Strategic Allocation Servative Fund Market Value
| TWSCX Fund | USD 5.79 0.02 0.35% |
| Symbol | Strategic |
Strategic Allocation '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 Strategic Allocation'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 Strategic Allocation.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Strategic Allocation on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Strategic Allocation Servative or generate 0.0% return on investment in Strategic Allocation over 540 days. Strategic Allocation is related to or competes with Strategic Allocation, Strategic Allocation, Value Fund, International Growth, and Balanced Fund. The funds asset allocation strategy diversifies investments among equity securities, bonds and money market instruments More
Strategic Allocation 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 Strategic Allocation'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 Strategic Allocation Servative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3901 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.41 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.5282 |
Strategic Allocation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Allocation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Allocation's standard deviation. In reality, there are many statistical measures that can use Strategic Allocation historical prices to predict the future Strategic Allocation's volatility.| Risk Adjusted Performance | 0.0768 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.0907 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Strategic Allocation'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.
Strategic Allocation Backtested Returns
At this stage we consider Strategic Mutual Fund to be very steady. Strategic Allocation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0985, which indicates the fund had a 0.0985% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Strategic Allocation Servative, which you can use to evaluate the volatility of the fund. Please validate Strategic Allocation's Coefficient Of Variation of 842.26, risk adjusted performance of 0.0768, and Semi Deviation of 0.2153 to confirm if the risk estimate we provide is consistent with the expected return of 0.0304%. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Strategic Allocation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Strategic Allocation is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Strategic Allocation Servative has good predictability. Overlapping area represents the amount of predictability between Strategic Allocation time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th 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 Strategic Allocation price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Strategic Allocation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Strategic Allocation lagged returns against current returns
Autocorrelation, which is Strategic Allocation 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 Strategic Allocation's mutual fund expected returns. We can calculate the autocorrelation of Strategic Allocation returns to help us make a trade decision. For example, suppose you find that Strategic Allocation 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 |
Strategic Allocation 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 Strategic Allocation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Strategic Allocation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Strategic Allocation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Strategic Allocation Lagged Returns
When evaluating Strategic Allocation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Strategic Allocation mutual fund have on its future price. Strategic Allocation 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, Strategic Allocation autocorrelation shows the relationship between Strategic Allocation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Strategic Allocation Servative.
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 Strategic Mutual Fund
Strategic Allocation financial ratios help investors to determine whether Strategic 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 Strategic with respect to the benefits of owning Strategic Allocation security.
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