Msif Real Estate Fund Market Value
| MRETX Fund | USD 10.26 0.00 0.00% |
| Symbol | Msif |
Msif Us '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 Msif Us' 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 Msif Us.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Msif Us on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Msif Real Estate or generate 0.0% return on investment in Msif Us over 30 days. Msif Us is related to or competes with Dana Large, Virtus Nfj, Tax-managed, Dunham Large, American Mutual, Qs Us, and Fidelity Series. The Adviser seeks a combination of above-average current income and long-term capital appreciation by investing primaril... More
Msif Us 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 Msif Us' 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 Msif Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6795 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.19 |
Msif Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif Us' standard deviation. In reality, there are many statistical measures that can use Msif Us historical prices to predict the future Msif Us' volatility.| Risk Adjusted Performance | 0.1107 | |||
| Jensen Alpha | 0.0797 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 2.65 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msif Us' 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.
Msif Real Estate Backtested Returns
At this stage we consider Msif Mutual Fund to be very steady. Msif Real Estate has Sharpe Ratio of 0.11, which conveys that the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Msif Us, which you can use to evaluate the volatility of the fund. Please verify Msif Us' Risk Adjusted Performance of 0.1107, mean deviation of 0.4478, and Downside Deviation of 0.6795 to check out if the risk estimate we provide is consistent with the expected return of 0.0648%. The fund secures a Beta (Market Risk) of 0.0315, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Msif Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Msif Us is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Msif Real Estate has no correlation between past and present. Overlapping area represents the amount of predictability between Msif Us time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Msif Real Estate price movement. The serial correlation of 0.0 indicates that just 0.0% of current Msif Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Msif Real Estate lagged returns against current returns
Autocorrelation, which is Msif Us 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 Msif Us' mutual fund expected returns. We can calculate the autocorrelation of Msif Us returns to help us make a trade decision. For example, suppose you find that Msif Us 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 |
Msif Us 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 Msif Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msif Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif Us Lagged Returns
When evaluating Msif Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif Us mutual fund have on its future price. Msif Us 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, Msif Us autocorrelation shows the relationship between Msif Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif Real Estate.
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 Msif Mutual Fund
Msif Us financial ratios help investors to determine whether Msif 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 Msif with respect to the benefits of owning Msif Us security.
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