Marshfield Centrated Opportunity Fund Market Value
| MRFOX Fund | USD 33.44 0.13 0.39% |
| Symbol | Marshfield |
Marshfield Concentrated '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 Marshfield Concentrated'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 Marshfield Concentrated.
| 08/03/2025 |
| 11/01/2025 |
If you would invest 0.00 in Marshfield Concentrated on August 3, 2025 and sell it all today you would earn a total of 0.00 from holding Marshfield Centrated Opportunity or generate 0.0% return on investment in Marshfield Concentrated over 90 days. Marshfield Concentrated is related to or competes with Federated Kaufmann, Calvert Emerging, Wasatch Small, Schwab Target, Boston Partners, Natixis Us, and Royce Total. The fund seeks to achieve its investment objective by investing principally in a portfolio of common stocks of companies... More
Marshfield Concentrated 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 Marshfield Concentrated'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 Marshfield Centrated Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5112 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 1.05 |
Marshfield Concentrated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marshfield Concentrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marshfield Concentrated's standard deviation. In reality, there are many statistical measures that can use Marshfield Concentrated historical prices to predict the future Marshfield Concentrated's volatility.| Risk Adjusted Performance | 0.0353 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | 0.0396 |
Marshfield Concentrated Backtested Returns
At this stage we consider Marshfield Mutual Fund to be very steady. Marshfield Concentrated has Sharpe Ratio of 0.0285, which conveys that the entity had a 0.0285 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Marshfield Concentrated, which you can use to evaluate the volatility of the fund. Please verify Marshfield Concentrated's Mean Deviation of 0.4412, downside deviation of 0.5112, and Risk Adjusted Performance of 0.0353 to check out if the risk estimate we provide is consistent with the expected return of 0.0155%. The fund secures a Beta (Market Risk) of 0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marshfield Concentrated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marshfield Concentrated is expected to be smaller as well.
Auto-correlation | -0.47 |
Modest reverse predictability
Marshfield Centrated Opportunity has modest reverse predictability. Overlapping area represents the amount of predictability between Marshfield Concentrated time series from 3rd of August 2025 to 17th of September 2025 and 17th of September 2025 to 1st of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marshfield Concentrated price movement. The serial correlation of -0.47 indicates that about 47.0% of current Marshfield Concentrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Marshfield Concentrated lagged returns against current returns
Autocorrelation, which is Marshfield Concentrated 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 Marshfield Concentrated's mutual fund expected returns. We can calculate the autocorrelation of Marshfield Concentrated returns to help us make a trade decision. For example, suppose you find that Marshfield Concentrated 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 |
Marshfield Concentrated 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 Marshfield Concentrated mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marshfield Concentrated mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marshfield Concentrated mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Marshfield Concentrated Lagged Returns
When evaluating Marshfield Concentrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marshfield Concentrated mutual fund have on its future price. Marshfield Concentrated 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, Marshfield Concentrated autocorrelation shows the relationship between Marshfield Concentrated mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Marshfield Centrated Opportunity.
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 Marshfield Mutual Fund
Marshfield Concentrated financial ratios help investors to determine whether Marshfield 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 Marshfield with respect to the benefits of owning Marshfield Concentrated security.
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