Wasatch Select Inst Fund Market Value
| WGUSX Fund | 15.30 0.02 0.13% |
| Symbol | Wasatch |
Wasatch Us '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 Wasatch Us' 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 Wasatch Us.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Wasatch Us on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Wasatch Select Inst or generate 0.0% return on investment in Wasatch Us over 90 days. Wasatch Us is related to or competes with Jackson Square, Janus Venture, Pimco Small, American Funds, Dreyfus Equity, Fidelity Small, and Voya Strategic. The fund will invest at least 80 percent of the funds net assets in equity securities of companies of all market capital... More
Wasatch Us 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 Wasatch Us' 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 Wasatch Select Inst upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.0075 | |||
| Maximum Drawdown | 7.9 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 2.33 |
Wasatch Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wasatch Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wasatch Us' standard deviation. In reality, there are many statistical measures that can use Wasatch Us historical prices to predict the future Wasatch Us' volatility.| Risk Adjusted Performance | 0.1595 | |||
| Jensen Alpha | 0.2904 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0088 | |||
| Treynor Ratio | (0.59) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wasatch Us' 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.
Wasatch Select Inst Backtested Returns
At this stage we consider Wasatch Mutual Fund to be very steady. Wasatch Select Inst shows Sharpe Ratio of 0.15, which attests that the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Wasatch Select Inst, which you can use to evaluate the volatility of the fund. Please check out Wasatch Us' Downside Deviation of 1.09, mean deviation of 0.877, and Market Risk Adjusted Performance of (0.58) to validate if the risk estimate we provide is consistent with the expected return of 0.17%. The entity maintains a market beta of -0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Wasatch Us are expected to decrease at a much lower rate. During the bear market, Wasatch Us is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
Wasatch Select Inst has good predictability. Overlapping area represents the amount of predictability between Wasatch Us 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 Wasatch Select Inst price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Wasatch Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Wasatch Select Inst lagged returns against current returns
Autocorrelation, which is Wasatch Us 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 Wasatch Us' mutual fund expected returns. We can calculate the autocorrelation of Wasatch Us returns to help us make a trade decision. For example, suppose you find that Wasatch Us 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 |
Wasatch Us 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 Wasatch Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wasatch Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wasatch Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Wasatch Us Lagged Returns
When evaluating Wasatch Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wasatch Us mutual fund have on its future price. Wasatch Us 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, Wasatch Us autocorrelation shows the relationship between Wasatch Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Wasatch Select Inst.
Regressed Prices |
| Timeline |
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Other Information on Investing in Wasatch Mutual Fund
Wasatch Us financial ratios help investors to determine whether Wasatch 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 Wasatch with respect to the benefits of owning Wasatch Us security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
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