Oklahoma College Savings Fund Market Value
| FODLX Fund | USD 16.60 0.63 3.66% |
| Symbol | Oklahoma |
Please note, there is a significant difference between Oklahoma College's value and its price as these two are different measures arrived at by different means. Investors typically determine if Oklahoma College is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Oklahoma College'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.
Oklahoma College '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 Oklahoma College'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 Oklahoma College.
| 11/19/2024 |
| 12/19/2024 |
If you would invest 0.00 in Oklahoma College on November 19, 2024 and sell it all today you would earn a total of 0.00 from holding Oklahoma College Savings or generate 0.0% return on investment in Oklahoma College over 30 days. Oklahoma College is related to or competes with Mirova Global, Legg Mason, Qs Global, Investec Global, Scharf Global, and Ab Global. Oklahoma College is entity of United States More
Oklahoma College 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 Oklahoma College'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 Oklahoma College Savings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.1959 | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.96 |
Oklahoma College Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oklahoma College's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oklahoma College's standard deviation. In reality, there are many statistical measures that can use Oklahoma College historical prices to predict the future Oklahoma College's volatility.| Risk Adjusted Performance | 0.1808 | |||
| Jensen Alpha | 0.2167 | |||
| Total Risk Alpha | 0.1931 | |||
| Sortino Ratio | 0.1706 | |||
| Treynor Ratio | 5.13 |
Oklahoma College Savings Backtested Returns
At this stage we consider Oklahoma Mutual Fund to be very steady. Oklahoma College Savings maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the entity had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Oklahoma College Savings, which you can use to evaluate the volatility of the fund. Please check Oklahoma College's Semi Deviation of 0.758, risk adjusted performance of 0.1808, and Coefficient Of Variation of 445.03 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The fund holds a Beta of 0.0424, which implies not very significant fluctuations relative to the market. As returns on the market increase, Oklahoma College's returns are expected to increase less than the market. However, during the bear market, the loss of holding Oklahoma College is expected to be smaller as well.
Auto-correlation | -0.44 |
Modest reverse predictability
Oklahoma College Savings has modest reverse predictability. Overlapping area represents the amount of predictability between Oklahoma College time series from 19th of November 2024 to 4th of December 2024 and 4th of December 2024 to 19th 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 Oklahoma College Savings price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Oklahoma College price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Oklahoma College Savings lagged returns against current returns
Autocorrelation, which is Oklahoma College 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 Oklahoma College's mutual fund expected returns. We can calculate the autocorrelation of Oklahoma College returns to help us make a trade decision. For example, suppose you find that Oklahoma College 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 |
Oklahoma College 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 Oklahoma College mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oklahoma College mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oklahoma College mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Oklahoma College Lagged Returns
When evaluating Oklahoma College's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oklahoma College mutual fund have on its future price. Oklahoma College 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, Oklahoma College autocorrelation shows the relationship between Oklahoma College mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Oklahoma College Savings.
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 Oklahoma Mutual Fund
Oklahoma College financial ratios help investors to determine whether Oklahoma 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 Oklahoma with respect to the benefits of owning Oklahoma College security.
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