Investment Managers Series Fund Market Value
| WCMWX Fund | 14.95 0.10 0.66% |
| Symbol | Investment |
Investment Managers '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 Investment Managers' 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 Investment Managers.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Investment Managers on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Investment Managers Series or generate 0.0% return on investment in Investment Managers over 90 days. Investment Managers is related to or competes with Prudential Core, Blackrock Conservative, Pgim Conservative, Jhancock Diversified, Delaware Limited-term, Massmutual Premier, and Aqr Diversified. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of companies... More
Investment Managers 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 Investment Managers' 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 Investment Managers Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9122 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.21 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.08 |
Investment Managers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investment Managers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investment Managers' standard deviation. In reality, there are many statistical measures that can use Investment Managers historical prices to predict the future Investment Managers' volatility.| Risk Adjusted Performance | 0.0697 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.117 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Investment Managers' 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.
Investment Managers Backtested Returns
At this stage we consider Investment Mutual Fund to be somewhat reliable. Investment Managers holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Investment Managers, which you can use to evaluate the volatility of the entity. Please check out Investment Managers' Market Risk Adjusted Performance of 0.127, risk adjusted performance of 0.0697, and Downside Deviation of 0.9122 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The fund retains a Market Volatility (i.e., Beta) of 0.51, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Investment Managers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Investment Managers is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
Investment Managers Series has below average predictability. Overlapping area represents the amount of predictability between Investment Managers time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 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 Investment Managers price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Investment Managers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Investment Managers lagged returns against current returns
Autocorrelation, which is Investment Managers 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 Investment Managers' mutual fund expected returns. We can calculate the autocorrelation of Investment Managers returns to help us make a trade decision. For example, suppose you find that Investment Managers 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 |
Investment Managers 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 Investment Managers mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investment Managers mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investment Managers mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Investment Managers Lagged Returns
When evaluating Investment Managers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investment Managers mutual fund have on its future price. Investment Managers 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, Investment Managers autocorrelation shows the relationship between Investment Managers mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Investment Managers Series.
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 Investment Mutual Fund
Investment Managers financial ratios help investors to determine whether Investment 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 Investment with respect to the benefits of owning Investment Managers security.
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