Enhanced Large Pany Fund Market Value
| DFELX Fund | USD 16.08 0.07 0.44% |
| Symbol | Enhanced |
Enhanced Large '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 Enhanced Large'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 Enhanced Large.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Enhanced Large on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Enhanced Large Pany or generate 0.0% return on investment in Enhanced Large over 90 days. Enhanced Large is related to or competes with Us Micro, Dfa Short, Emerging Markets, Dfa One-year, and Dfa Two. The fund seeks to outperform the SP 500 Index primarily through investment in SP 500 Index futures and short-term fixed ... More
Enhanced Large 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 Enhanced Large'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 Enhanced Large Pany upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.636 | |||
| Information Ratio | 0.0463 | |||
| Maximum Drawdown | 5.14 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 1.19 |
Enhanced Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enhanced Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enhanced Large's standard deviation. In reality, there are many statistical measures that can use Enhanced Large historical prices to predict the future Enhanced Large's volatility.| Risk Adjusted Performance | 0.249 | |||
| Jensen Alpha | 0.2586 | |||
| Total Risk Alpha | 0.0388 | |||
| Sortino Ratio | 0.0554 | |||
| Treynor Ratio | (1.96) |
Enhanced Large Pany Backtested Returns
Enhanced Large appears to be very steady, given 3 months investment horizon. Enhanced Large Pany secures Sharpe Ratio (or Efficiency) of 0.32, which denotes the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Enhanced Large Pany, which you can use to evaluate the volatility of the entity. Please utilize Enhanced Large's Mean Deviation of 0.5409, downside deviation of 0.636, and Coefficient Of Variation of 311.36 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Enhanced Large are expected to decrease at a much lower rate. During the bear market, Enhanced Large is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
Enhanced Large Pany has excellent predictability. Overlapping area represents the amount of predictability between Enhanced Large time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 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 Enhanced Large Pany price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Enhanced Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Enhanced Large Pany lagged returns against current returns
Autocorrelation, which is Enhanced Large 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 Enhanced Large's mutual fund expected returns. We can calculate the autocorrelation of Enhanced Large returns to help us make a trade decision. For example, suppose you find that Enhanced Large 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 |
Enhanced Large 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 Enhanced Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enhanced Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enhanced Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Enhanced Large Lagged Returns
When evaluating Enhanced Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enhanced Large mutual fund have on its future price. Enhanced Large 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, Enhanced Large autocorrelation shows the relationship between Enhanced Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Enhanced Large Pany.
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 Enhanced Mutual Fund
Enhanced Large financial ratios help investors to determine whether Enhanced 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 Enhanced with respect to the benefits of owning Enhanced Large security.
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |