The Jensen Portfolio Fund Market Value
| JENRX Fund | USD 59.57 0.14 0.23% |
| Symbol | Jensen |
Jensen Portfolio '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 Jensen Portfolio'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 Jensen Portfolio.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Jensen Portfolio on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding The Jensen Portfolio or generate 0.0% return on investment in Jensen Portfolio over 90 days. Jensen Portfolio is related to or competes with Aig Government, Virtus Seix, Voya Government, Inverse Government, and Ridgeworth Seix. To achieve its objective, the fund invests in equity securities of approximately 25 to 30 companies More
Jensen Portfolio 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 Jensen Portfolio'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 Jensen Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6113 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 1.23 |
Jensen Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jensen Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jensen Portfolio's standard deviation. In reality, there are many statistical measures that can use Jensen Portfolio historical prices to predict the future Jensen Portfolio's volatility.| Risk Adjusted Performance | 0.1819 | |||
| Jensen Alpha | 8.0E-4 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.2005 |
Jensen Portfolio Backtested Returns
At this stage we consider Jensen Mutual Fund to be very steady. Jensen Portfolio holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jensen Portfolio, which you can use to evaluate the volatility of the entity. Please check out Jensen Portfolio's Market Risk Adjusted Performance of 0.2105, risk adjusted performance of 0.1819, and Downside Deviation of 0.6113 to validate if the risk estimate we provide is consistent with the expected return of 0.0941%. The fund retains a Market Volatility (i.e., Beta) of 0.74, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jensen Portfolio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jensen Portfolio is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
The Jensen Portfolio has good predictability. Overlapping area represents the amount of predictability between Jensen Portfolio time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Jensen Portfolio price movement. The serial correlation of 0.78 indicates that around 78.0% of current Jensen Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Jensen Portfolio lagged returns against current returns
Autocorrelation, which is Jensen Portfolio 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 Jensen Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Jensen Portfolio returns to help us make a trade decision. For example, suppose you find that Jensen Portfolio 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 |
Jensen Portfolio 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 Jensen Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jensen Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jensen Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jensen Portfolio Lagged Returns
When evaluating Jensen Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jensen Portfolio mutual fund have on its future price. Jensen Portfolio 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, Jensen Portfolio autocorrelation shows the relationship between Jensen Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Jensen Portfolio.
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 Jensen Mutual Fund
Jensen Portfolio financial ratios help investors to determine whether Jensen 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 Jensen with respect to the benefits of owning Jensen Portfolio security.
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