Oppnhmr Rochester Arizona Fund Market Value
| ORAZX Fund | USD 12.89 0.02 0.15% |
| Symbol | Oppnhmr |
Oppnhmr Rochester '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 Oppnhmr Rochester'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 Oppnhmr Rochester.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Oppnhmr Rochester on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Oppnhmr Rochester Arizona or generate 0.0% return on investment in Oppnhmr Rochester over 90 days. Oppnhmr Rochester is related to or competes with Chartwell Short, Ultra-short Fixed, Fidelity Flex, Franklin Federal, Ab Select, Aam/himco Short, and Baird Short. The fund invests at least 80 percent of its net assets in securities the income from which, in the opinion of counsel to... More
Oppnhmr Rochester 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 Oppnhmr Rochester'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 Oppnhmr Rochester Arizona upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4748 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.02 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.7143 |
Oppnhmr Rochester Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oppnhmr Rochester's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oppnhmr Rochester's standard deviation. In reality, there are many statistical measures that can use Oppnhmr Rochester historical prices to predict the future Oppnhmr Rochester's volatility.| Risk Adjusted Performance | 0.1436 | |||
| Jensen Alpha | 0.0696 | |||
| Total Risk Alpha | 0.0196 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (3.80) |
Oppnhmr Rochester Arizona Backtested Returns
At this stage we consider Oppnhmr Mutual Fund to be very steady. Oppnhmr Rochester Arizona maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Oppnhmr Rochester Arizona, which you can use to evaluate the volatility of the fund. Please check Oppnhmr Rochester's Semi Deviation of 0.2374, coefficient of variation of 513.26, and Risk Adjusted Performance of 0.1436 to confirm if the risk estimate we provide is consistent with the expected return of 0.0829%. The fund holds a Beta of -0.0179, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Oppnhmr Rochester are expected to decrease at a much lower rate. During the bear market, Oppnhmr Rochester is likely to outperform the market.
Auto-correlation | 0.78 |
Good predictability
Oppnhmr Rochester Arizona has good predictability. Overlapping area represents the amount of predictability between Oppnhmr Rochester time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Oppnhmr Rochester Arizona price movement. The serial correlation of 0.78 indicates that around 78.0% of current Oppnhmr Rochester price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Oppnhmr Rochester Arizona lagged returns against current returns
Autocorrelation, which is Oppnhmr Rochester 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 Oppnhmr Rochester's mutual fund expected returns. We can calculate the autocorrelation of Oppnhmr Rochester returns to help us make a trade decision. For example, suppose you find that Oppnhmr Rochester 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 |
Oppnhmr Rochester 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 Oppnhmr Rochester mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oppnhmr Rochester mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oppnhmr Rochester mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Oppnhmr Rochester Lagged Returns
When evaluating Oppnhmr Rochester's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oppnhmr Rochester mutual fund have on its future price. Oppnhmr Rochester 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, Oppnhmr Rochester autocorrelation shows the relationship between Oppnhmr Rochester mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Oppnhmr Rochester Arizona.
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 Oppnhmr Mutual Fund
Oppnhmr Rochester financial ratios help investors to determine whether Oppnhmr 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 Oppnhmr with respect to the benefits of owning Oppnhmr Rochester security.
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