Value Fund Value Fund Market Value
| WVALX Fund | USD 40.09 0.84 2.05% |
| Symbol | Value |
Value Fund '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 Value Fund'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 Value Fund.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Value Fund on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Value Fund Value or generate 0.0% return on investment in Value Fund over 90 days. Value Fund is related to or competes with Alger Capital, The Disciplined, Diamond Hill, Hartford Growth, Goldman Sachs, Optimum Small-mid, and RiverNorthDoubleLine. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus the amount of any borrowing... More
Value Fund 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 Value Fund'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 Value Fund Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9399 | |||
| Information Ratio | 0.0812 | |||
| Maximum Drawdown | 32.49 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.62 |
Value Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Fund's standard deviation. In reality, there are many statistical measures that can use Value Fund historical prices to predict the future Value Fund's volatility.| Risk Adjusted Performance | 0.0883 | |||
| Jensen Alpha | 0.2769 | |||
| Total Risk Alpha | 0.0861 | |||
| Sortino Ratio | 0.3272 | |||
| Treynor Ratio | 0.2431 |
Value Fund February 15, 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 | 0.0883 | |||
| Market Risk Adjusted Performance | 0.2531 | |||
| Mean Deviation | 1.22 | |||
| Semi Deviation | 0.5397 | |||
| Downside Deviation | 0.9399 | |||
| Coefficient Of Variation | 1003.63 | |||
| Standard Deviation | 3.79 | |||
| Variance | 14.35 | |||
| Information Ratio | 0.0812 | |||
| Jensen Alpha | 0.2769 | |||
| Total Risk Alpha | 0.0861 | |||
| Sortino Ratio | 0.3272 | |||
| Treynor Ratio | 0.2431 | |||
| Maximum Drawdown | 32.49 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.62 | |||
| Downside Variance | 0.8835 | |||
| Semi Variance | 0.2913 | |||
| Expected Short fall | (1.77) | |||
| Skewness | 7.44 | |||
| Kurtosis | 58.61 |
Value Fund Value Backtested Returns
Value Fund appears to be very steady, given 3 months investment horizon. Value Fund Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Value Fund Value, which you can use to evaluate the volatility of the fund. Please review Value Fund's Coefficient Of Variation of 1003.63, semi deviation of 0.5397, and Risk Adjusted Performance of 0.0883 to confirm if our risk estimates are consistent with your expectations. 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, Value Fund will likely underperform.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Value Fund Value has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Value Fund time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 Value Fund Value price movement. The serial correlation of -0.78 indicates that around 78.0% of current Value Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 1.44 |
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 Value Mutual Fund
Value Fund financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Fund security.
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