The Esg Growth Fund Market Value
| HCESX Fund | USD 19.63 0.07 0.36% |
| Symbol | Esg |
Esg 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 Esg 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 Esg Growth.
| 06/20/2025 |
| 12/17/2025 |
If you would invest 0.00 in Esg Growth on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding The Esg Growth or generate 0.0% return on investment in Esg Growth over 180 days. Esg Growth is related to or competes with Elfun Diversified, Manning Napier, Fulcrum Diversified, Mfs Diversified, Mainstay Conservative, Eaton Vance, and Pgim Conservative. The investment seeks to maximize total return while emphasizing environmental, social and governance focused investments More
Esg 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 Esg 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 The Esg Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8429 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.18 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.16 |
Esg Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Esg Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Esg Growth's standard deviation. In reality, there are many statistical measures that can use Esg Growth historical prices to predict the future Esg Growth's volatility.| Risk Adjusted Performance | 0.0637 | |||
| Jensen Alpha | 0.0507 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.915 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Esg Growth'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.
Esg Growth Backtested Returns
At this stage we consider Esg Mutual Fund to be very steady. Esg Growth secures Sharpe Ratio (or Efficiency) of 0.0761, which denotes the fund had a 0.0761 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Esg Growth, which you can use to evaluate the volatility of the entity. Please confirm Esg Growth's Downside Deviation of 0.8429, risk adjusted performance of 0.0637, and Semi Deviation of 0.7388 to check if the risk estimate we provide is consistent with the expected return of 0.0552%. The fund shows a Beta (market volatility) of 0.0596, which means not very significant fluctuations relative to the market. As returns on the market increase, Esg Growth's returns are expected to increase less than the market. However, during the bear market, the loss of holding Esg Growth is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
The Esg Growth has good predictability. Overlapping area represents the amount of predictability between Esg Growth time series from 20th of June 2025 to 18th of September 2025 and 18th of September 2025 to 17th of December 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 Esg Growth price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Esg Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Esg Growth lagged returns against current returns
Autocorrelation, which is Esg 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 Esg Growth's mutual fund expected returns. We can calculate the autocorrelation of Esg Growth returns to help us make a trade decision. For example, suppose you find that Esg 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 |
Esg 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 Esg Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Esg 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 Esg Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Esg Growth Lagged Returns
When evaluating Esg Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Esg Growth mutual fund have on its future price. Esg 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, Esg Growth autocorrelation shows the relationship between Esg Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Esg Growth.
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 Esg Mutual Fund
Esg Growth financial ratios help investors to determine whether Esg 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 Esg with respect to the benefits of owning Esg Growth security.
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