Regional Bank Fund Market Value
| FRBAX Fund | USD 25.15 1.60 6.79% |
| Symbol | Regional |
Regional Bank '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 Regional Bank'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 Regional Bank.
| 01/09/2025 |
| 04/09/2025 |
If you would invest 0.00 in Regional Bank on January 9, 2025 and sell it all today you would earn a total of 0.00 from holding Regional Bank Fund or generate 0.0% return on investment in Regional Bank over 90 days. Regional Bank is related to or competes with Rbc Global, Ab Global, Siit Global, Morgan Stanley, Legg Mason, and Dreyfus/standish. The fund normally invests at least 80 percent of its net assets in equity securities of regional banks More
Regional Bank 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 Regional Bank'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 Regional Bank Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 12.18 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 2.32 |
Regional Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regional Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regional Bank's standard deviation. In reality, there are many statistical measures that can use Regional Bank historical prices to predict the future Regional Bank's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | 0.0079 | |||
| Treynor Ratio | (0.56) |
Regional Bank Backtested Returns
Regional Bank maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the entity had a -0.12 % return per unit of risk over the last 3 months. Regional Bank exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regional Bank's Risk Adjusted Performance of (0.17), coefficient of variation of (698.80), and Variance of 3.19 to confirm the risk estimate we provide. The fund holds a Beta of 0.48, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Regional Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Regional Bank is expected to be smaller as well.
Auto-correlation | -0.29 |
Weak reverse predictability
Regional Bank Fund has weak reverse predictability. Overlapping area represents the amount of predictability between Regional Bank time series from 9th of January 2025 to 23rd of February 2025 and 23rd of February 2025 to 9th of April 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 Regional Bank price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Regional Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
Regional Bank lagged returns against current returns
Autocorrelation, which is Regional Bank 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 Regional Bank's mutual fund expected returns. We can calculate the autocorrelation of Regional Bank returns to help us make a trade decision. For example, suppose you find that Regional Bank 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 |
Regional Bank 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 Regional Bank mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regional Bank mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regional Bank mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Regional Bank Lagged Returns
When evaluating Regional Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regional Bank mutual fund have on its future price. Regional Bank 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, Regional Bank autocorrelation shows the relationship between Regional Bank mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Regional Bank Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
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| ASLE | AerSale Corp | |
| ATS | AT S Austria |
Other Information on Investing in Regional Mutual Fund
Regional Bank financial ratios help investors to determine whether Regional 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 Regional with respect to the benefits of owning Regional Bank security.
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