Vy Blackrock Inflation Fund Market Value
| IBRIX Fund | USD 9.15 0.03 0.33% |
| Symbol | IBRIX |
Vy Blackrock '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 Vy Blackrock'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 Vy Blackrock.
| 10/17/2024 |
| 12/16/2024 |
If you would invest 0.00 in Vy Blackrock on October 17, 2024 and sell it all today you would earn a total of 0.00 from holding Vy Blackrock Inflation or generate 0.0% return on investment in Vy Blackrock over 60 days. Vy Blackrock is related to or competes with American Mutual, Qs Large, Transamerica Large, Dodge Cox, Aqr Large, Dana Large, and Avantis Large. Under normal market conditions, the fund invests at least 80 percent of its net assets in inflation-indexed bonds of var... More
Vy Blackrock 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 Vy Blackrock'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 Vy Blackrock Inflation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.3289 |
Vy Blackrock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy Blackrock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy Blackrock's standard deviation. In reality, there are many statistical measures that can use Vy Blackrock historical prices to predict the future Vy Blackrock's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.45) |
Vy Blackrock Inflation Backtested Returns
Vy Blackrock Inflation retains Efficiency (Sharpe Ratio) of -0.14, which indicates the fund had a -0.14% return per unit of price deviation over the last 3 months. Vy Blackrock exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy Blackrock's Standard Deviation of 0.2736, mean deviation of 0.212, and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.0794, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vy Blackrock's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy Blackrock is expected to be smaller as well.
Auto-correlation | -0.45 |
Modest reverse predictability
Vy Blackrock Inflation has modest reverse predictability. Overlapping area represents the amount of predictability between Vy Blackrock time series from 17th of October 2024 to 16th of November 2024 and 16th of November 2024 to 16th 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 Vy Blackrock Inflation price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Vy Blackrock price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vy Blackrock Inflation lagged returns against current returns
Autocorrelation, which is Vy Blackrock 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 Vy Blackrock's mutual fund expected returns. We can calculate the autocorrelation of Vy Blackrock returns to help us make a trade decision. For example, suppose you find that Vy Blackrock 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 |
Vy Blackrock 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 Vy Blackrock mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy Blackrock mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy Blackrock mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy Blackrock Lagged Returns
When evaluating Vy Blackrock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy Blackrock mutual fund have on its future price. Vy Blackrock 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, Vy Blackrock autocorrelation shows the relationship between Vy Blackrock mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Blackrock Inflation.
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 IBRIX Mutual Fund
Vy Blackrock financial ratios help investors to determine whether IBRIX 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 IBRIX with respect to the benefits of owning Vy Blackrock security.
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