Disciplined Value Series Fund Market Value

MDFSX Fund  USD 8.64  0.05  0.58%   
Disciplined Value's market value is the price at which a share of Disciplined Value trades on a public exchange. It measures the collective expectations of Disciplined Value Series investors about its performance. Disciplined Value is trading at 8.64 as of the 9th of December 2024; that is 0.58 percent down since the beginning of the trading day. The fund's open price was 8.69.
With this module, you can estimate the performance of a buy and hold strategy of Disciplined Value Series and determine expected loss or profit from investing in Disciplined Value over a given investment horizon. Check out Disciplined Value Correlation, Disciplined Value Volatility and Disciplined Value Alpha and Beta module to complement your research on Disciplined Value.
Symbol

Please note, there is a significant difference between Disciplined Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Disciplined Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Disciplined Value'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.

Disciplined Value '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 Disciplined Value'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 Disciplined Value.
0.00
07/18/2023
No Change 0.00  0.0 
In 1 year 4 months and 25 days
12/09/2024
0.00
If you would invest  0.00  in Disciplined Value on July 18, 2023 and sell it all today you would earn a total of 0.00 from holding Disciplined Value Series or generate 0.0% return on investment in Disciplined Value over 510 days. Disciplined Value is related to or competes with Blackrock Capital, Blackrock Value, Blackrock Basic, Mainstay Short, and Blackrock Bal. The fund invests at least 80 percent of its assets in dividend-paying common stocks More

Disciplined Value 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 Disciplined Value'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 Disciplined Value Series upside and downside potential and time the market with a certain degree of confidence.

Disciplined Value Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Disciplined Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Disciplined Value's standard deviation. In reality, there are many statistical measures that can use Disciplined Value historical prices to predict the future Disciplined Value's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Disciplined Value'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.
Hype
Prediction
LowEstimatedHigh
7.898.649.39
Details
Intrinsic
Valuation
LowRealHigh
7.778.529.27
Details
Naive
Forecast
LowNextHigh
7.728.489.23
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.478.698.91
Details

Disciplined Value Series Backtested Returns

At this stage we consider Disciplined Mutual Fund to be very steady. Disciplined Value Series secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Disciplined Value Series, which you can use to evaluate the volatility of the entity. Please confirm Disciplined Value's Mean Deviation of 0.5714, downside deviation of 0.5942, and Coefficient Of Variation of 913.19 to check if the risk estimate we provide is consistent with the expected return of 0.0998%. The fund shows a Beta (market volatility) of 0.9, which means possible diversification benefits within a given portfolio. Disciplined Value returns are very sensitive to returns on the market. As the market goes up or down, Disciplined Value is expected to follow.

Auto-correlation

    
  0.78  

Good predictability

Disciplined Value Series has good predictability. Overlapping area represents the amount of predictability between Disciplined Value time series from 18th of July 2023 to 29th of March 2024 and 29th of March 2024 to 9th 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 Disciplined Value Series price movement. The serial correlation of 0.78 indicates that around 78.0% of current Disciplined Value price fluctuation can be explain by its past prices.
Correlation Coefficient0.78
Spearman Rank Test0.69
Residual Average0.0
Price Variance0.1

Disciplined Value Series lagged returns against current returns

Autocorrelation, which is Disciplined Value 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 Disciplined Value's mutual fund expected returns. We can calculate the autocorrelation of Disciplined Value returns to help us make a trade decision. For example, suppose you find that Disciplined Value 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  

Disciplined Value 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 Disciplined Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Disciplined Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Disciplined Value mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Disciplined Value Lagged Returns

When evaluating Disciplined Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Disciplined Value mutual fund have on its future price. Disciplined Value 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, Disciplined Value autocorrelation shows the relationship between Disciplined Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Disciplined Value Series.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Disciplined Mutual Fund

Disciplined Value financial ratios help investors to determine whether Disciplined 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 Disciplined with respect to the benefits of owning Disciplined Value security.
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