Duff And Phelps Fund Market Value
| DPG Fund | USD 12.47 0.12 0.97% |
| Symbol | Duff |
Duff '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 Duff's 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 Duff.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Duff on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Duff And Phelps or generate 0.0% return on investment in Duff over 30 days. Duff is related to or competes with MFS Investment, Eaton Vance, DTF Tax, HUMANA, SCOR PK, Ab Pennsylvania, and Small Cap. Duff Phelps Utility and Infrastructure Fund Inc is a closed-ended equity mutual fund launched by Virtus Investment Partn... More
Duff 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 Duff's 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 Duff And Phelps upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.99 | |||
| Information Ratio | 0.0999 | |||
| Maximum Drawdown | 4.08 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.48 |
Duff Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duff's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duff's standard deviation. In reality, there are many statistical measures that can use Duff historical prices to predict the future Duff's volatility.| Risk Adjusted Performance | 0.1867 | |||
| Jensen Alpha | 0.1824 | |||
| Total Risk Alpha | 0.0707 | |||
| Sortino Ratio | 0.089 | |||
| Treynor Ratio | 1.11 |
Duff And Phelps Backtested Returns
Duff appears to be very steady, given 3 months investment horizon. Duff And Phelps secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the fund had a 0.22% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Duff And Phelps, which you can use to evaluate the volatility of the entity. Please utilize Duff's Mean Deviation of 0.6732, coefficient of variation of 413.24, and Downside Deviation of 0.99 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Duff's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duff is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Duff And Phelps has good predictability. Overlapping area represents the amount of predictability between Duff time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Duff And Phelps price movement. The serial correlation of 0.79 indicates that around 79.0% of current Duff price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Duff And Phelps lagged returns against current returns
Autocorrelation, which is Duff 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 Duff's fund expected returns. We can calculate the autocorrelation of Duff returns to help us make a trade decision. For example, suppose you find that Duff has exhibited high autocorrelation historically, and you observe that the 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 |
Duff 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 Duff fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duff fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duff fund over time.
Current vs Lagged Prices |
| Timeline |
Duff Lagged Returns
When evaluating Duff's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duff fund have on its future price. Duff 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, Duff autocorrelation shows the relationship between Duff fund current value and its past values and can show if there is a momentum factor associated with investing in Duff And Phelps.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Duff Fund
Duff financial ratios help investors to determine whether Duff 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 Duff with respect to the benefits of owning Duff security.
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments |