Global Centrated Portfolio Fund Market Value
| MLNAX Fund | USD 26.08 0.09 0.35% |
| Symbol | Global |
Global Centrated '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 Global Centrated'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 Global Centrated.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Global Centrated on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Global Centrated Portfolio or generate 0.0% return on investment in Global Centrated over 90 days. Global Centrated is related to or competes with Catalyst Exceed, Qs Growth, Ab Core, T Rowe, Semiconductor Ultrasector, Balanced Fund, and Aqr Diversified. The Adviser seeks to achieve the funds investment objective by investing primarily in U.S More
Global Centrated 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 Global Centrated'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 Global Centrated Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9116 | |||
| Information Ratio | 0.1484 | |||
| Maximum Drawdown | 4.19 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 2.03 |
Global Centrated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Centrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Centrated's standard deviation. In reality, there are many statistical measures that can use Global Centrated historical prices to predict the future Global Centrated's volatility.| Risk Adjusted Performance | 0.2841 | |||
| Jensen Alpha | 0.274 | |||
| Total Risk Alpha | 0.1384 | |||
| Sortino Ratio | 0.1468 | |||
| Treynor Ratio | (3.67) |
Global Centrated Por Backtested Returns
Global Centrated appears to be very steady, given 3 months investment horizon. Global Centrated Por holds Efficiency (Sharpe) Ratio of 0.41, which attests that the entity had a 0.41 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Global Centrated Por, which you can use to evaluate the volatility of the entity. Please utilize Global Centrated's Market Risk Adjusted Performance of (3.66), risk adjusted performance of 0.2841, and Downside Deviation of 0.9116 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.072, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Global Centrated are expected to decrease at a much lower rate. During the bear market, Global Centrated is likely to outperform the market.
Auto-correlation | 0.82 |
Very good predictability
Global Centrated Portfolio has very good predictability. Overlapping area represents the amount of predictability between Global Centrated time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Global Centrated Por price movement. The serial correlation of 0.82 indicates that around 82.0% of current Global Centrated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Global Centrated Por lagged returns against current returns
Autocorrelation, which is Global Centrated 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 Global Centrated's mutual fund expected returns. We can calculate the autocorrelation of Global Centrated returns to help us make a trade decision. For example, suppose you find that Global Centrated 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 |
Global Centrated 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 Global Centrated mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Centrated mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Centrated mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Global Centrated Lagged Returns
When evaluating Global Centrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Centrated mutual fund have on its future price. Global Centrated 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, Global Centrated autocorrelation shows the relationship between Global Centrated mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Global Centrated 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 Global Mutual Fund
Global Centrated financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Centrated security.
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