Equity Income Portfolio Fund Market Value
| GEQIX Fund | USD 15.75 0.08 0.51% |
| Symbol | Equity |
Equity Income '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 Equity Income'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 Equity Income.
| 11/05/2023 |
| 07/27/2025 |
If you would invest 0.00 in Equity Income on November 5, 2023 and sell it all today you would earn a total of 0.00 from holding Equity Income Portfolio or generate 0.0% return on investment in Equity Income over 630 days. Equity Income is related to or competes with Allianzgi Technology, and T Rowe. The portfolio invests, under normal market circumstances, at least 80 percent of the value of its net assets in income-p... More
Equity Income 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 Equity Income'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 Equity Income Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7112 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.55 |
Equity Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Equity Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Equity Income's standard deviation. In reality, there are many statistical measures that can use Equity Income historical prices to predict the future Equity Income's volatility.| Risk Adjusted Performance | 0.2041 | |||
| Jensen Alpha | 0.0137 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2152 |
Equity Income Portfolio Backtested Returns
At this stage we consider Equity Mutual Fund to be very steady. Equity Income Portfolio secures Sharpe Ratio (or Efficiency) of 0.23, which denotes the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Equity Income Portfolio, which you can use to evaluate the volatility of the entity. Please confirm Equity Income's Downside Deviation of 0.7112, coefficient of variation of 379.48, and Mean Deviation of 0.5846 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 0.87, which means possible diversification benefits within a given portfolio. Equity Income returns are very sensitive to returns on the market. As the market goes up or down, Equity Income is expected to follow.
Auto-correlation | 0.17 |
Very weak predictability
Equity Income Portfolio has very weak predictability. Overlapping area represents the amount of predictability between Equity Income time series from 5th of November 2023 to 15th of September 2024 and 15th of September 2024 to 27th 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 Equity Income Portfolio price movement. The serial correlation of 0.17 indicates that over 17.0% of current Equity Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Equity Income Portfolio lagged returns against current returns
Autocorrelation, which is Equity Income 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 Equity Income's mutual fund expected returns. We can calculate the autocorrelation of Equity Income returns to help us make a trade decision. For example, suppose you find that Equity Income 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 |
Equity Income 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 Equity Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Equity Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Equity Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Equity Income Lagged Returns
When evaluating Equity Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Equity Income mutual fund have on its future price. Equity Income 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, Equity Income autocorrelation shows the relationship between Equity Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Equity Income Portfolio.
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 Equity Mutual Fund
Equity Income financial ratios help investors to determine whether Equity 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 Equity with respect to the benefits of owning Equity Income security.
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