Valic Company I Fund Market Value
| VVSCX Fund | USD 14.01 0.19 1.37% |
| Symbol | Valic |
Valic Company '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 Valic Company'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 Valic Company.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Valic Company on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Valic Company I or generate 0.0% return on investment in Valic Company over 30 days. Valic Company is related to or competes with Scharf Fund, Dodge Cox, Ms Global, Artisan Select, Federated Equity, Balanced Fund, and Touchstone International. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of small-cap co... More
Valic Company 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 Valic Company'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 Valic Company I upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0224 | |||
| Maximum Drawdown | 8.16 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.02 |
Valic Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valic Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valic Company's standard deviation. In reality, there are many statistical measures that can use Valic Company historical prices to predict the future Valic Company's volatility.| Risk Adjusted Performance | 0.0954 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0299 | |||
| Treynor Ratio | 0.0998 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valic Company'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.
Valic Company I Backtested Returns
At this stage we consider Valic Mutual Fund to be very steady. Valic Company I owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0948, which indicates the fund had a 0.0948% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Valic Company I, which you can use to evaluate the volatility of the fund. Please validate Valic Company's Risk Adjusted Performance of 0.0954, coefficient of variation of 842.16, and Semi Deviation of 0.8103 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 1.51, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Valic Company will likely underperform.
Auto-correlation | 0.33 |
Below average predictability
Valic Company I has below average predictability. Overlapping area represents the amount of predictability between Valic Company time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valic Company I price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Valic Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Valic Company I lagged returns against current returns
Autocorrelation, which is Valic Company 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 Valic Company's mutual fund expected returns. We can calculate the autocorrelation of Valic Company returns to help us make a trade decision. For example, suppose you find that Valic Company 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 |
Valic Company 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 Valic Company mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valic Company mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valic Company mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Valic Company Lagged Returns
When evaluating Valic Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valic Company mutual fund have on its future price. Valic Company 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, Valic Company autocorrelation shows the relationship between Valic Company mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Valic Company I.
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 Valic Mutual Fund
Valic Company financial ratios help investors to determine whether Valic 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 Valic with respect to the benefits of owning Valic Company security.
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |