Intermediate Mutual Fund Market Value

RBOGX
 Fund
  

USD 12.91  0.01  0.08%   

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

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

Intermediate Bond '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 Intermediate Bond'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 Intermediate Bond.
0.00
08/24/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/14/2022
0.00
If you would invest  0.00  in Intermediate Bond on August 24, 2020 and sell it all today you would earn a total of 0.00 from holding Intermediate Bond or generate 0.0% return on investment in Intermediate Bond over 720 days. The investment seeks current income consistent with the maturity and quality standards and preservation of capitalMore

Intermediate Bond 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 Intermediate Bond'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 Intermediate Bond upside and downside potential and time the market with a certain degree of confidence.

Intermediate Bond Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Intermediate Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intermediate Bond's standard deviation. In reality, there are many statistical measures that can use Intermediate Bond historical prices to predict the future Intermediate Bond's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Intermediate Bond'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 Intermediate Bond in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
12.5812.9113.24
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Intrinsic
Valuation
LowReal ValueHigh
12.5612.8913.22
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Intermediate Bond. Your research has to be compared to or analyzed against Intermediate Bond's peers to derive any actionable benefits. When done correctly, Intermediate Bond'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 Intermediate Bond.

Intermediate Bond Backtested Returns

We consider Intermediate Bond very steady. Intermediate Bond holds Efficiency (Sharpe) Ratio of 0.0092, which attests that the entity had 0.0092% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Intermediate Bond, which you can use to evaluate the future volatility of the entity. Please check out Intermediate Bond Market Risk Adjusted Performance of (0.029502), risk adjusted performance of 4.0E-4, and Downside Deviation of 0.3632 to validate if the risk estimate we provide is consistent with the expected return of 0.003%.
The fund retains a Market Volatility (i.e., Beta) of 0.0619, which attests to not very significant fluctuations relative to the market. Let's try to break down what Intermediate's beta means in this case. As returns on the market increase, Intermediate Bond returns are expected to increase less than the market. However, during the bear market, the loss on holding Intermediate Bond will be expected to be smaller as well. Although it is important to respect Intermediate Bond current price history, it is better to be realistic regarding the information on the equity's current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Intermediate Bond technical indicators, you can presently evaluate if the expected return of 0.003% will be sustainable into the future.

Auto-correlation

    
  -0.1  

Very weak reverse predictability

Intermediate Bond has very weak reverse predictability. Overlapping area represents the amount of predictability between Intermediate Bond time series from 24th of August 2020 to 19th of August 2021 and 19th of August 2021 to 14th of August 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 Intermediate Bond price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Intermediate Bond price fluctuation can be explain by its past prices.
Correlation Coefficient-0.1
Spearman Rank Test-0.39
Residual Average0.0
Price Variance0.1

Intermediate Bond lagged returns against current returns

Autocorrelation, which is Intermediate Bond 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 Intermediate Bond's mutual fund expected returns. We can calculate the autocorrelation of Intermediate Bond returns to help us make a trade decision. For example, suppose you find that Intermediate Bond 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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Intermediate Bond 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 Intermediate Bond mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intermediate Bond mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intermediate Bond mutual fund over time.
   Current vs Lagged Prices   
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Intermediate Bond Lagged Returns

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

Intermediate Bond Investors Sentiment

The influence of Intermediate Bond's 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 Intermediate. 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 Intermediate Bond 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, Intermediate Bond's short interest history, or implied volatility extrapolated from Intermediate Bond options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at Intermediate Bond Hype Analysis, Intermediate Bond Correlation, Portfolio Optimization, Intermediate Bond Volatility, as well as analyze Intermediate Bond Alpha and Beta and Intermediate Bond Performance. Note that the Intermediate Bond information on this page should be used as a complementary analysis to other Intermediate Bond'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 Global Correlations module to find global opportunities by holding instruments from different markets.

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