Utilities Ultrasector Profund Fund Market Value
| UTPSX Fund | USD 76.90 0.22 0.29% |
| Symbol | Utilities |
Utilities Ultrasector '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 Utilities Ultrasector'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 Utilities Ultrasector.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Utilities Ultrasector on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Utilities Ultrasector Profund or generate 0.0% return on investment in Utilities Ultrasector over 90 days. Utilities Ultrasector is related to or competes with Jhancock Disciplined, Franklin Moderate, Vanguard Primecap, Washington Mutual, Alternative Asset, Transamerica Asset, and Calvert Moderate. The fund invests in financial instruments that the fund Advisors believes, in combination, should produce daily returns ... More
Utilities Ultrasector 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 Utilities Ultrasector'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 Utilities Ultrasector Profund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.7 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.83 |
Utilities Ultrasector Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Utilities Ultrasector's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Utilities Ultrasector's standard deviation. In reality, there are many statistical measures that can use Utilities Ultrasector historical prices to predict the future Utilities Ultrasector's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Utilities Ultrasector'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.
Utilities Ultrasector February 1, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.07) | |||
| Market Risk Adjusted Performance | (0.32) | |||
| Mean Deviation | 0.9619 | |||
| Coefficient Of Variation | (1,011) | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.67 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.33) | |||
| Maximum Drawdown | 6.7 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.83 | |||
| Skewness | (0.81) | |||
| Kurtosis | 1.62 |
Utilities Ultrasector Backtested Returns
Utilities Ultrasector owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0527, which indicates the fund had a -0.0527 % return per unit of risk over the last 3 months. Utilities Ultrasector Profund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Utilities Ultrasector's Coefficient Of Variation of (1,011), risk adjusted performance of (0.07), and Variance of 1.67 to confirm the risk estimate we provide. The entity has a beta of 0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Utilities Ultrasector's returns are expected to increase less than the market. However, during the bear market, the loss of holding Utilities Ultrasector is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Utilities Ultrasector Profund has very weak reverse predictability. Overlapping area represents the amount of predictability between Utilities Ultrasector time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 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 Utilities Ultrasector price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Utilities Ultrasector price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
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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 Utilities Mutual Fund
Utilities Ultrasector financial ratios help investors to determine whether Utilities 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 Utilities with respect to the benefits of owning Utilities Ultrasector security.
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