Stadion Tactical Defensive Fund Market Value
| ETFZX Fund | USD 16.10 0.13 0.81% |
| Symbol | Stadion |
Stadion Tactical '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 Stadion Tactical'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 Stadion Tactical.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Stadion Tactical on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Stadion Tactical Defensive or generate 0.0% return on investment in Stadion Tactical over 720 days. Stadion Tactical is related to or competes with Stadion Trilogy, Stadion Tactical. The fund invests primarily in and allocates its investments primarily between fund investments that the Sub-Adviser beli... More
Stadion Tactical 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 Stadion Tactical'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 Stadion Tactical Defensive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7864 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.8228 |
Stadion Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stadion Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stadion Tactical's standard deviation. In reality, there are many statistical measures that can use Stadion Tactical historical prices to predict the future Stadion Tactical's volatility.| Risk Adjusted Performance | 0.0336 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0264 |
Stadion Tactical Def Backtested Returns
At this stage we consider Stadion Mutual Fund to be very steady. Stadion Tactical Def owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0253, which indicates the fund had a 0.0253% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stadion Tactical Defensive, which you can use to evaluate the volatility of the fund. Please validate Stadion Tactical's Semi Deviation of 0.6986, coefficient of variation of 2251.97, and Risk Adjusted Performance of 0.0336 to confirm if the risk estimate we provide is consistent with the expected return of 0.0168%. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stadion Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stadion Tactical is expected to be smaller as well.
Auto-correlation | 0.28 |
Poor predictability
Stadion Tactical Defensive has poor predictability. Overlapping area represents the amount of predictability between Stadion Tactical time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 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 Stadion Tactical Def price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Stadion Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Stadion Tactical Def lagged returns against current returns
Autocorrelation, which is Stadion Tactical 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 Stadion Tactical's mutual fund expected returns. We can calculate the autocorrelation of Stadion Tactical returns to help us make a trade decision. For example, suppose you find that Stadion Tactical 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 |
Stadion Tactical 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 Stadion Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stadion Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stadion Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Stadion Tactical Lagged Returns
When evaluating Stadion Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stadion Tactical mutual fund have on its future price. Stadion Tactical 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, Stadion Tactical autocorrelation shows the relationship between Stadion Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Stadion Tactical Defensive.
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 Stadion Mutual Fund
Stadion Tactical financial ratios help investors to determine whether Stadion 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 Stadion with respect to the benefits of owning Stadion Tactical security.
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