Retirement Living Through Fund Market Value
| JHRDX Fund | USD 10.98 0.07 0.63% |
| Symbol | Retirement |
Retirement Living '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 Retirement Living'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 Retirement Living.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in Retirement Living on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding Retirement Living Through or generate 0.0% return on investment in Retirement Living over 30 days. Retirement Living is related to or competes with Regional Bank, Regional Bank, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, Multimanager Lifestyle, and Multimanager Lifestyle. The fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for inv... More
Retirement Living 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 Retirement Living'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 Retirement Living Through upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7346 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 0.7366 |
Retirement Living Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Retirement Living's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Retirement Living's standard deviation. In reality, there are many statistical measures that can use Retirement Living historical prices to predict the future Retirement Living's volatility.| Risk Adjusted Performance | 0.0026 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Retirement Living's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Retirement Living Through Backtested Returns
Retirement Living Through maintains Sharpe Ratio (i.e., Efficiency) of -0.002, which implies the entity had a -0.002% return per unit of risk over the last 3 months. Retirement Living Through exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Retirement Living's Risk Adjusted Performance of 0.0026, coefficient of variation of 13171.69, and Semi Deviation of 0.6357 to confirm the risk estimate we provide. The fund holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Retirement Living's returns are expected to increase less than the market. However, during the bear market, the loss of holding Retirement Living is expected to be smaller as well.
Auto-correlation | -0.32 |
Poor reverse predictability
Retirement Living Through has poor reverse predictability. Overlapping area represents the amount of predictability between Retirement Living time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th 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 Retirement Living Through price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Retirement Living price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Retirement Living Through lagged returns against current returns
Autocorrelation, which is Retirement Living 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 Retirement Living's mutual fund expected returns. We can calculate the autocorrelation of Retirement Living returns to help us make a trade decision. For example, suppose you find that Retirement Living 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 |
Retirement Living 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 Retirement Living mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Retirement Living mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Retirement Living mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Retirement Living Lagged Returns
When evaluating Retirement Living's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Retirement Living mutual fund have on its future price. Retirement Living 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, Retirement Living autocorrelation shows the relationship between Retirement Living mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Retirement Living Through.
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 Retirement Mutual Fund
Retirement Living financial ratios help investors to determine whether Retirement 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 Retirement with respect to the benefits of owning Retirement Living security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |