Monongahela All Cap Fund Market Value
| MCMVX Fund | USD 21.60 0.12 0.56% |
| Symbol | Monongahela |
Monongahela All '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 Monongahela All'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 Monongahela All.
| 07/27/2025 |
| 10/25/2025 |
If you would invest 0.00 in Monongahela All on July 27, 2025 and sell it all today you would earn a total of 0.00 from holding Monongahela All Cap or generate 0.0% return on investment in Monongahela All over 90 days. Monongahela All is related to or competes with Villere Equity, Rbc Small, Oil Gas, Walthausen Small, Aberdeen Global, Amg Managers, and Manager Directed. The fund seeks to achieve its investment objective by investing primarily in a portfolio of domestic equity securities, ... More
Monongahela All 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 Monongahela All'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 Monongahela All Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7733 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.0 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.43 |
Monongahela All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monongahela All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monongahela All's standard deviation. In reality, there are many statistical measures that can use Monongahela All historical prices to predict the future Monongahela All's volatility.| Risk Adjusted Performance | 0.0421 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0382 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Monongahela All'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.
Monongahela All Cap Backtested Returns
At this stage we consider Monongahela Mutual Fund to be very steady. Monongahela All Cap has Sharpe Ratio of 0.056, which conveys that the entity had a 0.056 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Monongahela All, which you can use to evaluate the volatility of the fund. Please verify Monongahela All's Mean Deviation of 0.6695, risk adjusted performance of 0.0421, and Downside Deviation of 0.7733 to check out if the risk estimate we provide is consistent with the expected return of 0.0493%. The fund secures a Beta (Market Risk) of 1.14, which conveys a somewhat significant risk relative to the market. Monongahela All returns are very sensitive to returns on the market. As the market goes up or down, Monongahela All is expected to follow.
Auto-correlation | 0.04 |
Virtually no predictability
Monongahela All Cap has virtually no predictability. Overlapping area represents the amount of predictability between Monongahela All time series from 27th of July 2025 to 10th of September 2025 and 10th of September 2025 to 25th of October 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Monongahela All Cap price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Monongahela All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Monongahela All Cap lagged returns against current returns
Autocorrelation, which is Monongahela All 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 Monongahela All's mutual fund expected returns. We can calculate the autocorrelation of Monongahela All returns to help us make a trade decision. For example, suppose you find that Monongahela All 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 |
Monongahela All 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 Monongahela All mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monongahela All mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monongahela All mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Monongahela All Lagged Returns
When evaluating Monongahela All's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monongahela All mutual fund have on its future price. Monongahela All 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, Monongahela All autocorrelation shows the relationship between Monongahela All mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Monongahela All Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Monongahela Mutual Fund
Monongahela All financial ratios help investors to determine whether Monongahela Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Monongahela with respect to the benefits of owning Monongahela All security.
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