Moderately Aggressive Balanced Fund Market Value
| SAMIX Fund | USD 12.55 0.07 0.55% |
| Symbol | Moderately |
Moderately Aggressive '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 Moderately Aggressive'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 Moderately Aggressive.
| 10/14/2024 |
| 11/13/2024 |
If you would invest 0.00 in Moderately Aggressive on October 14, 2024 and sell it all today you would earn a total of 0.00 from holding Moderately Aggressive Balanced or generate 0.0% return on investment in Moderately Aggressive over 30 days. Moderately Aggressive is related to or competes with Ultrasmall-cap Profund, Heartland Value, Fpa Queens, Columbia Select, Ultramid-cap Profund, and Pace Small/medium. The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated r... More
Moderately Aggressive 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 Moderately Aggressive'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 Moderately Aggressive Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5356 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.77 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 1.13 |
Moderately Aggressive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderately Aggressive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderately Aggressive's standard deviation. In reality, there are many statistical measures that can use Moderately Aggressive historical prices to predict the future Moderately Aggressive's volatility.| Risk Adjusted Performance | 0.1743 | |||
| Jensen Alpha | 0.0217 | |||
| Total Risk Alpha | 0.004 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.193 |
Moderately Aggressive Backtested Returns
At this stage we consider Moderately Mutual Fund to be very steady. Moderately Aggressive has Sharpe Ratio of 0.18, which conveys that the entity had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Moderately Aggressive, which you can use to evaluate the volatility of the fund. Please verify Moderately Aggressive's Downside Deviation of 0.5356, mean deviation of 0.4483, and Risk Adjusted Performance of 0.1743 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. The fund secures a Beta (Market Risk) of 0.64, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderately Aggressive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderately Aggressive is expected to be smaller as well.
Auto-correlation | -0.88 |
Excellent reverse predictability
Moderately Aggressive Balanced has excellent reverse predictability. Overlapping area represents the amount of predictability between Moderately Aggressive time series from 14th of October 2024 to 29th of October 2024 and 29th of October 2024 to 13th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Moderately Aggressive price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Moderately Aggressive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Moderately Aggressive lagged returns against current returns
Autocorrelation, which is Moderately Aggressive 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 Moderately Aggressive's mutual fund expected returns. We can calculate the autocorrelation of Moderately Aggressive returns to help us make a trade decision. For example, suppose you find that Moderately Aggressive 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 |
Moderately Aggressive 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 Moderately Aggressive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderately Aggressive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moderately Aggressive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Moderately Aggressive Lagged Returns
When evaluating Moderately Aggressive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderately Aggressive mutual fund have on its future price. Moderately Aggressive 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, Moderately Aggressive autocorrelation shows the relationship between Moderately Aggressive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Moderately Aggressive Balanced.
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 Moderately Mutual Fund
Moderately Aggressive financial ratios help investors to determine whether Moderately 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 Moderately with respect to the benefits of owning Moderately Aggressive security.
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