Teton Westwood Balanced Fund Market Value
| WEBAX Fund | USD 11.11 0.10 0.91% |
| Symbol | Teton |
Teton Westwood '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 Teton Westwood'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 Teton Westwood.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Teton Westwood on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Teton Westwood Balanced or generate 0.0% return on investment in Teton Westwood over 30 days. Teton Westwood is related to or competes with Teton Westwood, Pax Balanced, Value Line, Teton Westwood, and The Gabelli. The fund invests in a combination of equity and debt securities More
Teton Westwood 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 Teton Westwood'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 Teton Westwood Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4567 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.39 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.8396 |
Teton Westwood Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teton Westwood's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teton Westwood's standard deviation. In reality, there are many statistical measures that can use Teton Westwood historical prices to predict the future Teton Westwood's volatility.| Risk Adjusted Performance | 0.0747 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.0713 |
Teton Westwood Balanced Backtested Returns
At this stage we consider Teton Mutual Fund to be very steady. Teton Westwood Balanced owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Teton Westwood Balanced, which you can use to evaluate the volatility of the fund. Please validate Teton Westwood's Risk Adjusted Performance of 0.0747, semi deviation of 0.3358, and Coefficient Of Variation of 947.97 to confirm if the risk estimate we provide is consistent with the expected return of 0.0564%. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Teton Westwood's returns are expected to increase less than the market. However, during the bear market, the loss of holding Teton Westwood is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Teton Westwood Balanced has average predictability. Overlapping area represents the amount of predictability between Teton Westwood time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Teton Westwood Balanced price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Teton Westwood price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Teton Westwood Balanced lagged returns against current returns
Autocorrelation, which is Teton Westwood 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 Teton Westwood's mutual fund expected returns. We can calculate the autocorrelation of Teton Westwood returns to help us make a trade decision. For example, suppose you find that Teton Westwood 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 |
Teton Westwood 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 Teton Westwood mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teton Westwood mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teton Westwood mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Teton Westwood Lagged Returns
When evaluating Teton Westwood's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teton Westwood mutual fund have on its future price. Teton Westwood 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, Teton Westwood autocorrelation shows the relationship between Teton Westwood mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Teton Westwood Balanced.
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 Teton Mutual Fund
Teton Westwood financial ratios help investors to determine whether Teton 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 Teton with respect to the benefits of owning Teton Westwood security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |