The Multi Strategy Growth Fund Market Value
| MSFIX Fund | USD 11.73 0.14 1.18% |
| Symbol | Multi |
Multi Strategy '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 Multi Strategy'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 Multi Strategy.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in Multi Strategy on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding The Multi Strategy Growth or generate 0.0% return on investment in Multi Strategy over 30 days. Multi Strategy is related to or competes with Firsthand Technology, Vanguard Information, Biotechnology Ultrasector, Icon Information, Global Technology, Hennessy Technology, and Janus Global. Multi Strategy is entity of United States More
Multi Strategy 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 Multi Strategy'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 The Multi Strategy Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5447 | |||
| Information Ratio | 0.0035 | |||
| Maximum Drawdown | 3.81 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.5068 |
Multi Strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multi Strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multi Strategy's standard deviation. In reality, there are many statistical measures that can use Multi Strategy historical prices to predict the future Multi Strategy's volatility.| Risk Adjusted Performance | 0.0526 | |||
| Jensen Alpha | 0.0233 | |||
| Total Risk Alpha | 0.0113 | |||
| Sortino Ratio | 0.003 | |||
| Treynor Ratio | 0.3458 |
Multi Strategy Backtested Returns
At this stage we consider Multi Mutual Fund to be very steady. Multi Strategy has Sharpe Ratio of 0.0627, which conveys that the entity had a 0.0627% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Multi Strategy, which you can use to evaluate the volatility of the fund. Please verify Multi Strategy's Market Risk Adjusted Performance of 0.3558, risk adjusted performance of 0.0526, and Downside Deviation of 0.5447 to check out if the risk estimate we provide is consistent with the expected return of 0.0298%. The fund secures a Beta (Market Risk) of 0.0724, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Multi Strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Multi Strategy is expected to be smaller as well.
Auto-correlation | -0.65 |
Very good reverse predictability
The Multi Strategy Growth has very good reverse predictability. Overlapping area represents the amount of predictability between Multi Strategy time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th 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 Multi Strategy price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Multi Strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Multi Strategy lagged returns against current returns
Autocorrelation, which is Multi Strategy 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 Multi Strategy's mutual fund expected returns. We can calculate the autocorrelation of Multi Strategy returns to help us make a trade decision. For example, suppose you find that Multi Strategy 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 |
Multi Strategy 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 Multi Strategy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Multi Strategy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Multi Strategy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Multi Strategy Lagged Returns
When evaluating Multi Strategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Multi Strategy mutual fund have on its future price. Multi Strategy 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, Multi Strategy autocorrelation shows the relationship between Multi Strategy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Multi Strategy Growth.
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 Multi Mutual Fund
Multi Strategy financial ratios help investors to determine whether Multi 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 Multi with respect to the benefits of owning Multi Strategy security.
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