Grizzly Short Fund Market Value
| GRZZX Fund | USD 6.56 0.07 1.06% |
| Symbol | Grizzly |
Grizzly Short '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 Grizzly Short'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 Grizzly Short.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Grizzly Short on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Grizzly Short Fund or generate 0.0% return on investment in Grizzly Short over 30 days. Grizzly Short is related to or competes with Stocksplus, Federated Prudent, Federated Prudent, Pimco Stocksplus, Pimco Stocksplus, Inverse Sp. The fund sells stocks and exchange traded funds short More
Grizzly Short 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 Grizzly Short'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 Grizzly Short Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.69 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.68 |
Grizzly Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grizzly Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grizzly Short's standard deviation. In reality, there are many statistical measures that can use Grizzly Short historical prices to predict the future Grizzly Short's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0749 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.0206 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grizzly Short'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.
Grizzly Short Backtested Returns
Grizzly Short holds Efficiency (Sharpe) Ratio of -0.0029, which attests that the entity had a -0.0029% return per unit of risk over the last 3 months. Grizzly Short exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grizzly Short's Market Risk Adjusted Performance of 0.0306, risk adjusted performance of (0.01), and Standard Deviation of 0.9507 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -1.16, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Grizzly Short are expected to decrease by larger amounts. On the other hand, during market turmoil, Grizzly Short is expected to outperform it.
Auto-correlation | 0.14 |
Insignificant predictability
Grizzly Short Fund has insignificant predictability. Overlapping area represents the amount of predictability between Grizzly Short time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Grizzly Short price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Grizzly Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Grizzly Short lagged returns against current returns
Autocorrelation, which is Grizzly Short 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 Grizzly Short's mutual fund expected returns. We can calculate the autocorrelation of Grizzly Short returns to help us make a trade decision. For example, suppose you find that Grizzly Short 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 |
Grizzly Short 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 Grizzly Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grizzly Short mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grizzly Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Grizzly Short Lagged Returns
When evaluating Grizzly Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grizzly Short mutual fund have on its future price. Grizzly Short 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, Grizzly Short autocorrelation shows the relationship between Grizzly Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Grizzly Short Fund.
Regressed Prices |
| Timeline |
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 Grizzly Short 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, Grizzly Short's short interest history, or implied volatility extrapolated from Grizzly Short options trading.
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Try AI Portfolio ArchitectCheck out Grizzly Short Correlation, Grizzly Short Volatility and Grizzly Short Alpha and Beta module to complement your research on Grizzly Short. Note that the Grizzly Short information on this page should be used as a complementary analysis to other Grizzly Short'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 the Transaction History module to view history of all your transactions and understand their impact on performance.
Grizzly Short 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, fund market cycles, or different charting patterns.