Roumell Opportunistic Backtesting

RAMSX -- USA Fund  

USD 8.94  0.02  0.22%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Roumell Opportunistic Value Ins and determine expected loss or profit from investing in Roumell Opportunistic over given investment horizon. Additionally take a look at Roumell Opportunistic Hype Analysis, Roumell Opportunistic Correlation, Portfolio Optimization, Roumell Opportunistic Volatility as well as analyze Roumell Opportunistic Alpha and Beta and Roumell Opportunistic Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Roumell Opportunistic 'What if' Analysis

June 25, 2019
0.00
No Change 0.00  0.0%
In 2 months and 1 day
August 24, 2019
0.00
If you would invest  0.00  in Roumell Opportunistic on June 25, 2019 and sell it all today you would earn a total of 0.00 from holding Roumell Opportunistic Value Ins or generate 0.0% return on investment in Roumell Opportunistic over 60 days. Roumell Opportunistic is related to or competes with American Balanced, American Balanced, American Balanced, American Balanced, American Balanced, Vanguard Balanced, and Fidelity Balanced. The fund portfolio will primarily consist of domestic and foreign equity securities domestic and foreign fixed income se...

Roumell Opportunistic Upside/Downside Indicators

Information Ratio0.0538
Maximum Drawdown5.17
Value At Risk(1.97)
Potential Upside1.9

Roumell Opportunistic Market Premium Indicators

Risk Adjusted Performance(0.019035)
Jensen Alpha0.0311
Total Risk Alpha0.0877
Treynor Ratio(0.05)

Roumell Opportunistic Backtested Returns

Macroaxis considers Roumell Opportunistic to be somewhat reliable. Roumell Opportunistic maintains Sharpe Ratio (i.e. Efficiency) of -0.0212 which implies the entity had -0.0212% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Roumell Opportunistic exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Roumell Opportunistic Risk Adjusted Performance of (0.019035) and Coefficient Of Variation of (4,715) to confirm risk estimate we provide. The fund holds Beta of 0.6632 which implies as returns on market increase, Roumell Opportunistic returns are expected to increase less than the market. However during bear market, the loss on holding Roumell Opportunistic will be expected to be smaller as well. Even though it is essential to pay attention to Roumell Opportunistic current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Roumell Opportunistic exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.51) 
correlation synergy

Good reverse predictability

Roumell Opportunistic Value Ins has good reverse predictability. Overlapping area represents the amount of predictability between Roumell Opportunistic time series from June 25, 2019 to July 25, 2019 and July 25, 2019 to August 24, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Roumell Opportunistic price movement. The serial correlation of -0.51 indicates that about 51.0% of current Roumell Opportunistic price fluctuation can be explain by its past prices. Given that Roumell Opportunistic Value Ins has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Roumell Opportunistic for similar time interval.
Correlation Coefficient-0.51
Spearman Rank Test0.02
Residual Average0.0
Price Variance0.02

Roumell Opportunistic lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Roumell Opportunistic regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Roumell Opportunistic Lagged Returns

 Regressed Prices 
      Timeline 

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Additionally take a look at Roumell Opportunistic Hype Analysis, Roumell Opportunistic Correlation, Portfolio Optimization, Roumell Opportunistic Volatility as well as analyze Roumell Opportunistic Alpha and Beta and Roumell Opportunistic Performance. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.
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