Riskproreg 30 Fund Market Value
| PFSEX Fund | USD 15.10 0.05 0.33% |
| Symbol | Riskproreg |
Riskproreg '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 Riskproreg'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 Riskproreg.
| 04/03/2025 |
| 07/02/2025 |
If you would invest 0.00 in Riskproreg on April 3, 2025 and sell it all today you would earn a total of 0.00 from holding Riskproreg 30 Fund or generate 0.0% return on investment in Riskproreg over 90 days. Riskproreg is related to or competes with Invesco Technology, T Rowe, Ivy Science, Victory Rs, and Blackrock Science. The fund seeks to achieve its investment objective by investing more than 80 percent of the funds assets in shares of mu... More
Riskproreg 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 Riskproreg'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 Riskproreg 30 Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.0275 | |||
| Maximum Drawdown | 11.48 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.95 |
Riskproreg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Riskproreg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Riskproreg's standard deviation. In reality, there are many statistical measures that can use Riskproreg historical prices to predict the future Riskproreg's volatility.| Risk Adjusted Performance | 0.1338 | |||
| Jensen Alpha | 0.1316 | |||
| Total Risk Alpha | 0.0446 | |||
| Sortino Ratio | 0.0242 | |||
| Treynor Ratio | (1.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Riskproreg'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.
Riskproreg 30 Backtested Returns
Riskproreg appears to be not too volatile, given 3 months investment horizon. Riskproreg 30 maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Riskproreg 30, which you can use to evaluate the volatility of the fund. Please evaluate Riskproreg's Semi Deviation of 1.6, risk adjusted performance of 0.1338, and Coefficient Of Variation of 1232.51 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.0705, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Riskproreg are expected to decrease at a much lower rate. During the bear market, Riskproreg is likely to outperform the market.
Auto-correlation | 0.82 |
Very good predictability
Riskproreg 30 Fund has very good predictability. Overlapping area represents the amount of predictability between Riskproreg time series from 3rd of April 2025 to 18th of May 2025 and 18th of May 2025 to 2nd 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 Riskproreg 30 price movement. The serial correlation of 0.82 indicates that around 82.0% of current Riskproreg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Riskproreg 30 lagged returns against current returns
Autocorrelation, which is Riskproreg 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 Riskproreg's mutual fund expected returns. We can calculate the autocorrelation of Riskproreg returns to help us make a trade decision. For example, suppose you find that Riskproreg 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 |
Riskproreg 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 Riskproreg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Riskproreg mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Riskproreg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Riskproreg Lagged Returns
When evaluating Riskproreg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Riskproreg mutual fund have on its future price. Riskproreg 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, Riskproreg autocorrelation shows the relationship between Riskproreg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Riskproreg 30 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 Riskproreg Mutual Fund
Riskproreg financial ratios help investors to determine whether Riskproreg 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 Riskproreg with respect to the benefits of owning Riskproreg security.
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