Moderately Servative Balanced Fund Market Value
| SMICX Fund | USD 11.59 0.06 0.52% |
| Symbol | MODERATELY |
Moderately Conservative '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 Conservative'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 Conservative.
| 10/14/2024 |
| 11/13/2024 |
If you would invest 0.00 in Moderately Conservative on October 14, 2024 and sell it all today you would earn a total of 0.00 from holding Moderately Servative Balanced or generate 0.0% return on investment in Moderately Conservative over 30 days. Moderately Conservative is related to or competes with Blackrock Exchange. The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated r... More
Moderately Conservative 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 Conservative'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 Servative Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4923 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 2.53 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 1.08 |
Moderately Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderately Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderately Conservative's standard deviation. In reality, there are many statistical measures that can use Moderately Conservative historical prices to predict the future Moderately Conservative's volatility.| Risk Adjusted Performance | 0.1751 | |||
| Jensen Alpha | 0.0241 | |||
| Total Risk Alpha | 0.0041 | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.2037 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Moderately Conservative'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.
Moderately Conservative Backtested Returns
At this stage we consider MODERATELY Mutual Fund to be very steady. Moderately Conservative 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 Conservative, which you can use to evaluate the volatility of the fund. Please verify Moderately Conservative's Downside Deviation of 0.4923, mean deviation of 0.3998, and Risk Adjusted Performance of 0.1751 to check out if the risk estimate we provide is consistent with the expected return of 0.0914%. The fund secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderately Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderately Conservative is expected to be smaller as well.
Auto-correlation | -0.87 |
Excellent reverse predictability
Moderately Servative Balanced has excellent reverse predictability. Overlapping area represents the amount of predictability between Moderately Conservative 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 Conservative price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current Moderately Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Moderately Conservative lagged returns against current returns
Autocorrelation, which is Moderately Conservative 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 Conservative's mutual fund expected returns. We can calculate the autocorrelation of Moderately Conservative returns to help us make a trade decision. For example, suppose you find that Moderately Conservative 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 Conservative 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 Conservative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moderately Conservative 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 Conservative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Moderately Conservative Lagged Returns
When evaluating Moderately Conservative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moderately Conservative mutual fund have on its future price. Moderately Conservative 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 Conservative autocorrelation shows the relationship between Moderately Conservative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Moderately Servative 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 Conservative 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 Conservative security.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |