Conversus Stepstone Private Fund Market Value
| XPMIX Fund | USD 59.22 0.13 0.22% |
| Symbol | Conversus |
Please note, there is a significant difference between Conversus Stepstone's value and its price as these two are different measures arrived at by different means. Investors typically determine if Conversus Stepstone is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Conversus Stepstone's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Conversus Stepstone '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 Conversus Stepstone'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 Conversus Stepstone.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Conversus Stepstone on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Conversus Stepstone Private or generate 0.0% return on investment in Conversus Stepstone over 90 days. Conversus Stepstone is related to or competes with Goldman Sachs, Fidelity Advisor, International Investors, Deutsche Gold, Vy Goldman, and James Balanced. More
Conversus Stepstone 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 Conversus Stepstone'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 Conversus Stepstone Private upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1676 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 0.868 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.3735 |
Conversus Stepstone Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Conversus Stepstone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Conversus Stepstone's standard deviation. In reality, there are many statistical measures that can use Conversus Stepstone historical prices to predict the future Conversus Stepstone's volatility.| Risk Adjusted Performance | 0.3044 | |||
| Jensen Alpha | 0.0573 | |||
| Total Risk Alpha | 0.0469 | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.5471 |
Conversus Stepstone Backtested Returns
At this stage we consider Conversus Mutual Fund to be out of control. Conversus Stepstone secures Sharpe Ratio (or Efficiency) of 0.43, which signifies that the fund had a 0.43 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Conversus Stepstone Private, which you can use to evaluate the volatility of the entity. Please confirm Conversus Stepstone's Risk Adjusted Performance of 0.3044, mean deviation of 0.1437, and Coefficient Of Variation of 233.46 to double-check if the risk estimate we provide is consistent with the expected return of 0.0793%. The fund shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Conversus Stepstone's returns are expected to increase less than the market. However, during the bear market, the loss of holding Conversus Stepstone is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Conversus Stepstone Private has very good predictability. Overlapping area represents the amount of predictability between Conversus Stepstone time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Conversus Stepstone price movement. The serial correlation of 0.83 indicates that around 83.0% of current Conversus Stepstone price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Conversus Stepstone lagged returns against current returns
Autocorrelation, which is Conversus Stepstone 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 Conversus Stepstone's mutual fund expected returns. We can calculate the autocorrelation of Conversus Stepstone returns to help us make a trade decision. For example, suppose you find that Conversus Stepstone 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 |
Conversus Stepstone 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 Conversus Stepstone mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Conversus Stepstone mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Conversus Stepstone mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Conversus Stepstone Lagged Returns
When evaluating Conversus Stepstone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Conversus Stepstone mutual fund have on its future price. Conversus Stepstone 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, Conversus Stepstone autocorrelation shows the relationship between Conversus Stepstone mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Conversus Stepstone Private.
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 Conversus Mutual Fund
Conversus Stepstone financial ratios help investors to determine whether Conversus 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 Conversus with respect to the benefits of owning Conversus Stepstone security.
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