Intermediate Taxamt Free Fund Market Value
| WITIX Fund | USD 10.70 0.01 0.09% |
| Symbol | Intermediate |
Intermediate Taxamt '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 Intermediate Taxamt'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 Intermediate Taxamt.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Intermediate Taxamt on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Intermediate Taxamt Free Fund or generate 0.0% return on investment in Intermediate Taxamt over 90 days. Intermediate Taxamt is related to or competes with Barings High, Aggressive Balanced, Metropolitan West, Needham Aggressive, T Rowe, Siit High, and Americafirst Monthly. The fund invests at least 80 percent of the funds net assets in municipal securities whose interest is exempt from feder... More
Intermediate Taxamt 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 Intermediate Taxamt'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 Intermediate Taxamt Free Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1285 | |||
| Information Ratio | (1.36) | |||
| Maximum Drawdown | 0.6592 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.2846 |
Intermediate Taxamt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermediate Taxamt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermediate Taxamt's standard deviation. In reality, there are many statistical measures that can use Intermediate Taxamt historical prices to predict the future Intermediate Taxamt's volatility.| Risk Adjusted Performance | 0.1101 | |||
| Jensen Alpha | 0.0121 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (1.42) | |||
| Treynor Ratio | 0.6681 |
Intermediate Taxamt Backtested Returns
At this stage we consider Intermediate Mutual Fund to be very steady. Intermediate Taxamt holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Intermediate Taxamt, which you can use to evaluate the volatility of the entity. Please check out Intermediate Taxamt's Coefficient Of Variation of 490.44, market risk adjusted performance of 0.6781, and Risk Adjusted Performance of 0.1101 to validate if the risk estimate we provide is consistent with the expected return of 0.015%. The fund retains a Market Volatility (i.e., Beta) of 0.0258, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Intermediate Taxamt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intermediate Taxamt is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Intermediate Taxamt Free Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Intermediate Taxamt time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Intermediate Taxamt price movement. The serial correlation of -0.19 indicates that over 19.0% of current Intermediate Taxamt price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Intermediate Taxamt lagged returns against current returns
Autocorrelation, which is Intermediate Taxamt 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 Intermediate Taxamt's mutual fund expected returns. We can calculate the autocorrelation of Intermediate Taxamt returns to help us make a trade decision. For example, suppose you find that Intermediate Taxamt 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 |
Intermediate Taxamt 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 Intermediate Taxamt mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermediate Taxamt mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermediate Taxamt mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Intermediate Taxamt Lagged Returns
When evaluating Intermediate Taxamt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intermediate Taxamt mutual fund have on its future price. Intermediate Taxamt 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, Intermediate Taxamt autocorrelation shows the relationship between Intermediate Taxamt mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Intermediate Taxamt Free 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 Intermediate Mutual Fund
Intermediate Taxamt financial ratios help investors to determine whether Intermediate 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 Intermediate with respect to the benefits of owning Intermediate Taxamt security.
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