Virtus Ceredex Small Cap Fund Market Value
| VVERX Fund | USD 7.25 0.03 0.42% |
| Symbol | Virtus |
Virtus Ceredex '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 Virtus Ceredex'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 Virtus Ceredex.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Virtus Ceredex on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Virtus Ceredex Small Cap or generate 0.0% return on investment in Virtus Ceredex over 90 days. Virtus Ceredex is related to or competes with Vanguard Small-cap, Vanguard Small-cap, Vanguard Small-cap, Vanguard Small-cap, Fidelity Small, Us Small, and T Rowe. Under normal circumstances, the fund invests at least 80 percent of its net assets in U.S.-traded equity securities of s... More
Virtus Ceredex 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 Virtus Ceredex'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 Virtus Ceredex Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.0269 | |||
| Maximum Drawdown | 6.98 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 2.29 |
Virtus Ceredex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virtus Ceredex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virtus Ceredex's standard deviation. In reality, there are many statistical measures that can use Virtus Ceredex historical prices to predict the future Virtus Ceredex's volatility.| Risk Adjusted Performance | 0.1871 | |||
| Jensen Alpha | 0.279 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0291 | |||
| Treynor Ratio | (1.19) |
Virtus Ceredex Small Backtested Returns
Virtus Ceredex appears to be not too volatile, given 3 months investment horizon. Virtus Ceredex Small owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Virtus Ceredex Small Cap, which you can use to evaluate the volatility of the fund. Please review Virtus Ceredex's Risk Adjusted Performance of 0.1871, semi deviation of 0.8198, and Coefficient Of Variation of 482.39 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Virtus Ceredex are expected to decrease at a much lower rate. During the bear market, Virtus Ceredex is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
Virtus Ceredex Small Cap has good predictability. Overlapping area represents the amount of predictability between Virtus Ceredex time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Virtus Ceredex Small price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Virtus Ceredex price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Virtus Ceredex Small lagged returns against current returns
Autocorrelation, which is Virtus Ceredex 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 Virtus Ceredex's mutual fund expected returns. We can calculate the autocorrelation of Virtus Ceredex returns to help us make a trade decision. For example, suppose you find that Virtus Ceredex 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 |
Virtus Ceredex 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 Virtus Ceredex mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virtus Ceredex mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virtus Ceredex mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Virtus Ceredex Lagged Returns
When evaluating Virtus Ceredex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virtus Ceredex mutual fund have on its future price. Virtus Ceredex 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, Virtus Ceredex autocorrelation shows the relationship between Virtus Ceredex mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Virtus Ceredex Small Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Virtus Mutual Fund
Virtus Ceredex financial ratios help investors to determine whether Virtus 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 Virtus with respect to the benefits of owning Virtus Ceredex security.
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