Walden Equity Fund Market Value
| WSEFX Fund | USD 36.82 0.10 0.27% |
| Symbol | Walden |
Walden Equity '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 Walden Equity'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 Walden Equity.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Walden Equity on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Walden Equity Fund or generate 0.0% return on investment in Walden Equity over 90 days. Walden Equity is related to or competes with Boston Trust, Boston Trust, Walden Midcap, Spectrum Fund, Sprott Focus, Sit Dividend, and Nuveen Small. The fund invests, under normal circumstances, at least 80 percent of its assets in a diversified portfolio of domestic e... More
Walden Equity 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 Walden Equity'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 Walden Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.694 | |||
| Information Ratio | 0.1123 | |||
| Maximum Drawdown | 13.5 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.29 |
Walden Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walden Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walden Equity's standard deviation. In reality, there are many statistical measures that can use Walden Equity historical prices to predict the future Walden Equity's volatility.| Risk Adjusted Performance | 0.1363 | |||
| Jensen Alpha | 0.23 | |||
| Total Risk Alpha | 0.07 | |||
| Sortino Ratio | 0.259 | |||
| Treynor Ratio | 0.5891 |
Walden Equity January 22, 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 | 0.1363 | |||
| Market Risk Adjusted Performance | 0.5991 | |||
| Mean Deviation | 0.6924 | |||
| Semi Deviation | 0.0961 | |||
| Downside Deviation | 0.694 | |||
| Coefficient Of Variation | 563.91 | |||
| Standard Deviation | 1.6 | |||
| Variance | 2.56 | |||
| Information Ratio | 0.1123 | |||
| Jensen Alpha | 0.23 | |||
| Total Risk Alpha | 0.07 | |||
| Sortino Ratio | 0.259 | |||
| Treynor Ratio | 0.5891 | |||
| Maximum Drawdown | 13.5 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.4816 | |||
| Semi Variance | 0.0092 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 5.86 | |||
| Kurtosis | 41.48 |
Walden Equity Backtested Returns
Walden Equity appears to be very steady, given 3 months investment horizon. Walden Equity shows Sharpe Ratio of 0.18, which attests that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Walden Equity, which you can use to evaluate the volatility of the fund. Please utilize Walden Equity's Downside Deviation of 0.694, mean deviation of 0.6924, and Market Risk Adjusted Performance of 0.5991 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Walden Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walden Equity is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Walden Equity Fund has poor predictability. Overlapping area represents the amount of predictability between Walden Equity time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Walden Equity price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Walden Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 2.77 |
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 Walden Mutual Fund
Walden Equity financial ratios help investors to determine whether Walden 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 Walden with respect to the benefits of owning Walden Equity security.
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