Environment And Alternative Fund Market Value
| FSLEX Fund | USD 45.06 0.77 1.74% |
| Symbol | Environment |
Environment And '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 Environment And'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 Environment And.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Environment And on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Environment And Alternative or generate 0.0% return on investment in Environment And over 90 days. Environment And is related to or competes with Automotive Portfolio, Consumer Discretionary, Insurance Portfolio, Leisure Portfolio, and Transportation Portfolio. The fund normally invests at least 80 percent of assets in securities of companies principally engaged in business activ... More
Environment And 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 Environment And'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 Environment And Alternative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8079 | |||
| Information Ratio | 0.1558 | |||
| Maximum Drawdown | 5.37 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.56 |
Environment And Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Environment And's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Environment And's standard deviation. In reality, there are many statistical measures that can use Environment And historical prices to predict the future Environment And's volatility.| Risk Adjusted Performance | 0.2087 | |||
| Jensen Alpha | 0.1498 | |||
| Total Risk Alpha | 0.1274 | |||
| Sortino Ratio | 0.1846 | |||
| Treynor Ratio | 0.2457 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Environment And'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.
Environment And Alte Backtested Returns
At this stage we consider Environment Mutual Fund to be very steady. Environment And Alte secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Environment And Alternative, which you can use to evaluate the volatility of the entity. Please confirm Environment And's Coefficient Of Variation of 376.65, mean deviation of 0.7142, and Downside Deviation of 0.8079 to check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.99, which means possible diversification benefits within a given portfolio. Environment And returns are very sensitive to returns on the market. As the market goes up or down, Environment And is expected to follow.
Auto-correlation | 0.75 |
Good predictability
Environment And Alternative has good predictability. Overlapping area represents the amount of predictability between Environment And time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 Environment And Alte price movement. The serial correlation of 0.75 indicates that around 75.0% of current Environment And price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Environment And Alte lagged returns against current returns
Autocorrelation, which is Environment And 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 Environment And's mutual fund expected returns. We can calculate the autocorrelation of Environment And returns to help us make a trade decision. For example, suppose you find that Environment And 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 |
Environment And 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 Environment And mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Environment And mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Environment And mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Environment And Lagged Returns
When evaluating Environment And's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Environment And mutual fund have on its future price. Environment And 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, Environment And autocorrelation shows the relationship between Environment And mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Environment And Alternative.
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 Environment Mutual Fund
Environment And financial ratios help investors to determine whether Environment 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 Environment with respect to the benefits of owning Environment And security.
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