Optimix Wereld (Netherlands) Market Value
| OPWAF Fund | EUR 65.88 0.02 0.03% |
| Symbol | Optimix |
Please note, there is a significant difference between Optimix Wereld's value and its price as these two are different measures arrived at by different means. Investors typically determine if Optimix Wereld is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Optimix Wereld's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Optimix Wereld '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 Optimix Wereld's 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 Optimix Wereld.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Optimix Wereld on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Optimix Wereld Aandelen or generate 0.0% return on investment in Optimix Wereld over 90 days. Optimix Wereld is related to or competes with Kempen Global, Optimix Mix, Add Value, and Cardano Impact. More
Optimix Wereld 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 Optimix Wereld's 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 Optimix Wereld Aandelen upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5956 | |||
| Information Ratio | 0.0423 | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 1.32 |
Optimix Wereld Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Optimix Wereld's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Optimix Wereld's standard deviation. In reality, there are many statistical measures that can use Optimix Wereld historical prices to predict the future Optimix Wereld's volatility.| Risk Adjusted Performance | 0.1693 | |||
| Jensen Alpha | 0.1291 | |||
| Total Risk Alpha | 0.0417 | |||
| Sortino Ratio | 0.0492 | |||
| Treynor Ratio | 1.26 |
Optimix Wereld Aandelen Backtested Returns
At this point, Optimix Wereld is very steady. Optimix Wereld Aandelen maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Optimix Wereld Aandelen, which you can use to evaluate the volatility of the fund. Please check Optimix Wereld's Semi Deviation of 0.2407, risk adjusted performance of 0.1693, and Coefficient Of Variation of 456.95 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The fund holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Optimix Wereld's returns are expected to increase less than the market. However, during the bear market, the loss of holding Optimix Wereld is expected to be smaller as well.
Auto-correlation | 0.85 |
Very good predictability
Optimix Wereld Aandelen has very good predictability. Overlapping area represents the amount of predictability between Optimix Wereld time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 Optimix Wereld Aandelen price movement. The serial correlation of 0.85 indicates that around 85.0% of current Optimix Wereld price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 1.34 |
Optimix Wereld Aandelen lagged returns against current returns
Autocorrelation, which is Optimix Wereld 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 Optimix Wereld's fund expected returns. We can calculate the autocorrelation of Optimix Wereld returns to help us make a trade decision. For example, suppose you find that Optimix Wereld has exhibited high autocorrelation historically, and you observe that the 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 |
Optimix Wereld 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 Optimix Wereld fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Optimix Wereld fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Optimix Wereld fund over time.
Current vs Lagged Prices |
| Timeline |
Optimix Wereld Lagged Returns
When evaluating Optimix Wereld's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Optimix Wereld fund have on its future price. Optimix Wereld 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, Optimix Wereld autocorrelation shows the relationship between Optimix Wereld fund current value and its past values and can show if there is a momentum factor associated with investing in Optimix Wereld Aandelen.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Optimix Fund
Optimix Wereld financial ratios help investors to determine whether Optimix 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 Optimix with respect to the benefits of owning Optimix Wereld security.
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| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |