Rising Rates Opportunity Fund Market Value
| RRPSX Fund | USD 38.22 0.49 1.30% |
| Symbol | Rising |
Rising Rates '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 Rising Rates' 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 Rising Rates.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Rising Rates on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Rising Rates Opportunity or generate 0.0% return on investment in Rising Rates over 30 days. Rising Rates is related to or competes with Ishares Municipal, Multisector Bond, Pace High, T Rowe, and T Rowe. The fund invests in financial instruments that the fund advisors believes, in combination, should produce daily returns ... More
Rising Rates 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 Rising Rates' 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 Rising Rates Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.0932 | |||
| Maximum Drawdown | 6.47 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.9 |
Rising Rates Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rising Rates' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rising Rates' standard deviation. In reality, there are many statistical measures that can use Rising Rates historical prices to predict the future Rising Rates' volatility.| Risk Adjusted Performance | 0.1394 | |||
| Jensen Alpha | 0.1828 | |||
| Total Risk Alpha | 0.0573 | |||
| Sortino Ratio | 0.0925 | |||
| Treynor Ratio | 2.92 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rising Rates' 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.
Rising Rates Opportunity Backtested Returns
Rising Rates appears to be very steady, given 3 months investment horizon. Rising Rates Opportunity maintains Sharpe Ratio (i.e., Efficiency) of 0.21, which implies the entity had a 0.21% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rising Rates Opportunity, which you can use to evaluate the volatility of the fund. Please evaluate Rising Rates' Coefficient Of Variation of 532.13, risk adjusted performance of 0.1394, and Semi Deviation of 0.7723 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.0647, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rising Rates' returns are expected to increase less than the market. However, during the bear market, the loss of holding Rising Rates is expected to be smaller as well.
Auto-correlation | -0.89 |
Excellent reverse predictability
Rising Rates Opportunity has excellent reverse predictability. Overlapping area represents the amount of predictability between Rising Rates time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Rising Rates Opportunity price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Rising Rates price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Rising Rates Opportunity lagged returns against current returns
Autocorrelation, which is Rising Rates 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 Rising Rates' mutual fund expected returns. We can calculate the autocorrelation of Rising Rates returns to help us make a trade decision. For example, suppose you find that Rising Rates 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 |
Rising Rates 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 Rising Rates mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rising Rates mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rising Rates mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rising Rates Lagged Returns
When evaluating Rising Rates' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rising Rates mutual fund have on its future price. Rising Rates 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, Rising Rates autocorrelation shows the relationship between Rising Rates mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rising Rates Opportunity.
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 Rising Mutual Fund
Rising Rates financial ratios help investors to determine whether Rising 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 Rising with respect to the benefits of owning Rising Rates security.
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