The Government Fixed Fund Market Value
| HCUSX Fund | USD 8.57 0.05 0.59% |
| Symbol | Government |
Please note, there is a significant difference between Government Fixed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Government Fixed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Government Fixed's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Government Fixed '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 Government Fixed'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 Government Fixed.
| 05/01/2025 |
| 07/30/2025 |
If you would invest 0.00 in Government Fixed on May 1, 2025 and sell it all today you would earn a total of 0.00 from holding The Government Fixed or generate 0.0% return on investment in Government Fixed over 90 days. Government Fixed is related to or competes with Ab Select, and Abr 7525. Government Fixed is entity of United States More
Government Fixed 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 Government Fixed'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 Government Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3958 | |||
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 1.31 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.4751 |
Government Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Government Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Government Fixed's standard deviation. In reality, there are many statistical measures that can use Government Fixed historical prices to predict the future Government Fixed's volatility.| Risk Adjusted Performance | 0.0089 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.46) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Government Fixed'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.
Government Fixed Backtested Returns
At this stage we consider Government Mutual Fund to be very steady. Government Fixed holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Government Fixed, which you can use to evaluate the volatility of the entity. Please check out Government Fixed's Market Risk Adjusted Performance of 0.0017, downside deviation of 0.3958, and Risk Adjusted Performance of 0.0089 to validate if the risk estimate we provide is consistent with the expected return of 0.0025%. The fund retains a Market Volatility (i.e., Beta) of 0.0584, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Government Fixed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Government Fixed is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
The Government Fixed has insignificant reverse predictability. Overlapping area represents the amount of predictability between Government Fixed time series from 1st of May 2025 to 15th of June 2025 and 15th of June 2025 to 30th 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 Government Fixed price movement. The serial correlation of -0.16 indicates that over 16.0% of current Government Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Government Fixed lagged returns against current returns
Autocorrelation, which is Government Fixed 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 Government Fixed's mutual fund expected returns. We can calculate the autocorrelation of Government Fixed returns to help us make a trade decision. For example, suppose you find that Government Fixed 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 |
Government Fixed 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 Government Fixed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Government Fixed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Government Fixed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Government Fixed Lagged Returns
When evaluating Government Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Government Fixed mutual fund have on its future price. Government Fixed 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, Government Fixed autocorrelation shows the relationship between Government Fixed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Government Fixed.
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 Government Mutual Fund
Government Fixed financial ratios help investors to determine whether Government 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 Government with respect to the benefits of owning Government Fixed security.
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