Focused Mutual Fund Market Value

ACFGX -  USA Fund  

USD 39.47  0.29  0.73%

Focused Dynamic's market value is the price at which a share of Focused Dynamic stock trades on a public exchange. It measures the collective expectations of Focused Dynamic Growth investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Focused Dynamic Growth and determine expected loss or profit from investing in Focused Dynamic over a given investment horizon. Please continue to Focused Dynamic Hype Analysis, Focused Dynamic Correlation, Portfolio Optimization, Focused Dynamic Volatility, as well as analyze Focused Dynamic Alpha and Beta and Focused Dynamic Performance.
Symbol
Backtest

Please note, there is a significant difference between Focused Dynamic's value and its price as these two are different measures arrived at by different means. Investors typically determine Focused Dynamic value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Focused Dynamic's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Focused Dynamic '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 Focused Dynamic'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 Focused Dynamic.
0.00
04/21/2022
No Change 0.00  0.0 
In 30 days
05/21/2022
0.00
If you would invest  0.00  in Focused Dynamic on April 21, 2022 and sell it all today you would earn a total of 0.00 from holding Focused Dynamic Growth or generate 0.0% return on investment in Focused Dynamic over 30 days. Focused Dynamic is related to or competes with Growth Fund. The portfolio managers look for stocks of early and rapid stage growth companies they believe will increase in value ove...

Focused Dynamic 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 Focused Dynamic'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 Focused Dynamic Growth upside and downside potential and time the market with a certain degree of confidence.

Focused Dynamic Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Focused Dynamic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Focused Dynamic's standard deviation. In reality, there are many statistical measures that can use Focused Dynamic historical prices to predict the future Focused Dynamic's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Focused Dynamic'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. Please use the tools below to analyze the current value of Focused Dynamic in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
38.7141.4044.09
Details
Intrinsic
Valuation
LowReal ValueHigh
36.4739.1641.85
Details
Naive
Forecast
LowNext ValueHigh
38.4541.1543.84
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
37.3446.9456.53
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Focused Dynamic. Your research has to be compared to or analyzed against Focused Dynamic's peers to derive any actionable benefits. When done correctly, Focused Dynamic's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Focused Dynamic Growth.

Focused Dynamic Growth Backtested Returns

Focused Dynamic Growth secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the fund had -0.11% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in predicting the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Focused Dynamic Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Focused Dynamic Growth mean deviation of 2.19 to check the risk estimate we provide.
The fund shows a Beta (market volatility) of 0.0591, which means not very significant fluctuations relative to the market. Let's try to break down what Focused's beta means in this case. As returns on the market increase, Focused Dynamic returns are expected to increase less than the market. However, during the bear market, the loss on holding Focused Dynamic will be expected to be smaller as well. Even though it is essential to pay attention to Focused Dynamic Growth historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in predicting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Focused Dynamic Growth exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.54  

Modest predictability

Focused Dynamic Growth has modest predictability. Overlapping area represents the amount of predictability between Focused Dynamic time series from 21st of April 2022 to 6th of May 2022 and 6th of May 2022 to 21st of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Focused Dynamic Growth price movement. The serial correlation of 0.54 indicates that about 54.0% of current Focused Dynamic price fluctuation can be explain by its past prices.
Correlation Coefficient0.54
Spearman Rank Test-0.01
Residual Average0.0
Price Variance1.06

Focused Dynamic Growth lagged returns against current returns

Autocorrelation, which is Focused Dynamic 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 Focused Dynamic's mutual fund expected returns. We can calculate the autocorrelation of Focused Dynamic returns to help us make a trade decision. For example, suppose you find that Focused Dynamic mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Focused Dynamic 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 Focused Dynamic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Focused Dynamic mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Focused Dynamic mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Focused Dynamic Lagged Returns

When evaluating Focused Dynamic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Focused Dynamic mutual fund have on its future price. Focused Dynamic 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, Focused Dynamic autocorrelation shows the relationship between Focused Dynamic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Focused Dynamic Growth.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Focused Dynamic without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Focused Dynamic

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Focused Dynamic position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Focused Dynamic will appreciate offsetting losses from the drop in the long position's value.

Focused Dynamic Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Focused Dynamic could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Focused Dynamic when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Focused Dynamic - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Focused Dynamic Growth to buy it.
The correlation of Focused Dynamic is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Focused Dynamic moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Focused Dynamic Growth moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Focused Dynamic can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Focused Dynamic Hype Analysis, Focused Dynamic Correlation, Portfolio Optimization, Focused Dynamic Volatility, as well as analyze Focused Dynamic Alpha and Beta and Focused Dynamic Performance. Note that the Focused Dynamic Growth information on this page should be used as a complementary analysis to other Focused Dynamic's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Focused Mutual Fund analysis

When running Focused Dynamic Growth price analysis, check to measure Focused Dynamic's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Focused Dynamic is operating at the current time. Most of Focused Dynamic's value examination focuses on studying past and present price action to predict the probability of Focused Dynamic's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Focused Dynamic's price. Additionally, you may evaluate how the addition of Focused Dynamic to your portfolios can decrease your overall portfolio volatility.
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Focused Dynamic technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Focused Dynamic technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Focused Dynamic trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...