Vest Large Cap Fund Market Value
| ENGRX Fund | 8.49 0.03 0.35% |
| Symbol | Vest |
Vest 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 Vest 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 Vest Large.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in Vest Large on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding Vest Large Cap or generate 0.0% return on investment in Vest Large over 90 days. Vest Large is related to or competes with World Energy, Blackrock All, Jennison Natural, Goehring Rozencwajg, Franklin Natural, and Pimco Energy. More
Vest 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 Vest 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 Vest Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4014 | |||
| Information Ratio | 0.0199 | |||
| Maximum Drawdown | 2.61 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.6098 |
Vest Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vest Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vest Large's standard deviation. In reality, there are many statistical measures that can use Vest Large historical prices to predict the future Vest Large's volatility.| Risk Adjusted Performance | 0.2148 | |||
| Jensen Alpha | 0.107 | |||
| Total Risk Alpha | 0.0548 | |||
| Sortino Ratio | 0.0188 | |||
| Treynor Ratio | (1.05) |
Vest Large Cap Backtested Returns
At this stage we consider Vest Mutual Fund to be very steady. Vest Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vest Large Cap, which you can use to evaluate the volatility of the fund. Please validate Vest Large's Standard Deviation of 0.3794, downside deviation of 0.4014, and Risk Adjusted Performance of 0.2148 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of -0.0934, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vest Large are expected to decrease at a much lower rate. During the bear market, Vest Large is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
Vest Large Cap has very good predictability. Overlapping area represents the amount of predictability between Vest Large time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 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 Vest Large Cap price movement. The serial correlation of 0.84 indicates that around 84.0% of current Vest Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vest Large Cap lagged returns against current returns
Autocorrelation, which is Vest 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 Vest Large's mutual fund expected returns. We can calculate the autocorrelation of Vest Large returns to help us make a trade decision. For example, suppose you find that Vest 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 |
Vest 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 Vest Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vest 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 Vest Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vest Large Lagged Returns
When evaluating Vest Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vest Large mutual fund have on its future price. Vest 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, Vest Large autocorrelation shows the relationship between Vest Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vest Large Cap.
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 Vest Mutual Fund
Vest Large financial ratios help investors to determine whether Vest 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 Vest with respect to the benefits of owning Vest Large security.
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