Ips Strategic Capital Fund Market Value
| IPSAX Fund | USD 12.10 0.10 0.83% |
| Symbol | Ips |
Ips Strategic '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 Ips Strategic'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 Ips Strategic.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Ips Strategic on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding Ips Strategic Capital or generate 0.0% return on investment in Ips Strategic over 30 days. Ips Strategic is related to or competes with Transamerica Multi, Transamerica Capital, Voya Solution, Transamerica Flexible, and Transamerica Smallmid. The funds primary strategy consists of selling and purchasing put and call options on equity indexes and exchange traded... More
Ips Strategic 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 Ips Strategic'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 Ips Strategic Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5989 | |||
| Information Ratio | 0.0165 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7544 |
Ips Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ips Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ips Strategic's standard deviation. In reality, there are many statistical measures that can use Ips Strategic historical prices to predict the future Ips Strategic's volatility.| Risk Adjusted Performance | 0.0574 | |||
| Jensen Alpha | 0.0188 | |||
| Total Risk Alpha | 0.0163 | |||
| Sortino Ratio | 0.0141 | |||
| Treynor Ratio | 0.0576 |
Ips Strategic Capital Backtested Returns
At this stage we consider Ips Mutual Fund to be very steady. Ips Strategic Capital holds Efficiency (Sharpe) Ratio of 0.0776, which attests that the entity had a 0.0776% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ips Strategic Capital, which you can use to evaluate the volatility of the entity. Please check out Ips Strategic's Downside Deviation of 0.5989, market risk adjusted performance of 0.0676, and Risk Adjusted Performance of 0.0574 to validate if the risk estimate we provide is consistent with the expected return of 0.0399%. The fund retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ips Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ips Strategic is expected to be smaller as well.
Auto-correlation | -0.69 |
Very good reverse predictability
Ips Strategic Capital has very good reverse predictability. Overlapping area represents the amount of predictability between Ips Strategic time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 Ips Strategic Capital price movement. The serial correlation of -0.69 indicates that around 69.0% of current Ips Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ips Strategic Capital lagged returns against current returns
Autocorrelation, which is Ips Strategic 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 Ips Strategic's mutual fund expected returns. We can calculate the autocorrelation of Ips Strategic returns to help us make a trade decision. For example, suppose you find that Ips Strategic 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 |
Ips Strategic 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 Ips Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ips Strategic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ips Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ips Strategic Lagged Returns
When evaluating Ips Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ips Strategic mutual fund have on its future price. Ips Strategic 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, Ips Strategic autocorrelation shows the relationship between Ips Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ips Strategic Capital.
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 Ips Mutual Fund
Ips Strategic financial ratios help investors to determine whether Ips 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 Ips with respect to the benefits of owning Ips Strategic security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |