Growth Opportunities Fund Market Value
| TGVVX Fund | USD 60.12 0.57 0.94% |
| Symbol | Growth |
Growth Opportunities '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 Growth Opportunities' 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 Growth Opportunities.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Growth Opportunities on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Growth Opportunities Fund or generate 0.0% return on investment in Growth Opportunities over 90 days. Growth Opportunities is related to or competes with Smallcap Fund, Old Westbury, Needham Small, Ab Small, Nt International, Lebenthal Lisanti, and Siit Small. The fund invests primarily in stocks of domestic growth companies that the sub-advisor believes have a demonstrated reco... More
Growth Opportunities 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 Growth Opportunities' 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 Growth Opportunities Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8251 | |||
| Information Ratio | 0.1643 | |||
| Maximum Drawdown | 5.57 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.85 |
Growth Opportunities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Growth Opportunities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Growth Opportunities' standard deviation. In reality, there are many statistical measures that can use Growth Opportunities historical prices to predict the future Growth Opportunities' volatility.| Risk Adjusted Performance | 0.2384 | |||
| Jensen Alpha | 0.2988 | |||
| Total Risk Alpha | 0.1349 | |||
| Sortino Ratio | 0.187 | |||
| Treynor Ratio | (0.97) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Growth Opportunities' 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.
Growth Opportunities Backtested Returns
Growth Opportunities appears to be very steady, given 3 months investment horizon. Growth Opportunities holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Growth Opportunities, which you can use to evaluate the volatility of the entity. Please utilize Growth Opportunities' Risk Adjusted Performance of 0.2384, downside deviation of 0.8251, and Market Risk Adjusted Performance of (0.96) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Growth Opportunities are expected to decrease at a much lower rate. During the bear market, Growth Opportunities is likely to outperform the market.
Auto-correlation | 0.86 |
Very good predictability
Growth Opportunities Fund has very good predictability. Overlapping area represents the amount of predictability between Growth Opportunities time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Growth Opportunities price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Growth Opportunities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 1.28 |
Growth Opportunities lagged returns against current returns
Autocorrelation, which is Growth Opportunities 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 Growth Opportunities' mutual fund expected returns. We can calculate the autocorrelation of Growth Opportunities returns to help us make a trade decision. For example, suppose you find that Growth Opportunities 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 |
Growth Opportunities 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 Growth Opportunities mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Growth Opportunities mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Growth Opportunities mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Growth Opportunities Lagged Returns
When evaluating Growth Opportunities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Growth Opportunities mutual fund have on its future price. Growth Opportunities 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, Growth Opportunities autocorrelation shows the relationship between Growth Opportunities mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Growth Opportunities 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 Growth Mutual Fund
Growth Opportunities financial ratios help investors to determine whether Growth 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 Growth with respect to the benefits of owning Growth Opportunities security.
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