Us Government Securities Fund Market Value
| UGSCX Fund | USD 11.81 0.10 0.85% |
| Symbol | UGSCX |
Us Government '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 Us Government'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 Us Government.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Us Government on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Us Government Securities or generate 0.0% return on investment in Us Government over 30 days. Us Government is related to or competes with Bond Fund, Capital World, American Mutual, and Smallcap World. The fund invests at least 80 percent of its assets in securities that are guaranteed or sponsored by the U.S More
Us Government 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 Us Government'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 Us Government Securities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.55) | |||
| Maximum Drawdown | 1.49 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.3398 |
Us Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Government's standard deviation. In reality, there are many statistical measures that can use Us Government historical prices to predict the future Us Government's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.6491 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Us Government'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.
Us Government Securities Backtested Returns
Us Government Securities retains Efficiency (Sharpe Ratio) of -0.0978, which indicates the fund had a -0.0978% return per unit of price deviation over the last 3 months. Us Government exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Us Government's Standard Deviation of 0.2866, mean deviation of 0.2125, and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0598, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Us Government are expected to decrease at a much lower rate. During the bear market, Us Government is likely to outperform the market.
Auto-correlation | -0.22 |
Weak reverse predictability
Us Government Securities has weak reverse predictability. Overlapping area represents the amount of predictability between Us Government 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 Us Government Securities price movement. The serial correlation of -0.22 indicates that over 22.0% of current Us Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Us Government Securities lagged returns against current returns
Autocorrelation, which is Us Government 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 Us Government's mutual fund expected returns. We can calculate the autocorrelation of Us Government returns to help us make a trade decision. For example, suppose you find that Us Government 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 |
Us Government 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 Us Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Government mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Government Lagged Returns
When evaluating Us Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Government mutual fund have on its future price. Us Government 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, Us Government autocorrelation shows the relationship between Us Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Government Securities.
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 UGSCX Mutual Fund
Us Government financial ratios help investors to determine whether UGSCX 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 UGSCX with respect to the benefits of owning Us Government security.
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