Eventide Large Cap Fund Market Value
| ETLIX Fund | 15.61 0.07 0.45% |
| Symbol | Eventide |
Eventide 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 Eventide 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 Eventide Large.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in Eventide Large on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Eventide Large Cap or generate 0.0% return on investment in Eventide Large over 90 days. Eventide Large is related to or competes with Eagle Growth, Calamos Growth, Growth Allocation, Mairs Power, L Abbett, Qs Defensive, and Praxis Genesis. The fund seeks to achieve its investment objective by primarily investing in a broad range of equity securities of large... More
Eventide 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 Eventide 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 Eventide Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6645 | |||
| Information Ratio | 0.0259 | |||
| Maximum Drawdown | 3.7 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.35 |
Eventide Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eventide Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eventide Large's standard deviation. In reality, there are many statistical measures that can use Eventide Large historical prices to predict the future Eventide Large's volatility.| Risk Adjusted Performance | 0.1196 | |||
| Jensen Alpha | 0.0303 | |||
| Total Risk Alpha | 0.0192 | |||
| Sortino Ratio | 0.0275 | |||
| Treynor Ratio | 0.1252 |
Eventide Large Cap Backtested Returns
At this stage we consider Eventide Mutual Fund to be very steady. Eventide Large Cap secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Eventide Large Cap, which you can use to evaluate the volatility of the entity. Please confirm Eventide Large's Downside Deviation of 0.6645, mean deviation of 0.5448, and Coefficient Of Variation of 595.24 to check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 0.87, which means possible diversification benefits within a given portfolio. Eventide Large returns are very sensitive to returns on the market. As the market goes up or down, Eventide Large is expected to follow.
Auto-correlation | 0.54 |
Modest predictability
Eventide Large Cap has modest predictability. Overlapping area represents the amount of predictability between Eventide Large time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th 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 Eventide Large Cap price movement. The serial correlation of 0.54 indicates that about 54.0% of current Eventide Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Eventide Large Cap lagged returns against current returns
Autocorrelation, which is Eventide 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 Eventide Large's mutual fund expected returns. We can calculate the autocorrelation of Eventide Large returns to help us make a trade decision. For example, suppose you find that Eventide 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 |
Eventide 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 Eventide Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eventide 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 Eventide Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Eventide Large Lagged Returns
When evaluating Eventide Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eventide Large mutual fund have on its future price. Eventide 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, Eventide Large autocorrelation shows the relationship between Eventide Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Eventide 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 Eventide Mutual Fund
Eventide Large financial ratios help investors to determine whether Eventide 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 Eventide with respect to the benefits of owning Eventide Large security.
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