Evercore Equity Fund Market Value
| EWMCX Fund | USD 41.30 0.52 1.28% |
| Symbol | Evercore |
Evercore Equity '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 Evercore Equity'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 Evercore Equity.
| 07/28/2025 |
| 10/26/2025 |
If you would invest 0.00 in Evercore Equity on July 28, 2025 and sell it all today you would earn a total of 0.00 from holding Evercore Equity Fund or generate 0.0% return on investment in Evercore Equity over 90 days. Evercore Equity is related to or competes with T Rowe, Tocqueville Fund, T Rowe, Columbia Large, Nationwide Mid, T Rowe, and Guggenheim Active. The Advisor attempts to achieve its investment objective of long term growth of capital by investing principally in a di... More
Evercore Equity 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 Evercore Equity'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 Evercore Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7131 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.34 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.3 |
Evercore Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Evercore Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Evercore Equity's standard deviation. In reality, there are many statistical measures that can use Evercore Equity historical prices to predict the future Evercore Equity's volatility.| Risk Adjusted Performance | 0.0751 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0719 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Evercore Equity'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.
Evercore Equity Backtested Returns
At this stage we consider Evercore Mutual Fund to be very steady. Evercore Equity secures Sharpe Ratio (or Efficiency) of 0.0996, which denotes the fund had a 0.0996 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Evercore Equity Fund, which you can use to evaluate the volatility of the entity. Please confirm Evercore Equity's Downside Deviation of 0.7131, mean deviation of 0.5277, and Coefficient Of Variation of 865.92 to check if the risk estimate we provide is consistent with the expected return of 0.0711%. The fund shows a Beta (market volatility) of 1.01, which means a somewhat significant risk relative to the market. Evercore Equity returns are very sensitive to returns on the market. As the market goes up or down, Evercore Equity is expected to follow.
Auto-correlation | -0.26 |
Weak reverse predictability
Evercore Equity Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Evercore Equity time series from 28th of July 2025 to 11th of September 2025 and 11th of September 2025 to 26th of October 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 Evercore Equity price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Evercore Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Evercore Equity lagged returns against current returns
Autocorrelation, which is Evercore Equity 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 Evercore Equity's mutual fund expected returns. We can calculate the autocorrelation of Evercore Equity returns to help us make a trade decision. For example, suppose you find that Evercore Equity 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 |
Evercore Equity 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 Evercore Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Evercore Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Evercore Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Evercore Equity Lagged Returns
When evaluating Evercore Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Evercore Equity mutual fund have on its future price. Evercore Equity 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, Evercore Equity autocorrelation shows the relationship between Evercore Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Evercore Equity Fund.
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 Evercore Mutual Fund
Evercore Equity financial ratios help investors to determine whether Evercore 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 Evercore with respect to the benefits of owning Evercore Equity security.
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