Volumetric Fund Volumetric Fund Market Value
| VOLMX Fund | USD 25.61 0.18 0.71% |
| Symbol | Volumetric |
Volumetric Fund '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 Volumetric Fund'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 Volumetric Fund.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in Volumetric Fund on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Volumetric Fund Volumetric or generate 0.0% return on investment in Volumetric Fund over 30 days. Volumetric Fund is related to or competes with Rationalpier, Gabelli Convertible, Calamos Dynamic, Lord Abbett, and Advent Claymore. The fund seeks to achieve its objective by investing primarily in a broadly diversified portfolio of large and mid-cap d... More
Volumetric Fund 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 Volumetric Fund'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 Volumetric Fund Volumetric upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7931 | |||
| Information Ratio | 0.0111 | |||
| Maximum Drawdown | 6.01 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.14 |
Volumetric Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volumetric Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volumetric Fund's standard deviation. In reality, there are many statistical measures that can use Volumetric Fund historical prices to predict the future Volumetric Fund's volatility.| Risk Adjusted Performance | 0.0411 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | 0.0081 | |||
| Sortino Ratio | 0.0116 | |||
| Treynor Ratio | 0.0354 |
Volumetric Fund Volu Backtested Returns
At this stage we consider Volumetric Mutual Fund to be very steady. Volumetric Fund Volu owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0187, which indicates the fund had a 0.0187% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Volumetric Fund Volumetric, which you can use to evaluate the volatility of the fund. Please validate Volumetric Fund's Risk Adjusted Performance of 0.0411, coefficient of variation of 1951.8, and Semi Deviation of 0.7178 to confirm if the risk estimate we provide is consistent with the expected return of 0.0151%. The entity has a beta of 0.92, which indicates possible diversification benefits within a given portfolio. Volumetric Fund returns are very sensitive to returns on the market. As the market goes up or down, Volumetric Fund is expected to follow.
Auto-correlation | -0.51 |
Good reverse predictability
Volumetric Fund Volumetric has good reverse predictability. Overlapping area represents the amount of predictability between Volumetric Fund time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th 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 Volumetric Fund Volu price movement. The serial correlation of -0.51 indicates that about 51.0% of current Volumetric Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Volumetric Fund Volu lagged returns against current returns
Autocorrelation, which is Volumetric Fund 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 Volumetric Fund's mutual fund expected returns. We can calculate the autocorrelation of Volumetric Fund returns to help us make a trade decision. For example, suppose you find that Volumetric Fund 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 |
Volumetric Fund 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 Volumetric Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volumetric Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volumetric Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Volumetric Fund Lagged Returns
When evaluating Volumetric Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volumetric Fund mutual fund have on its future price. Volumetric Fund 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, Volumetric Fund autocorrelation shows the relationship between Volumetric Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Volumetric Fund Volumetric.
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 Volumetric Mutual Fund
Volumetric Fund financial ratios help investors to determine whether Volumetric 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 Volumetric with respect to the benefits of owning Volumetric Fund security.
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