The Arbitrage Fund Probability of Future Mutual Fund Price Finishing Under 10.49
| ARBCX Fund | USD 11.90 0.01 0.08% |
Arbitrage |
Arbitrage Fund Target Price Odds to finish below 10.49
The tendency of Arbitrage Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 10.49 or more in 90 days |
| 11.90 | 90 days | 10.49 | near 1 |
Based on a normal probability distribution, the odds of Arbitrage Fund to drop to $ 10.49 or more in 90 days from now is near 1 (This The Arbitrage Fund probability density function shows the probability of Arbitrage Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Arbitrage Fund price to stay between $ 10.49 and its current price of $11.9 at the end of the 90-day period is about 76.51 .
Assuming the 90 days horizon Arbitrage Fund has a beta of 0.15. This suggests as returns on the market go up, Arbitrage Fund average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding The Arbitrage Fund will be expected to be much smaller as well. Additionally The Arbitrage Fund has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Arbitrage Fund Price Density |
| Price |
Predictive Modules for Arbitrage Fund
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Arbitrage Fund. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arbitrage 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.
Arbitrage Fund Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Arbitrage Fund is not an exception. The market had few large corrections towards the Arbitrage Fund's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold The Arbitrage Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Arbitrage Fund within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.02 | |
β | Beta against Dow Jones | 0.15 | |
σ | Overall volatility | 0.06 | |
Ir | Information ratio | -0.58 |
Arbitrage Fund Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Arbitrage Fund for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Arbitrage Fund can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund holds about 15.94% of its assets under management (AUM) in cash |
Arbitrage Fund Technical Analysis
Arbitrage Fund's future price can be derived by breaking down and analyzing its technical indicators over time. Arbitrage Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of The Arbitrage Fund. In general, you should focus on analyzing Arbitrage Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Arbitrage Fund Predictive Forecast Models
Arbitrage Fund's time-series forecasting models is one of many Arbitrage Fund's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Arbitrage Fund's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Arbitrage Fund
Checking the ongoing alerts about Arbitrage Fund for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Arbitrage Fund help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund holds about 15.94% of its assets under management (AUM) in cash |
Other Information on Investing in Arbitrage Mutual Fund
Arbitrage Fund financial ratios help investors to determine whether Arbitrage 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 Arbitrage with respect to the benefits of owning Arbitrage Fund security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |