Tcw E Fixed Fund Market Value
| TGFNX Fund | USD 9.59 0.01 0.10% |
| Symbol | Tcw |
Tcw E '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 Tcw E'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 Tcw E.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Tcw E on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Tcw E Fixed or generate 0.0% return on investment in Tcw E over 90 days. Tcw E is related to or competes with Baird Aggregate, Pax High, Pear Tree, and Tcw Total. Under normal circumstances, the fund invests at least 80 percent of the value of its net assets, plus any borrowings for... More
Tcw E 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 Tcw E'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 Tcw E Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3766 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 1.37 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.5308 |
Tcw E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcw E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcw E's standard deviation. In reality, there are many statistical measures that can use Tcw E historical prices to predict the future Tcw E's volatility.| Risk Adjusted Performance | 0.0444 | |||
| Jensen Alpha | 0.0028 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.49) | |||
| Treynor Ratio | 0.2472 |
Tcw E Fixed Backtested Returns
Tcw E Fixed owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. Tcw E Fixed exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tcw E's Risk Adjusted Performance of 0.0444, semi deviation of 0.2686, and Coefficient Of Variation of 1332.52 to confirm the risk estimate we provide. The entity has a beta of 0.0583, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tcw E's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tcw E is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
Tcw E Fixed has good reverse predictability. Overlapping area represents the amount of predictability between Tcw E time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 Tcw E Fixed price movement. The serial correlation of -0.51 indicates that about 51.0% of current Tcw E price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tcw E Fixed lagged returns against current returns
Autocorrelation, which is Tcw E 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 Tcw E's mutual fund expected returns. We can calculate the autocorrelation of Tcw E returns to help us make a trade decision. For example, suppose you find that Tcw E 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 |
Tcw E 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 Tcw E mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcw E mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tcw E mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcw E Lagged Returns
When evaluating Tcw E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcw E mutual fund have on its future price. Tcw E 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, Tcw E autocorrelation shows the relationship between Tcw E mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcw E Fixed.
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 Tcw Mutual Fund
Tcw E financial ratios help investors to determine whether Tcw 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 Tcw with respect to the benefits of owning Tcw E security.
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