc Funds financial ratios help investors to determine whether Rbc Money Market 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 Funds security.
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