Rmb Small Cap Fund Market Value
| RMBBX Fund | USD 16.21 0.02 0.12% |
| Symbol | Rmb |
Rmb Small '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 Rmb Small'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 Rmb Small.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Rmb Small on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Rmb Small Cap or generate 0.0% return on investment in Rmb Small over 90 days. Rmb Small is related to or competes with Gold, James Balanced, World Precious, First Eagle, Europac Gold, Invesco Gold, and The Gold. The fund seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of ... More
Rmb Small 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 Rmb Small'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 Rmb Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.05 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.19 |
Rmb Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rmb Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rmb Small's standard deviation. In reality, there are many statistical measures that can use Rmb Small historical prices to predict the future Rmb Small's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.02) |
Rmb Small Cap Backtested Returns
Rmb Small Cap maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the entity had a close to zero % return per unit of risk over the last 3 months. Rmb Small Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rmb Small's Variance of 0.7847, insignificant risk adjusted performance, and Coefficient Of Variation of (12,591) to confirm the risk estimate we provide. The fund holds a Beta of 0.8, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rmb Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rmb Small is expected to be smaller as well.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Rmb Small Cap has insignificant reverse predictability. Overlapping area represents the amount of predictability between Rmb Small 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 Rmb Small Cap price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Rmb Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Rmb Small Cap lagged returns against current returns
Autocorrelation, which is Rmb Small 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 Rmb Small's mutual fund expected returns. We can calculate the autocorrelation of Rmb Small returns to help us make a trade decision. For example, suppose you find that Rmb Small 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 |
Rmb Small 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 Rmb Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rmb Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rmb Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rmb Small Lagged Returns
When evaluating Rmb Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rmb Small mutual fund have on its future price. Rmb Small 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, Rmb Small autocorrelation shows the relationship between Rmb Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rmb Small Cap.
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 Rmb Mutual Fund
Rmb Small financial ratios help investors to determine whether Rmb 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 Rmb with respect to the benefits of owning Rmb Small security.
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