Virtus Stone Harbor Fund Market Value
| VSHEX Fund | USD 8.51 0.01 0.12% |
| Symbol | Virtus |
Virtus Stone '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 Virtus Stone'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 Virtus Stone.
| 12/08/2025 |
| 01/07/2026 |
If you would invest 0.00 in Virtus Stone on December 8, 2025 and sell it all today you would earn a total of 0.00 from holding Virtus Stone Harbor or generate 0.0% return on investment in Virtus Stone over 30 days. Virtus Stone is related to or competes with T Rowe, Balanced Fund, T Rowe, Aqr Long, and Ab Select. More
Virtus Stone 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 Virtus Stone'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 Virtus Stone Harbor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 9.54 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4386 |
Virtus Stone Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Stone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Stone's standard deviation. In reality, there are many statistical measures that can use Virtus Stone historical prices to predict the future Virtus Stone's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.24) | |||
| 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 Virtus Stone'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.
Virtus Stone Harbor Backtested Returns
Virtus Stone Harbor owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0776, which indicates the fund had a -0.0776 % return per unit of risk over the last 3 months. Virtus Stone Harbor exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Virtus Stone's Risk Adjusted Performance of (0.05), coefficient of variation of (1,289), and Variance of 1.4 to confirm the risk estimate we provide. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Virtus Stone's returns are expected to increase less than the market. However, during the bear market, the loss of holding Virtus Stone is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
Virtus Stone Harbor has excellent reverse predictability. Overlapping area represents the amount of predictability between Virtus Stone time series from 8th of December 2025 to 23rd of December 2025 and 23rd of December 2025 to 7th of January 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 Virtus Stone Harbor price movement. The serial correlation of -0.82 indicates that around 82.0% of current Virtus Stone price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Virtus Stone Harbor lagged returns against current returns
Autocorrelation, which is Virtus Stone 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 Virtus Stone's mutual fund expected returns. We can calculate the autocorrelation of Virtus Stone returns to help us make a trade decision. For example, suppose you find that Virtus Stone 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 |
Virtus Stone 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 Virtus Stone mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtus Stone mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtus Stone mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Virtus Stone Lagged Returns
When evaluating Virtus Stone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtus Stone mutual fund have on its future price. Virtus Stone 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, Virtus Stone autocorrelation shows the relationship between Virtus Stone mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Virtus Stone Harbor.
Regressed Prices |
| Timeline |
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Other Information on Investing in Virtus Mutual Fund
Virtus Stone financial ratios help investors to determine whether Virtus 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 Virtus with respect to the benefits of owning Virtus Stone security.
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