Evaluator Moderate Rms Fund Market Value
| EVFMX Fund | USD 11.49 0.01 0.09% |
| Symbol | Evaluator |
Evaluator Moderate '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 Evaluator Moderate'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 Evaluator Moderate.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Evaluator Moderate on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Evaluator Moderate Rms or generate 0.0% return on investment in Evaluator Moderate over 90 days. Evaluator Moderate is related to or competes with Ab Municipal, Franklin Government, Gurtin California, Intermediate-term, Old Westbury, Fidelity California, and Ab Municipal. The fund seeks to achieve its objective by investing in the securities of other unaffiliated investment companies, inclu... More
Evaluator Moderate 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 Evaluator Moderate'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 Evaluator Moderate Rms upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6159 | |||
| Information Ratio | 0.063 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 1.29 |
Evaluator Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Evaluator Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Evaluator Moderate's standard deviation. In reality, there are many statistical measures that can use Evaluator Moderate historical prices to predict the future Evaluator Moderate's volatility.| Risk Adjusted Performance | 0.2859 | |||
| Jensen Alpha | 0.0964 | |||
| Total Risk Alpha | 0.0874 | |||
| Sortino Ratio | 0.0575 | |||
| Treynor Ratio | 0.3113 |
Evaluator Moderate Rms Backtested Returns
Evaluator Moderate appears to be very steady, given 3 months investment horizon. Evaluator Moderate Rms secures Sharpe Ratio (or Efficiency) of 0.4, which denotes the fund had a 0.4 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Evaluator Moderate Rms, which you can use to evaluate the volatility of the entity. Please utilize Evaluator Moderate's Mean Deviation of 0.3992, semi deviation of 0.1486, and Downside Deviation of 0.6159 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.53, which means possible diversification benefits within a given portfolio. As returns on the market increase, Evaluator Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Evaluator Moderate is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Evaluator Moderate Rms has very good predictability. Overlapping area represents the amount of predictability between Evaluator Moderate time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Evaluator Moderate Rms price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Evaluator Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Evaluator Moderate Rms lagged returns against current returns
Autocorrelation, which is Evaluator Moderate 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 Evaluator Moderate's mutual fund expected returns. We can calculate the autocorrelation of Evaluator Moderate returns to help us make a trade decision. For example, suppose you find that Evaluator Moderate 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 |
Evaluator Moderate 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 Evaluator Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Evaluator Moderate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Evaluator Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Evaluator Moderate Lagged Returns
When evaluating Evaluator Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Evaluator Moderate mutual fund have on its future price. Evaluator Moderate 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, Evaluator Moderate autocorrelation shows the relationship between Evaluator Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Evaluator Moderate Rms.
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 Evaluator Mutual Fund
Evaluator Moderate financial ratios help investors to determine whether Evaluator 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 Evaluator with respect to the benefits of owning Evaluator Moderate security.
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