Rmb Small Cap Fund Market Value
| RMBBX Fund | USD 18.74 0.04 0.21% |
| Symbol | Rmb |
Rmb Small '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 Rmb Small'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 Rmb Small.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Rmb Small on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Rmb Small Cap or generate 0.0% return on investment in Rmb Small over 360 days. Rmb Small is related to or competes with Rmb Fund, Rmb Fund, Rmb Japan, Rmb Mendon, Rmb Mendon, Rmb Mendon, and Rmb Smid. The fund seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of ... More
Rmb Small 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 Rmb Small'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 Rmb Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0349 | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.82 |
Rmb Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rmb Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rmb Small's standard deviation. In reality, there are many statistical measures that can use Rmb Small historical prices to predict the future Rmb Small's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 0.0022 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0367 | |||
| Treynor Ratio | 0.1159 |
Rmb Small Cap Backtested Returns
Rmb Small appears to be very steady, given 3 months investment horizon. Rmb Small Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Rmb Small Cap, which you can use to evaluate the volatility of the fund. Please evaluate Rmb Small's Coefficient Of Variation of 710.56, semi deviation of 0.8979, and Risk Adjusted Performance of 0.111 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 1.34, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Rmb Small will likely underperform.
Auto-correlation | 0.60 |
Good predictability
Rmb Small Cap has good predictability. Overlapping area represents the amount of predictability between Rmb Small time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Rmb Small Cap price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Rmb Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.97 |
Rmb Small Cap lagged returns against current returns
Autocorrelation, which is Rmb Small 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 Rmb Small's mutual fund expected returns. We can calculate the autocorrelation of Rmb Small returns to help us make a trade decision. For example, suppose you find that Rmb Small 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 |
Rmb Small 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 Rmb Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rmb Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rmb Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rmb Small Lagged Returns
When evaluating Rmb Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rmb Small mutual fund have on its future price. Rmb Small 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, Rmb Small autocorrelation shows the relationship between Rmb Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rmb Small Cap.
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 Rmb Mutual Fund
Rmb Small financial ratios help investors to determine whether Rmb 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 Rmb with respect to the benefits of owning Rmb Small security.
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