Vmavx Fund Market Value
| VMAVX Fund | 11.06 0.03 0.27% |
| Symbol | Vmavx |
Vmavx '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 Vmavx'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 Vmavx.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Vmavx on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Vmavx or generate 0.0% return on investment in Vmavx over 90 days.
Vmavx 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 Vmavx'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 Vmavx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4755 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.2 | |||
| Value At Risk | (0.39) | |||
| Potential Upside | 0.8459 |
Vmavx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vmavx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vmavx's standard deviation. In reality, there are many statistical measures that can use Vmavx historical prices to predict the future Vmavx's volatility.| Risk Adjusted Performance | 0.2397 | |||
| Jensen Alpha | 0.153 | |||
| Total Risk Alpha | 0.0183 | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (2.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vmavx'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.
Vmavx Backtested Returns
At this stage we consider Vmavx Mutual Fund to be very steady. Vmavx owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vmavx, which you can use to evaluate the volatility of the fund. Please validate Vmavx's Standard Deviation of 0.4704, downside deviation of 0.4755, and Risk Adjusted Performance of 0.2397 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of -0.069, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vmavx are expected to decrease at a much lower rate. During the bear market, Vmavx is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
Vmavx has excellent predictability. Overlapping area represents the amount of predictability between Vmavx 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 Vmavx price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Vmavx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Vmavx lagged returns against current returns
Autocorrelation, which is Vmavx 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 Vmavx's mutual fund expected returns. We can calculate the autocorrelation of Vmavx returns to help us make a trade decision. For example, suppose you find that Vmavx 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 |
Vmavx 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 Vmavx mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vmavx mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vmavx mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vmavx Lagged Returns
When evaluating Vmavx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vmavx mutual fund have on its future price. Vmavx 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, Vmavx autocorrelation shows the relationship between Vmavx mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vmavx.
Regressed Prices |
| Timeline |
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