Huber Capital Diversified Fund Market Value
| HUDIX Fund | USD 25.37 0.45 1.81% |
| Symbol | Huber |
Huber Capital '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 Huber Capital'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 Huber Capital.
| 05/25/2025 |
| 08/23/2025 |
If you would invest 0.00 in Huber Capital on May 25, 2025 and sell it all today you would earn a total of 0.00 from holding Huber Capital Diversified or generate 0.0% return on investment in Huber Capital over 90 days. Huber Capital is related to or competes with Madison Diversified, Tiaa-cref Small-cap, Stone Ridge, Delaware Limited-term, Principal Lifetime, Legg Mason, and Wilmington Diversified. The investment seeks to achieve current income and capital appreciation More
Huber Capital 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 Huber Capital'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 Huber Capital Diversified upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5818 | |||
| Information Ratio | 0.07 | |||
| Maximum Drawdown | 2.88 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.32 |
Huber Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huber Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huber Capital's standard deviation. In reality, there are many statistical measures that can use Huber Capital historical prices to predict the future Huber Capital's volatility.| Risk Adjusted Performance | 0.1716 | |||
| Jensen Alpha | 0.0977 | |||
| Total Risk Alpha | 0.0577 | |||
| Sortino Ratio | 0.076 | |||
| Treynor Ratio | 0.3205 |
Huber Capital Diversified Backtested Returns
At this stage we consider Huber Mutual Fund to be very steady. Huber Capital Diversified holds Efficiency (Sharpe) Ratio of 0.23, which attests 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 Huber Capital Diversified, which you can use to evaluate the volatility of the entity. Please check out Huber Capital's Downside Deviation of 0.5818, market risk adjusted performance of 0.3305, and Risk Adjusted Performance of 0.1716 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. The fund retains a Market Volatility (i.e., Beta) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Huber Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Huber Capital is expected to be smaller as well.
Auto-correlation | 0.17 |
Very weak predictability
Huber Capital Diversified has very weak predictability. Overlapping area represents the amount of predictability between Huber Capital 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 Huber Capital Diversified price movement. The serial correlation of 0.17 indicates that over 17.0% of current Huber Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Huber Capital Diversified lagged returns against current returns
Autocorrelation, which is Huber Capital 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 Huber Capital's mutual fund expected returns. We can calculate the autocorrelation of Huber Capital returns to help us make a trade decision. For example, suppose you find that Huber Capital 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 |
Huber Capital 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 Huber Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huber Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huber Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Huber Capital Lagged Returns
When evaluating Huber Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huber Capital mutual fund have on its future price. Huber Capital 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, Huber Capital autocorrelation shows the relationship between Huber Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Huber Capital Diversified.
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 Huber Mutual Fund
Huber Capital financial ratios help investors to determine whether Huber 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 Huber with respect to the benefits of owning Huber Capital security.
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