Morningstar Growth Etf Market Value
| GETFX Fund | USD 13.82 0.20 1.47% |
| Symbol | MORNINGSTAR |
Morningstar Growth '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 Morningstar Growth'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 Morningstar Growth.
| 05/25/2025 |
| 08/23/2025 |
If you would invest 0.00 in Morningstar Growth on May 25, 2025 and sell it all today you would earn a total of 0.00 from holding Morningstar Growth Etf or generate 0.0% return on investment in Morningstar Growth over 90 days. Morningstar Growth is related to or competes with Artisan Small, L Abbett, Needham Aggressive, Qs Growth, and Eagle Growth. More
Morningstar Growth 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 Morningstar Growth'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 Morningstar Growth Etf upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4732 | |||
| Information Ratio | 0.0318 | |||
| Maximum Drawdown | 2.05 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 1.03 |
Morningstar Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morningstar Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morningstar Growth's standard deviation. In reality, there are many statistical measures that can use Morningstar Growth historical prices to predict the future Morningstar Growth's volatility.| Risk Adjusted Performance | 0.1681 | |||
| Jensen Alpha | 0.1348 | |||
| Total Risk Alpha | 0.0447 | |||
| Sortino Ratio | 0.0348 | |||
| Treynor Ratio | (0.43) |
Morningstar Growth Etf Backtested Returns
At this stage we consider MORNINGSTAR Mutual Fund to be very steady. Morningstar Growth Etf has Sharpe Ratio of 0.23, which conveys that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Morningstar Growth, which you can use to evaluate the volatility of the fund. Please verify Morningstar Growth's Risk Adjusted Performance of 0.1681, downside deviation of 0.4732, and Mean Deviation of 0.4061 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. The fund secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Morningstar Growth are expected to decrease at a much lower rate. During the bear market, Morningstar Growth is likely to outperform the market.
Auto-correlation | 0.88 |
Very good predictability
Morningstar Growth Etf has very good predictability. Overlapping area represents the amount of predictability between Morningstar Growth time series from 25th of May 2025 to 9th of July 2025 and 9th of July 2025 to 23rd 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 Morningstar Growth Etf price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Morningstar Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Morningstar Growth Etf lagged returns against current returns
Autocorrelation, which is Morningstar Growth 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 Morningstar Growth's mutual fund expected returns. We can calculate the autocorrelation of Morningstar Growth returns to help us make a trade decision. For example, suppose you find that Morningstar Growth 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 |
Morningstar Growth 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 Morningstar Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morningstar Growth mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morningstar Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Morningstar Growth Lagged Returns
When evaluating Morningstar Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morningstar Growth mutual fund have on its future price. Morningstar Growth 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, Morningstar Growth autocorrelation shows the relationship between Morningstar Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Morningstar Growth Etf.
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 MORNINGSTAR Mutual Fund
Morningstar Growth financial ratios help investors to determine whether MORNINGSTAR 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 MORNINGSTAR with respect to the benefits of owning Morningstar Growth security.
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