Tarkio Fund Tarkio Fund Market Value
| TARKX Fund | USD 25.35 0.20 0.80% |
| Symbol | Tarkio |
Tarkio Fund '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 Tarkio Fund'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 Tarkio Fund.
| 04/06/2024 |
| 05/06/2024 |
If you would invest 0.00 in Tarkio Fund on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Tarkio Fund Tarkio or generate 0.0% return on investment in Tarkio Fund over 30 days. Tarkio Fund is related to or competes with Vanguard Mid-cap, Vanguard Extended, and Fidelity Extended. The fund, under normal market conditions, invests primarily in common stock from small, medium, and large capitalization... More
Tarkio Fund 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 Tarkio Fund'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 Tarkio Fund Tarkio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.0489 | |||
| Maximum Drawdown | 5.64 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 2.02 |
Tarkio Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tarkio Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tarkio Fund's standard deviation. In reality, there are many statistical measures that can use Tarkio Fund historical prices to predict the future Tarkio Fund's volatility.| Risk Adjusted Performance | 0.079 | |||
| Jensen Alpha | 0.0179 | |||
| Total Risk Alpha | (0.0007) | |||
| Sortino Ratio | 0.0444 | |||
| Treynor Ratio | 0.0809 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tarkio Fund'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.
Tarkio Fund Tarkio Backtested Returns
We consider Tarkio Fund very steady. Tarkio Fund Tarkio owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0834, which indicates the fund had a 0.0834% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tarkio Fund Tarkio, which you can use to evaluate the volatility of the fund. Please validate Tarkio Fund's Coefficient Of Variation of 847.01, risk adjusted performance of 0.079, and Semi Deviation of 1.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.0946%. The entity has a beta of 1.55, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Tarkio Fund will likely underperform.
Auto-correlation | -0.32 |
Poor reverse predictability
Tarkio Fund Tarkio has poor reverse predictability. Overlapping area represents the amount of predictability between Tarkio Fund time series from 6th of April 2024 to 21st of April 2024 and 21st of April 2024 to 6th of May 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 Tarkio Fund Tarkio price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Tarkio Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Tarkio Fund Tarkio lagged returns against current returns
Autocorrelation, which is Tarkio Fund 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 Tarkio Fund's mutual fund expected returns. We can calculate the autocorrelation of Tarkio Fund returns to help us make a trade decision. For example, suppose you find that Tarkio Fund 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 |
Tarkio Fund 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 Tarkio Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tarkio Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tarkio Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tarkio Fund Lagged Returns
When evaluating Tarkio Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tarkio Fund mutual fund have on its future price. Tarkio Fund 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, Tarkio Fund autocorrelation shows the relationship between Tarkio Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tarkio Fund Tarkio.
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 Tarkio Fund 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, Tarkio Fund's short interest history, or implied volatility extrapolated from Tarkio Fund options trading.
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Check out Tarkio Fund Correlation, Tarkio Fund Volatility and Tarkio Fund Alpha and Beta module to complement your research on Tarkio Fund. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Tarkio Fund 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.