Stock Index Fund Market Value
| VSTIX Fund | USD 68.73 0.47 0.69% |
| Symbol | Stock |
Stock Index '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 Stock Index'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 Stock Index.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Stock Index on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Stock Index Fund or generate 0.0% return on investment in Stock Index over 90 days. Stock Index is related to or competes with Transamerica Emerging, Black Oak, Vanguard Lifestrategy, Commodities Strategy, Ab Conservative, Shelton Emerging, and Angel Oak. The fund invests, under normal circumstances, at least 80 percent of net assets in stocks that are in the index More
Stock Index 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 Stock Index'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 Stock Index Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7975 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 0.9863 |
Stock Index Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stock Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stock Index's standard deviation. In reality, there are many statistical measures that can use Stock Index historical prices to predict the future Stock Index's volatility.| Risk Adjusted Performance | 0.0479 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0468 |
Stock Index February 21, 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 | 0.0479 | |||
| Market Risk Adjusted Performance | 0.0568 | |||
| Mean Deviation | 0.5368 | |||
| Semi Deviation | 0.6997 | |||
| Downside Deviation | 0.7975 | |||
| Coefficient Of Variation | 1571.35 | |||
| Standard Deviation | 0.7182 | |||
| Variance | 0.5159 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0468 | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 0.9863 | |||
| Downside Variance | 0.6361 | |||
| Semi Variance | 0.4896 | |||
| Expected Short fall | (0.55) | |||
| Skewness | (0.39) | |||
| Kurtosis | 0.9814 |
Stock Index Fund Backtested Returns
At this stage we consider Stock Mutual Fund to be very steady. Stock Index Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0837, which indicates the fund had a 0.0837 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Stock Index Fund, which you can use to evaluate the volatility of the fund. Please validate Stock Index's Risk Adjusted Performance of 0.0479, coefficient of variation of 1571.35, and Semi Deviation of 0.6997 to confirm if the risk estimate we provide is consistent with the expected return of 0.0552%. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stock Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stock Index is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Stock Index Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Stock Index time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Stock Index Fund price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Stock Index price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
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 Stock Mutual Fund
Stock Index financial ratios help investors to determine whether Stock 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 Stock with respect to the benefits of owning Stock Index security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |