Strategic Mutual Fund Market Value

FILFX
 Fund
  

USD 9.70  0.09  0.92%   

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

Please note, there is a significant difference between Strategic Advisers' value and its price as these two are different measures arrived at by different means. Investors typically determine Strategic Advisers value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Strategic Advisers' 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.

Strategic Advisers '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 Strategic Advisers' 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 Strategic Advisers.
0.00
06/05/2022
No Change 0.00  0.0 
In 30 days
07/05/2022
0.00
If you would invest  0.00  in Strategic Advisers on June 5, 2022 and sell it all today you would earn a total of 0.00 from holding Strategic Advisers International or generate 0.0% return on investment in Strategic Advisers over 30 days. Strategic Advisers is related to or competes with Intel Corp. The fund invests primarily in non-U.S. securities, including securities of issuers located in emerging marketsMore

Strategic Advisers 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 Strategic Advisers' 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 Strategic Advisers International upside and downside potential and time the market with a certain degree of confidence.

Strategic Advisers Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Strategic Advisers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Strategic Advisers' standard deviation. In reality, there are many statistical measures that can use Strategic Advisers historical prices to predict the future Strategic Advisers' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Strategic Advisers' 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 Strategic Advisers in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.189.7011.22
Details
Intrinsic
Valuation
LowReal ValueHigh
8.379.8911.41
Details
Naive
Forecast
LowNext ValueHigh
8.5710.0911.61
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.1910.0710.94
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Strategic Advisers. Your research has to be compared to or analyzed against Strategic Advisers' peers to derive any actionable benefits. When done correctly, Strategic Advisers' 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 Strategic Advisers.

Strategic Advisers Backtested Returns

Strategic Advisers owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the fund had -0.16% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring 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. Strategic Advisers International exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Strategic Advisers coefficient of variation of (617.92), and Risk Adjusted Performance of (0.23) to confirm the risk estimate we provide.
The entity has a beta of 0.6806, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Strategic's beta means in this case. As returns on the market increase, Strategic Advisers returns are expected to increase less than the market. However, during the bear market, the loss on holding Strategic Advisers will be expected to be smaller as well. Even though it is essential to pay attention to Strategic Advisers current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring 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. Strategic Advisers International exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.19  

Insignificant reverse predictability

Strategic Advisers International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Strategic Advisers time series from 5th of June 2022 to 20th of June 2022 and 20th of June 2022 to 5th of July 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 Strategic Advisers price movement. The serial correlation of -0.19 indicates that over 19.0% of current Strategic Advisers price fluctuation can be explain by its past prices.
Correlation Coefficient-0.19
Spearman Rank Test-0.24
Residual Average0.0
Price Variance0.01

Strategic Advisers lagged returns against current returns

Autocorrelation, which is Strategic Advisers 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 Strategic Advisers' mutual fund expected returns. We can calculate the autocorrelation of Strategic Advisers returns to help us make a trade decision. For example, suppose you find that Strategic Advisers 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 

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

Strategic Advisers Lagged Returns

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

Strategic Advisers Investors Sentiment

The influence of Strategic Advisers' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Strategic. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Strategic Advisers in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Strategic Advisers' short interest history, or implied volatility extrapolated from Strategic Advisers options trading.

Current Sentiment - FILFX

Strategic Advisers Investor Sentiment

Most of Macroaxis users are currently bullish on Strategic Advisers International. What is your outlook on investing in Strategic Advisers International? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

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Please check Strategic Advisers Hype Analysis, Strategic Advisers Correlation, Portfolio Optimization, Strategic Advisers Volatility, as well as analyze Strategic Advisers Alpha and Beta and Strategic Advisers Performance. Note that the Strategic Advisers information on this page should be used as a complementary analysis to other Strategic Advisers' 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 Bond Directory module to find actively traded corporate debentures issued by US companies.

Complementary Tools for Strategic Mutual Fund analysis

When running Strategic Advisers price analysis, check to measure Strategic Advisers' 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 Strategic Advisers is operating at the current time. Most of Strategic Advisers' value examination focuses on studying past and present price action to predict the probability of Strategic Advisers' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Strategic Advisers' price. Additionally, you may evaluate how the addition of Strategic Advisers to your portfolios can decrease your overall portfolio volatility.
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Strategic Advisers 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 Strategic Advisers technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Strategic Advisers 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...