Villere Balanced Fund Market Value
VILLX Fund | USD 20.55 0.12 0.59% |
Symbol | Villere |
Villere Balanced '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 Villere Balanced'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 Villere Balanced.
02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Villere Balanced on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Villere Balanced Fund or generate 0.0% return on investment in Villere Balanced over 720 days. Villere Balanced is related to or competes with Buffalo Flexible, James Balanced:, Mairs Power, Amg Yacktman, and Hennessy Gas. The fund invests in a combination of common stocks of domestic companies with a minimum market capitalization of 150 mil... More
Villere Balanced 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 Villere Balanced'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 Villere Balanced Fund upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.6241 | |||
Information Ratio | (0.13) | |||
Maximum Drawdown | 3.87 | |||
Value At Risk | (0.71) | |||
Potential Upside | 0.9567 |
Villere Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Villere Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Villere Balanced's standard deviation. In reality, there are many statistical measures that can use Villere Balanced historical prices to predict the future Villere Balanced's volatility.Risk Adjusted Performance | 0.0233 | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.13) | |||
Treynor Ratio | 0.0257 |
Villere Balanced Backtested Returns
At this stage we consider Villere Mutual Fund to be very steady. Villere Balanced owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.032, which indicates the fund had a 0.032 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Villere Balanced Fund, which you can use to evaluate the volatility of the fund. Please validate Villere Balanced's Semi Deviation of 0.5674, coefficient of variation of 3121.76, and Risk Adjusted Performance of 0.0233 to confirm if the risk estimate we provide is consistent with the expected return of 0.0198%. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Villere Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Villere Balanced is expected to be smaller as well.
Auto-correlation | -0.45 |
Modest reverse predictability
Villere Balanced Fund has modest reverse predictability. Overlapping area represents the amount of predictability between Villere Balanced time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Villere Balanced price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Villere Balanced price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.45 | |
Spearman Rank Test | 0.2 | |
Residual Average | 0.0 | |
Price Variance | 0.16 |
Villere Balanced lagged returns against current returns
Autocorrelation, which is Villere Balanced 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 Villere Balanced's mutual fund expected returns. We can calculate the autocorrelation of Villere Balanced returns to help us make a trade decision. For example, suppose you find that Villere Balanced 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 |
Villere Balanced 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 Villere Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Villere Balanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Villere Balanced mutual fund over time.
Current vs Lagged Prices |
Timeline |
Villere Balanced Lagged Returns
When evaluating Villere Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Villere Balanced mutual fund have on its future price. Villere Balanced 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, Villere Balanced autocorrelation shows the relationship between Villere Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Villere Balanced Fund.
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 Villere Mutual Fund
Villere Balanced financial ratios help investors to determine whether Villere 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 Villere with respect to the benefits of owning Villere Balanced security.
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