The Arbitrage Fund Market Outlook
| ARBCX Fund | USD 12.28 0.01 0.08% |
Slightly above 56% of The Arbitrage's investor base is looking to short. The analysis of overall sentiment of trading The Arbitrage Fund mutual fund suggests that many investors are alarmed at this time. The Arbitrage's investing sentiment can be driven by a variety of factors including economic data, The Arbitrage's earnings reports, geopolitical events, and overall market trends.
Comfort Level 44
Impartial
Panic | Confidence |
Today, several news technology companies offer sentiment data to assist traders in manufacturing news sentiment indicators for investment decisions. We partner with these technology firms in helping retail investors build forecasting models that use The Arbitrage's input sentiment indicators derived from textual data and news published on major financial information outlets and social sites. These indicators can be used to analyze time-dependent numerical information representing public perception toward The Arbitrage Fund.
News SentimentNeutral | Hype SentimentBearish | Insider SentimentWaiting |
Assuming the 90 days horizon and your above-average risk tolerance, our recommendation regarding The Arbitrage Fund is 'Strong Sell'. A buy or sell recommendation is an automated directive regarding whether to purchase or sell The Arbitrage Fund given historical horizon and risk tolerance. When we issue a 'buy' or 'sell' recommendation for The Arbitrage Fund, the advice is generated through an automated system that utilizes algorithms and statistical models.
Execute The Arbitrage Advice
The The recommendation should be used to complement the investment advice compiled from the current analysts' consensus on The Arbitrage Fund. Macroaxis does not own or have any residual interests in The Arbitrage Fund or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute The Arbitrage's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Sell
Market Performance | Good | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Overvalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Barely shadows the market | Details | |
Analyst Consensus | Not Available | Details |
For the selected time horizon The Arbitrage Fund has a Mean Deviation of 0.1804, Standard Deviation of 0.4882, Variance of 0.2384, Downside Variance of 0.0215, Semi Variance of (0.08) and Expected Short fall of (0.35)Our advice tool can cross-verify current analyst consensus on The Arbitrage and to analyze the entity potential to grow in the current economic cycle. Please use The Arbitrage total asset and ten year return to make buy, hold, or sell decision on The Arbitrage.
The Arbitrage Trading Alerts and Improvement Suggestions
| The fund holds about 15.94% of its assets under management (AUM) in cash |
The Arbitrage Returns Distribution Density
The distribution of The Arbitrage's historical returns is an attempt to chart the uncertainty of The Arbitrage's future price movements. The chart of the probability distribution of The Arbitrage daily returns describes the distribution of returns around its average expected value. We use The Arbitrage Fund price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of The Arbitrage returns is essential to provide solid investment analysis for The Arbitrage.
| Mean Return | 0.08 | Value At Risk | -0.17 | Potential Upside | 0.26 | Standard Deviation | 0.49 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of The Arbitrage historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
The Arbitrage Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to The Arbitrage or Arbitrage Fund sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that The Arbitrage's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a The fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | 0.08 | |
σ | Overall volatility | 0.50 | |
Ir | Information ratio | 0.03 |
The Arbitrage Volatility Alert
The Arbitrage Fund exhibits very low volatility with skewness of 7.15 and kurtosis of 55.36. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure The Arbitrage's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact The Arbitrage's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.The Arbitrage Fundamentals Vs Peers
Comparing The Arbitrage's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze The Arbitrage's direct or indirect competition across all of the common fundamentals between The Arbitrage and the related equities. This way, we can detect undervalued stocks with similar characteristics as The Arbitrage or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of The Arbitrage's fundamental indicators could also be used in its relative valuation, which is a method of valuing The Arbitrage by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare The Arbitrage to competition |
| Fundamentals | The Arbitrage | Peer Average |
| Year To Date Return | 0.49 % | 0.39 % |
| One Year Return | 5.90 % | 4.15 % |
| Three Year Return | 4.89 % | 3.60 % |
| Five Year Return | 2.28 % | 3.24 % |
| Ten Year Return | 1.54 % | 1.79 % |
| Net Asset | 785.12 M | 4.11 B |
| Cash Position Weight | 15.94 % | 10.61 % |
| Equity Positions Weight | 83.31 % | 63.90 % |
The Arbitrage Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as The . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 12.28 | |||
| Day Typical Price | 12.28 | |||
| Price Action Indicator | (0.01) | |||
| Period Momentum Indicator | (0.01) |
About The Arbitrage Buy or Sell Advice
When is the right time to buy or sell The Arbitrage Fund? Buying financial instruments such as The Mutual Fund isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
Use Investing Ideas to Build Portfolios
In addition to having The Arbitrage in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
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Other Information on Investing in The Mutual Fund
The Arbitrage financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Arbitrage security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
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| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities |