Ivy Energy Fund Market Value
| IVEIX Fund | USD 9.95 0.09 0.91% |
| Symbol | Ivy |
Ivy Energy '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 Ivy Energy'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 Ivy Energy.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in Ivy Energy on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding Ivy Energy Fund or generate 0.0% return on investment in Ivy Energy over 90 days. Ivy Energy is related to or competes with Live Oak, Schwab Health, Hartford Healthcare, Putnam Global, Health Care, and Alger Health. The fund seeks to achieve its objective by investing in securities of U.S More
Ivy Energy 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 Ivy Energy'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 Ivy Energy Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8481 | |||
| Information Ratio | 0.0527 | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.26 |
Ivy Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ivy Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ivy Energy's standard deviation. In reality, there are many statistical measures that can use Ivy Energy historical prices to predict the future Ivy Energy's volatility.| Risk Adjusted Performance | 0.1541 | |||
| Jensen Alpha | 0.0852 | |||
| Total Risk Alpha | 0.0417 | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 0.2519 |
Ivy Energy Fund Backtested Returns
At this stage we consider Ivy Mutual Fund to be very steady. Ivy Energy Fund holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ivy Energy Fund, which you can use to evaluate the volatility of the entity. Please check out Ivy Energy's Downside Deviation of 0.8481, risk adjusted performance of 0.1541, and Market Risk Adjusted Performance of 0.2619 to validate if the risk estimate we provide is consistent with the expected return of 0.091%. The fund retains a Market Volatility (i.e., Beta) of 0.57, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ivy Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ivy Energy is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Ivy Energy Fund has average predictability. Overlapping area represents the amount of predictability between Ivy Energy time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th 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 Ivy Energy Fund price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Ivy Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ivy Energy Fund lagged returns against current returns
Autocorrelation, which is Ivy Energy 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 Ivy Energy's mutual fund expected returns. We can calculate the autocorrelation of Ivy Energy returns to help us make a trade decision. For example, suppose you find that Ivy Energy 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 |
Ivy Energy 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 Ivy Energy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ivy Energy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ivy Energy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ivy Energy Lagged Returns
When evaluating Ivy Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ivy Energy mutual fund have on its future price. Ivy Energy 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, Ivy Energy autocorrelation shows the relationship between Ivy Energy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ivy Energy Fund.
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 Ivy Mutual Fund
Ivy Energy financial ratios help investors to determine whether Ivy 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 Ivy with respect to the benefits of owning Ivy Energy security.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
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