Us Government Securities Fund Market Value
| UGSDX Fund | USD 1.95 0.00 0.00% |
| Symbol | UGSDX |
Us Government '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 Us Government'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 Us Government.
| 07/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in Us Government on July 20, 2023 and sell it all today you would earn a total of 0.00 from holding Us Government Securities or generate 0.0% return on investment in Us Government over 510 days. Us Government is related to or competes with SCOR PK, Morningstar Unconstrained, Via Renewables, Bondbloxx ETF, Spring Valley, 70082LAB3, and Bondbloxx ETF. The fund invests at least 80 percent of its net assets in United States Treasury debt securities and obligations of agencies and instrumentalities of the United States, including repurchase agreements collateralized with such securities. More
Us Government 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 Us Government'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 Us Government Securities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.85) | |||
| Maximum Drawdown | 1.03 |
Us Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Us Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Us Government's standard deviation. In reality, there are many statistical measures that can use Us Government historical prices to predict the future Us Government's volatility.| Risk Adjusted Performance | 0.0424 | |||
| Jensen Alpha | 0.0046 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.6001 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Us Government's 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.
Us Government Securities Backtested Returns
At this stage we consider UGSDX Mutual Fund to be very steady. Us Government Securities retains Efficiency (Sharpe Ratio) of 0.13, which indicates the fund had a 0.13% return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for Us Government, which you can use to evaluate the volatility of the fund. Please validate Us Government's Mean Deviation of 0.0456, standard deviation of 0.1272, and Risk Adjusted Performance of 0.0424 to confirm if the risk estimate we provide is consistent with the expected return of 0.0164%. The entity owns a Beta (Systematic Risk) of 0.0095, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Us Government's returns are expected to increase less than the market. However, during the bear market, the loss of holding Us Government is expected to be smaller as well.
Auto-correlation | 0.93 |
Excellent predictability
Us Government Securities has excellent predictability. Overlapping area represents the amount of predictability between Us Government time series from 20th of July 2023 to 31st of March 2024 and 31st of March 2024 to 11th 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 Us Government Securities price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Us Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Us Government Securities lagged returns against current returns
Autocorrelation, which is Us Government 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 Us Government's mutual fund expected returns. We can calculate the autocorrelation of Us Government returns to help us make a trade decision. For example, suppose you find that Us Government 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 |
Us Government 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 Us Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Us Government mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Us Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Us Government Lagged Returns
When evaluating Us Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Us Government mutual fund have on its future price. Us Government 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, Us Government autocorrelation shows the relationship between Us Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Us Government Securities.
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 UGSDX Mutual Fund
Us Government financial ratios help investors to determine whether UGSDX 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 UGSDX with respect to the benefits of owning Us Government security.
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