Victory Diversified Stock Fund Market Value
| VDSRX Fund | USD 22.52 0.12 0.53% |
| Symbol | Victory |
Victory Diversified '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 Victory Diversified'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 Victory Diversified.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Victory Diversified on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Victory Diversified Stock or generate 0.0% return on investment in Victory Diversified over 30 days. Victory Diversified is related to or competes with Needham Aggressive, Massmutual Premier, Catalyst Exceed, Ab High, Calamos High, Gmo High, and Barings Us. The Adviser pursues the funds investment objective by investing, under normal circumstances, at least 80 percent of its ... More
Victory Diversified 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 Victory Diversified'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 Victory Diversified Stock upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.74 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.28 |
Victory Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Victory Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Victory Diversified's standard deviation. In reality, there are many statistical measures that can use Victory Diversified historical prices to predict the future Victory Diversified's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.16) |
Victory Diversified Stock Backtested Returns
Victory Diversified Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0389, which indicates the fund had a -0.0389 % return per unit of risk over the last 3 months. Victory Diversified Stock exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Victory Diversified's Variance of 2.08, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,974) to confirm the risk estimate we provide. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Victory Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Victory Diversified is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
Victory Diversified Stock has average predictability. Overlapping area represents the amount of predictability between Victory Diversified time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Victory Diversified Stock price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Victory Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Victory Diversified Stock lagged returns against current returns
Autocorrelation, which is Victory Diversified 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 Victory Diversified's mutual fund expected returns. We can calculate the autocorrelation of Victory Diversified returns to help us make a trade decision. For example, suppose you find that Victory Diversified 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 |
Victory Diversified 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 Victory Diversified mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Victory Diversified mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Victory Diversified mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Victory Diversified Lagged Returns
When evaluating Victory Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Victory Diversified mutual fund have on its future price. Victory Diversified 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, Victory Diversified autocorrelation shows the relationship between Victory Diversified mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Victory Diversified Stock.
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 Victory Mutual Fund
Victory Diversified financial ratios help investors to determine whether Victory 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 Victory with respect to the benefits of owning Victory Diversified security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |