Target 2025 Fund Market Value
| TRVVX Fund | USD 14.03 0.06 0.43% |
| Symbol | Target |
Target 2025 '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 Target 2025'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 Target 2025.
| 03/05/2024 |
| 11/30/2024 |
If you would invest 0.00 in Target 2025 on March 5, 2024 and sell it all today you would earn a total of 0.00 from holding Target 2025 Fund or generate 0.0% return on investment in Target 2025 over 270 days. Target 2025 is related to or competes with T Rowe, T Rowe, T Rowe, T Rowe, T Rowe, T Rowe, and T Rowe. The advisor pursues the funds objective by investing in a diversified portfolio of other T More
Target 2025 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 Target 2025'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 Target 2025 Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3798 | |||
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 1.52 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.5043 |
Target 2025 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Target 2025's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Target 2025's standard deviation. In reality, there are many statistical measures that can use Target 2025 historical prices to predict the future Target 2025's volatility.| Risk Adjusted Performance | 0.0715 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | 0.0802 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Target 2025'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.
Target 2025 Fund Backtested Returns
At this stage we consider Target Mutual Fund to be very steady. Target 2025 Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Target 2025 Fund, which you can use to evaluate the volatility of the fund. Please validate Target 2025's Coefficient Of Variation of 891.97, semi deviation of 0.2537, and Risk Adjusted Performance of 0.0715 to confirm if the risk estimate we provide is consistent with the expected return of 0.0445%. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Target 2025's returns are expected to increase less than the market. However, during the bear market, the loss of holding Target 2025 is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Target 2025 Fund has modest predictability. Overlapping area represents the amount of predictability between Target 2025 time series from 5th of March 2024 to 18th of July 2024 and 18th of July 2024 to 30th 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 Target 2025 Fund price movement. The serial correlation of 0.52 indicates that about 52.0% of current Target 2025 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Target 2025 Fund lagged returns against current returns
Autocorrelation, which is Target 2025 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 Target 2025's mutual fund expected returns. We can calculate the autocorrelation of Target 2025 returns to help us make a trade decision. For example, suppose you find that Target 2025 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 |
Target 2025 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 Target 2025 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Target 2025 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Target 2025 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Target 2025 Lagged Returns
When evaluating Target 2025's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Target 2025 mutual fund have on its future price. Target 2025 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, Target 2025 autocorrelation shows the relationship between Target 2025 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Target 2025 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 Target Mutual Fund
Target 2025 financial ratios help investors to determine whether Target 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 Target with respect to the benefits of owning Target 2025 security.
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