Dreyfusstandish Global Fixed Fund Market Value
| SDGIX Fund | USD 20.81 0.08 0.39% |
| Symbol | Dreyfus/standish |
Dreyfus/standish '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 Dreyfus/standish'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 Dreyfus/standish.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Dreyfus/standish on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Dreyfusstandish Global Fixed or generate 0.0% return on investment in Dreyfus/standish over 30 days. Dreyfus/standish is related to or competes with Vela Large, Qs Us, Dunham Large, Dodge Cox, Fidelity Series, Dana Large, and Tax-managed. To pursue its goal, the fund normally invests at least 80 percent of its net assets, plus any borrowings for investment ... More
Dreyfus/standish 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 Dreyfus/standish'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 Dreyfusstandish Global Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1885 | |||
| Information Ratio | (0.64) | |||
| Maximum Drawdown | 0.9184 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.3859 |
Dreyfus/standish Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dreyfus/standish's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dreyfus/standish's standard deviation. In reality, there are many statistical measures that can use Dreyfus/standish historical prices to predict the future Dreyfus/standish's volatility.| Risk Adjusted Performance | 0.0116 | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.67) | |||
| Treynor Ratio | (0.06) |
Dreyfusstandish Global Backtested Returns
At this stage we consider Dreyfus/standish Mutual Fund to be very steady. Dreyfusstandish Global secures Sharpe Ratio (or Efficiency) of 0.0541, which denotes the fund had a 0.0541% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dreyfusstandish Global Fixed, which you can use to evaluate the volatility of the entity. Please confirm Dreyfus/standish's Mean Deviation of 0.1624, semi deviation of 0.1445, and Downside Deviation of 0.1885 to check if the risk estimate we provide is consistent with the expected return of 0.0107%. The fund shows a Beta (market volatility) of -0.0071, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dreyfus/standish are expected to decrease at a much lower rate. During the bear market, Dreyfus/standish is likely to outperform the market.
Auto-correlation | 0.54 |
Modest predictability
Dreyfusstandish Global Fixed has modest predictability. Overlapping area represents the amount of predictability between Dreyfus/standish time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd 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 Dreyfusstandish Global price movement. The serial correlation of 0.54 indicates that about 54.0% of current Dreyfus/standish price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Dreyfusstandish Global lagged returns against current returns
Autocorrelation, which is Dreyfus/standish 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 Dreyfus/standish's mutual fund expected returns. We can calculate the autocorrelation of Dreyfus/standish returns to help us make a trade decision. For example, suppose you find that Dreyfus/standish 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 |
Dreyfus/standish 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 Dreyfus/standish mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dreyfus/standish mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dreyfus/standish mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dreyfus/standish Lagged Returns
When evaluating Dreyfus/standish's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dreyfus/standish mutual fund have on its future price. Dreyfus/standish 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, Dreyfus/standish autocorrelation shows the relationship between Dreyfus/standish mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dreyfusstandish Global Fixed.
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 Dreyfus/standish Mutual Fund
Dreyfus/standish financial ratios help investors to determine whether Dreyfus/standish 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 Dreyfus/standish with respect to the benefits of owning Dreyfus/standish security.
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