Muirfield Fund Institutional Fund Market Value
| FLMIX Fund | USD 11.10 0.02 0.18% |
| Symbol | Muirfield |
Muirfield Fund '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 Muirfield Fund'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 Muirfield Fund.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Muirfield Fund on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Muirfield Fund Institutional or generate 0.0% return on investment in Muirfield Fund over 30 days. Muirfield Fund is related to or competes with Principal Lifetime, Aqr Diversified, Pgim Jennison, Jhancock Diversified, Delaware Limited-term, and Sentinel Small. The fund pursues its investment objective by investing primarily in common and preferred stocks More
Muirfield Fund 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 Muirfield Fund'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 Muirfield Fund Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8326 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 3.64 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.9363 |
Muirfield Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Muirfield Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Muirfield Fund's standard deviation. In reality, there are many statistical measures that can use Muirfield Fund historical prices to predict the future Muirfield Fund's volatility.| Risk Adjusted Performance | 0.0627 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0631 |
Muirfield Fund Insti Backtested Returns
At this stage we consider Muirfield Mutual Fund to be very steady. Muirfield Fund Insti has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Muirfield Fund, which you can use to evaluate the volatility of the fund. Please verify Muirfield Fund's Mean Deviation of 0.5481, downside deviation of 0.8326, and Risk Adjusted Performance of 0.0627 to check out if the risk estimate we provide is consistent with the expected return of 0.0863%. The fund secures a Beta (Market Risk) of 0.84, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Muirfield Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Muirfield Fund is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Muirfield Fund Institutional has very good predictability. Overlapping area represents the amount of predictability between Muirfield Fund time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Muirfield Fund Insti price movement. The serial correlation of 0.8 indicates that around 80.0% of current Muirfield Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Muirfield Fund Insti lagged returns against current returns
Autocorrelation, which is Muirfield Fund 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 Muirfield Fund's mutual fund expected returns. We can calculate the autocorrelation of Muirfield Fund returns to help us make a trade decision. For example, suppose you find that Muirfield Fund 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 |
Muirfield Fund 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 Muirfield Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Muirfield Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Muirfield Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Muirfield Fund Lagged Returns
When evaluating Muirfield Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Muirfield Fund mutual fund have on its future price. Muirfield Fund 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, Muirfield Fund autocorrelation shows the relationship between Muirfield Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Muirfield Fund Institutional.
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 Muirfield Mutual Fund
Muirfield Fund financial ratios help investors to determine whether Muirfield 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 Muirfield with respect to the benefits of owning Muirfield Fund security.
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