Stadion Trilogy Alternative Fund Market Value
STTIX Fund | USD 9.95 0.04 0.40% |
Symbol | Stadion |
Stadion Trilogy '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 Stadion Trilogy'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 Stadion Trilogy.
10/20/2023 |
| 04/17/2024 |
If you would invest 0.00 in Stadion Trilogy on October 20, 2023 and sell it all today you would earn a total of 0.00 from holding Stadion Trilogy Alternative or generate 0.0% return on investment in Stadion Trilogy over 180 days. Stadion Trilogy is related to or competes with Stadion Tactical, Stadion Tactical, Stadion Tactical, Stadion Tactical, Stadion Tactical, and Stadion Tactical. The fund combines multiple investment strategies and investment techniques that are designed to generate return and mana... More
Stadion Trilogy 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 Stadion Trilogy'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 Stadion Trilogy Alternative upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.27) | |||
Maximum Drawdown | 1.57 | |||
Value At Risk | (0.50) | |||
Potential Upside | 0.3972 |
Stadion Trilogy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stadion Trilogy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stadion Trilogy's standard deviation. In reality, there are many statistical measures that can use Stadion Trilogy historical prices to predict the future Stadion Trilogy's volatility.Risk Adjusted Performance | (0.06) | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.05) | |||
Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stadion Trilogy'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.
Stadion Trilogy Alte Backtested Returns
Stadion Trilogy Alte owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0718, which indicates the fund had a -0.0718% return per unit of risk over the last 3 months. Stadion Trilogy Alternative exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stadion Trilogy's Risk Adjusted Performance of (0.06), coefficient of variation of (1,385), and Variance of 0.0827 to confirm the risk estimate we provide. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stadion Trilogy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stadion Trilogy is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Stadion Trilogy Alternative has modest predictability. Overlapping area represents the amount of predictability between Stadion Trilogy time series from 20th of October 2023 to 18th of January 2024 and 18th of January 2024 to 17th 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 Stadion Trilogy Alte price movement. The serial correlation of 0.52 indicates that about 52.0% of current Stadion Trilogy price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.52 | |
Spearman Rank Test | 0.52 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Stadion Trilogy Alte lagged returns against current returns
Autocorrelation, which is Stadion Trilogy 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 Stadion Trilogy's mutual fund expected returns. We can calculate the autocorrelation of Stadion Trilogy returns to help us make a trade decision. For example, suppose you find that Stadion Trilogy 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 |
Stadion Trilogy 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 Stadion Trilogy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stadion Trilogy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stadion Trilogy mutual fund over time.
Current vs Lagged Prices |
Timeline |
Stadion Trilogy Lagged Returns
When evaluating Stadion Trilogy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stadion Trilogy mutual fund have on its future price. Stadion Trilogy 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, Stadion Trilogy autocorrelation shows the relationship between Stadion Trilogy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Stadion Trilogy Alternative.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
LTC | Litecoin | |
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XLM | Stellar | |
CRO | Cronos |
Check out Stadion Trilogy Correlation, Stadion Trilogy Volatility and Stadion Trilogy Alpha and Beta module to complement your research on Stadion Trilogy. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Stadion Trilogy 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.