Tcw White Oak Fund Market Value
| TWOEX Fund | 13.38 0.15 1.13% |
| Symbol | Tcw |
Tcw White '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 White'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 White.
| 01/25/2024 |
| 01/14/2026 |
If you would invest 0.00 in Tcw White on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding Tcw White Oak or generate 0.0% return on investment in Tcw White over 720 days.
Tcw White 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 White'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 White Oak upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.4 |
Tcw White Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcw White's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcw White's standard deviation. In reality, there are many statistical measures that can use Tcw White historical prices to predict the future Tcw White's volatility.| Risk Adjusted Performance | 0.0324 | |||
| Jensen Alpha | 0.0178 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1826 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tcw White'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.
Tcw White Oak Backtested Returns
At this stage we consider Tcw Mutual Fund to be very steady. Tcw White Oak owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0698, which indicates the fund had a 0.0698 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tcw White Oak, which you can use to evaluate the volatility of the fund. Please validate Tcw White's Coefficient Of Variation of 2557.36, semi deviation of 1.13, and Risk Adjusted Performance of 0.0324 to confirm if the risk estimate we provide is consistent with the expected return of 0.0656%. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tcw White's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tcw White is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Tcw White Oak has no correlation between past and present. Overlapping area represents the amount of predictability between Tcw White time series from 25th of January 2024 to 19th of January 2025 and 19th of January 2025 to 14th of January 2026. 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 White Oak price movement. The serial correlation of 0.0 indicates that just 0.0% of current Tcw White price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tcw White Oak lagged returns against current returns
Autocorrelation, which is Tcw White 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 White's mutual fund expected returns. We can calculate the autocorrelation of Tcw White returns to help us make a trade decision. For example, suppose you find that Tcw White 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 White 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 White mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcw White 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 White mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcw White Lagged Returns
When evaluating Tcw White's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcw White mutual fund have on its future price. Tcw White 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 White autocorrelation shows the relationship between Tcw White mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcw White Oak.
Regressed Prices |
| Timeline |
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