Stadion Trilogy Alternative Fund Market Value
| STTIX Fund | USD 9.10 0.01 0.11% |
| Symbol | Stadion |
Stadion Trilogy '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 Stadion Trilogy'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 Stadion Trilogy.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Stadion Trilogy on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Stadion Trilogy Alternative or generate 0.0% return on investment in Stadion Trilogy over 720 days. Stadion Trilogy is related to or competes with Stadion Tactical, Stadion Tactical, Stadion Tactical, Stadion Tactical, Stadion Tactical, and Stadion Tactical. To pursue its objectives, under normal market conditions, the fund will invest at least 80 percent of its net assets in ... More
Stadion Trilogy 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 Stadion Trilogy'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 Stadion Trilogy Alternative upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.2852 |
Stadion Trilogy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stadion Trilogy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stadion Trilogy's standard deviation. In reality, there are many statistical measures that can use Stadion Trilogy historical prices to predict the future Stadion Trilogy's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 0.7653 |
Stadion Trilogy Alte Backtested Returns
Stadion Trilogy Alte owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the fund had a -0.15% return per unit of risk over the last 3 months. Stadion Trilogy Alternative exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stadion Trilogy's Coefficient Of Variation of (671.84), variance of 2.43, and Risk Adjusted Performance of (0.11) to confirm the risk estimate we provide. The entity has a beta of -0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Stadion Trilogy are expected to decrease at a much lower rate. During the bear market, Stadion Trilogy is likely to outperform the market.
Auto-correlation | -0.65 |
Very good reverse predictability
Stadion Trilogy Alternative has very good reverse predictability. Overlapping area represents the amount of predictability between Stadion Trilogy time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Stadion Trilogy Alte price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Stadion Trilogy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Stadion Trilogy Alte lagged returns against current returns
Autocorrelation, which is Stadion Trilogy 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 Stadion Trilogy's mutual fund expected returns. We can calculate the autocorrelation of Stadion Trilogy returns to help us make a trade decision. For example, suppose you find that Stadion Trilogy 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 |
Stadion Trilogy 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 Stadion Trilogy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stadion Trilogy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stadion Trilogy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Stadion Trilogy Lagged Returns
When evaluating Stadion Trilogy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stadion Trilogy mutual fund have on its future price. Stadion Trilogy 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, Stadion Trilogy autocorrelation shows the relationship between Stadion Trilogy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Stadion Trilogy Alternative.
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 Stadion Mutual Fund
Stadion Trilogy financial ratios help investors to determine whether Stadion 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 Stadion with respect to the benefits of owning Stadion Trilogy security.
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