Dreyfusthe Boston Pany Fund Market Value
STSVX Fund | USD 20.12 0.18 0.89% |
Symbol | Dreyfusthe |
Dreyfusthe Boston '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 Dreyfusthe Boston'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 Dreyfusthe Boston.
02/28/2024 |
| 03/29/2024 |
If you would invest 0.00 in Dreyfusthe Boston on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Dreyfusthe Boston Pany or generate 0.0% return on investment in Dreyfusthe Boston over 30 days. Dreyfusthe Boston is related to or competes with Vanguard Small-cap, Vanguard Small, Us Small, Us Targeted, Undiscovered Managers, Undiscovered Managers, and Scharf Global. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity ... More
Dreyfusthe Boston 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 Dreyfusthe Boston'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 Dreyfusthe Boston Pany upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.23 | |||
Information Ratio | (0.09) | |||
Maximum Drawdown | 4.98 | |||
Value At Risk | (1.59) | |||
Potential Upside | 1.52 |
Dreyfusthe Boston Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfusthe Boston's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfusthe Boston's standard deviation. In reality, there are many statistical measures that can use Dreyfusthe Boston historical prices to predict the future Dreyfusthe Boston's volatility.Risk Adjusted Performance | 0.0292 | |||
Jensen Alpha | 0.0596 | |||
Total Risk Alpha | (0.20) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dreyfusthe Boston'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.
Dreyfusthe Boston Pany Backtested Returns
We consider Dreyfusthe Boston slightly risky. Dreyfusthe Boston Pany secures Sharpe Ratio (or Efficiency) of 0.0531, which denotes the fund had a 0.0531% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dreyfusthe Boston Pany, which you can use to evaluate the volatility of the entity. Please confirm Dreyfusthe Boston's Downside Deviation of 1.23, semi deviation of 1.12, and Mean Deviation of 0.7496 to check if the risk estimate we provide is consistent with the expected return of 0.056%. The fund shows a Beta (market volatility) of -0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dreyfusthe Boston are expected to decrease at a much lower rate. During the bear market, Dreyfusthe Boston is likely to outperform the market.
Auto-correlation | 0.48 |
Average predictability
Dreyfusthe Boston Pany has average predictability. Overlapping area represents the amount of predictability between Dreyfusthe Boston time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 to 29th of March 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 Dreyfusthe Boston Pany price movement. The serial correlation of 0.48 indicates that about 48.0% of current Dreyfusthe Boston price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.48 | |
Spearman Rank Test | 0.23 | |
Residual Average | 0.0 | |
Price Variance | 0.08 |
Dreyfusthe Boston Pany lagged returns against current returns
Autocorrelation, which is Dreyfusthe Boston 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 Dreyfusthe Boston's mutual fund expected returns. We can calculate the autocorrelation of Dreyfusthe Boston returns to help us make a trade decision. For example, suppose you find that Dreyfusthe Boston 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 |
Dreyfusthe Boston 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 Dreyfusthe Boston mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfusthe Boston mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dreyfusthe Boston mutual fund over time.
Current vs Lagged Prices |
Timeline |
Dreyfusthe Boston Lagged Returns
When evaluating Dreyfusthe Boston's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfusthe Boston mutual fund have on its future price. Dreyfusthe Boston 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, Dreyfusthe Boston autocorrelation shows the relationship between Dreyfusthe Boston mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfusthe Boston Pany.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Dreyfusthe Boston in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Dreyfusthe Boston's short interest history, or implied volatility extrapolated from Dreyfusthe Boston options trading.
Currently Active Assets on Macroaxis
Check out Dreyfusthe Boston Correlation, Dreyfusthe Boston Volatility and Dreyfusthe Boston Alpha and Beta module to complement your research on Dreyfusthe Boston. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Complementary Tools for Dreyfusthe Mutual Fund analysis
When running Dreyfusthe Boston's price analysis, check to measure Dreyfusthe Boston's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Dreyfusthe Boston is operating at the current time. Most of Dreyfusthe Boston's value examination focuses on studying past and present price action to predict the probability of Dreyfusthe Boston's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dreyfusthe Boston's price. Additionally, you may evaluate how the addition of Dreyfusthe Boston to your portfolios can decrease your overall portfolio volatility.
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Dreyfusthe Boston technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.