Ultrachina Profund Ultrachina Fund Market Value
| UGPIX Fund | USD 26.38 0.63 2.45% |
| Symbol | Ultrachina |
Ultrachina Profund '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 Ultrachina Profund'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 Ultrachina Profund.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in Ultrachina Profund on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Ultrachina Profund Ultrachina or generate 0.0% return on investment in Ultrachina Profund over 90 days. Ultrachina Profund is related to or competes with Global Resources, Gmo Resources, World Energy, Franklin Natural, Fidelity Advisor, Adams Natural, and Jennison Natural. The fund invests in financial instruments that the fund Advisors believes, in combination, should produce daily returns ... More
Ultrachina Profund 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 Ultrachina Profund'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 Ultrachina Profund Ultrachina upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.75 | |||
| Value At Risk | (4.74) | |||
| Potential Upside | 4.29 |
Ultrachina Profund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ultrachina Profund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ultrachina Profund's standard deviation. In reality, there are many statistical measures that can use Ultrachina Profund historical prices to predict the future Ultrachina Profund's volatility.| Risk Adjusted Performance | 0.0179 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.035 |
Ultrachina Profund Backtested Returns
At this stage we consider Ultrachina Mutual Fund to be very steady. Ultrachina Profund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.037, which indicates the fund had a 0.037 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ultrachina Profund Ultrachina, which you can use to evaluate the volatility of the fund. Please validate Ultrachina Profund's Semi Deviation of 2.58, coefficient of variation of 6842.59, and Risk Adjusted Performance of 0.0179 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Ultrachina Profund returns are very sensitive to returns on the market. As the market goes up or down, Ultrachina Profund is expected to follow.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Ultrachina Profund Ultrachina has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ultrachina Profund time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th 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 Ultrachina Profund price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Ultrachina Profund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.71 |
Ultrachina Profund lagged returns against current returns
Autocorrelation, which is Ultrachina Profund 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 Ultrachina Profund's mutual fund expected returns. We can calculate the autocorrelation of Ultrachina Profund returns to help us make a trade decision. For example, suppose you find that Ultrachina Profund 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 |
Ultrachina Profund 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 Ultrachina Profund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ultrachina Profund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ultrachina Profund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ultrachina Profund Lagged Returns
When evaluating Ultrachina Profund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ultrachina Profund mutual fund have on its future price. Ultrachina Profund 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, Ultrachina Profund autocorrelation shows the relationship between Ultrachina Profund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ultrachina Profund Ultrachina.
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 Ultrachina Mutual Fund
Ultrachina Profund financial ratios help investors to determine whether Ultrachina 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 Ultrachina with respect to the benefits of owning Ultrachina Profund security.
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