Jamestown Equity Fund Market Value
| JAMEX Fund | USD 36.74 0.04 0.11% |
| Symbol | JAMESTOWN |
Jamestown Equity '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 Jamestown Equity'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 Jamestown Equity.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in Jamestown Equity on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding Jamestown Equity Fund or generate 0.0% return on investment in Jamestown Equity over 90 days. Jamestown Equity is related to or competes with Qs Small, Small Pany, Aqr Small, Needham Small, Foundry Partners, Transamerica International, and Sp Smallcap. Under normal circumstances, at least 80 percent of the funds net assets will be invested in equity securities More
Jamestown Equity 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 Jamestown Equity'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 Jamestown Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5743 | |||
| Information Ratio | 0.1272 | |||
| Maximum Drawdown | 3.44 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 1.06 |
Jamestown Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jamestown Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jamestown Equity's standard deviation. In reality, there are many statistical measures that can use Jamestown Equity historical prices to predict the future Jamestown Equity's volatility.| Risk Adjusted Performance | 0.1933 | |||
| Jensen Alpha | 0.1025 | |||
| Total Risk Alpha | 0.0897 | |||
| Sortino Ratio | 0.1375 | |||
| Treynor Ratio | 0.2253 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jamestown Equity'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.
Jamestown Equity Backtested Returns
At this stage we consider JAMESTOWN Mutual Fund to be very steady. Jamestown Equity holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jamestown Equity, which you can use to evaluate the volatility of the entity. Please check out Jamestown Equity's Risk Adjusted Performance of 0.1933, downside deviation of 0.5743, and Market Risk Adjusted Performance of 0.2353 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. The fund retains a Market Volatility (i.e., Beta) of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jamestown Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jamestown Equity is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Jamestown Equity Fund has good predictability. Overlapping area represents the amount of predictability between Jamestown Equity time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th 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 Jamestown Equity price movement. The serial correlation of 0.77 indicates that around 77.0% of current Jamestown Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Jamestown Equity lagged returns against current returns
Autocorrelation, which is Jamestown Equity 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 Jamestown Equity's mutual fund expected returns. We can calculate the autocorrelation of Jamestown Equity returns to help us make a trade decision. For example, suppose you find that Jamestown Equity 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 |
Jamestown Equity 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 Jamestown Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jamestown Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jamestown Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jamestown Equity Lagged Returns
When evaluating Jamestown Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jamestown Equity mutual fund have on its future price. Jamestown Equity 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, Jamestown Equity autocorrelation shows the relationship between Jamestown Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jamestown Equity 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 JAMESTOWN Mutual Fund
Jamestown Equity financial ratios help investors to determine whether JAMESTOWN 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 JAMESTOWN with respect to the benefits of owning Jamestown Equity security.
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