Al Frank Fund Key Fundamental Indicators
| VALAX Fund | USD 31.60 0.42 1.35% |
As of the 3rd of February, Al Frank owns the Standard Deviation of 1.34, coefficient of variation of 425.58, and Market Risk Adjusted Performance of 0.3184. Concerning fundamental indicators, the technical analysis model gives you tools to check potential technical drivers of Al Frank Fund, as well as the relationship between them.
Al Frank's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Al Frank's valuation are provided below:Al Frank Fund does not at this time have any fundamental measures for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. VALAX |
Al Frank '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 Al Frank'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 Al Frank.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Al Frank on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Al Frank Fund or generate 0.0% return on investment in Al Frank over 90 days. Al Frank is related to or competes with Siit Ultra, Quantitative, Maryland Short-term, Federated Short-term, Franklin Federal, Touchstone Ultra, and Astor Long/short. Under normal market conditions, the Adviser selects equity securities that the adviser believes are out of favor and und... More
Al Frank 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 Al Frank'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 Al Frank Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8952 | |||
| Information Ratio | 0.1935 | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.7 |
Al Frank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Al Frank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Al Frank's standard deviation. In reality, there are many statistical measures that can use Al Frank historical prices to predict the future Al Frank's volatility.| Risk Adjusted Performance | 0.1768 | |||
| Jensen Alpha | 0.2604 | |||
| Total Risk Alpha | 0.2219 | |||
| Sortino Ratio | 0.2904 | |||
| Treynor Ratio | 0.3084 |
Al Frank February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1768 | |||
| Market Risk Adjusted Performance | 0.3184 | |||
| Mean Deviation | 0.7968 | |||
| Semi Deviation | 0.4327 | |||
| Downside Deviation | 0.8952 | |||
| Coefficient Of Variation | 425.58 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.81 | |||
| Information Ratio | 0.1935 | |||
| Jensen Alpha | 0.2604 | |||
| Total Risk Alpha | 0.2219 | |||
| Sortino Ratio | 0.2904 | |||
| Treynor Ratio | 0.3084 | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.7 | |||
| Downside Variance | 0.8014 | |||
| Semi Variance | 0.1872 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 3.6 | |||
| Kurtosis | 22.15 |
Al Frank Fund Backtested Returns
Al Frank appears to be very steady, given 3 months investment horizon. Al Frank Fund retains Efficiency (Sharpe Ratio) of 0.25, which signifies that the fund had a 0.25 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Al Frank, which you can use to evaluate the volatility of the entity. Please makes use of Al Frank's Market Risk Adjusted Performance of 0.3184, coefficient of variation of 425.58, and Standard Deviation of 1.34 to double-check if our risk estimates are consistent with your expectations. The fund owns a Beta (Systematic Risk) of 0.99, which signifies possible diversification benefits within a given portfolio. Al Frank returns are very sensitive to returns on the market. As the market goes up or down, Al Frank is expected to follow.
Auto-correlation | 0.73 |
Good predictability
Al Frank Fund has good predictability. Overlapping area represents the amount of predictability between Al Frank time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Al Frank Fund price movement. The serial correlation of 0.73 indicates that around 73.0% of current Al Frank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Al Frank Fund has a Price To Earning of 13.86 times. This is much higher than that of the Al Frank family and significantly higher than that of the Large Value category. The price to earning for all United States funds is notably lower than that of the firm.
Al Frank Fund Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Al Frank's current stock value. Our valuation model uses many indicators to compare Al Frank value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Al Frank competition to find correlations between indicators driving Al Frank's intrinsic value. More Info.Al Frank Fund is presently regarded as number one fund in price to earning among similar funds. It also is presently regarded as number one fund in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Al Frank Fund is roughly 8.56 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Al Frank's earnings, one of the primary drivers of an investment's value.VALAX Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Al Frank's current stock value. Our valuation model uses many indicators to compare Al Frank value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Al Frank competition to find correlations between indicators driving Al Frank's intrinsic value. More Info.Al Frank Fund is presently regarded as number one fund in price to earning among similar funds. It also is presently regarded as number one fund in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Al Frank Fund is roughly 8.56 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Al Frank's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Al Frank
The fund consists of 97.4% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Al Frank's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
VALAX Fundamentals
| Price To Earning | 13.86 X | |||
| Price To Book | 1.62 X | |||
| Price To Sales | 0.97 X | |||
| Total Asset | 74.43 M | |||
| Annual Yield | 0.01 % | |||
| Year To Date Return | 5.13 % | |||
| One Year Return | 22.95 % | |||
| Three Year Return | 16.37 % | |||
| Five Year Return | 11.55 % | |||
| Ten Year Return | 9.31 % | |||
| Net Asset | 74.43 M | |||
| Minimum Initial Investment | 100 K | |||
| Last Dividend Paid | 0.5 | |||
| Cash Position Weight | 2.60 % | |||
| Equity Positions Weight | 97.40 % |
About Al Frank Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Al Frank Fund's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Al Frank using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Al Frank Fund based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Under normal market conditions, the Adviser selects equity securities that the adviser believes are out of favor and undervalued. The Adviser then attempts to purchase the securities and hold them until the adviser believes that the securities have reached their fair value. To earn additional income, the fund, through its agent, may lend its portfolio securities to broker-dealers amounting to no more than 33-13 percent of the total assets of the fund or 50 percent of the total assets of the fund .
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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 VALAX Mutual Fund
Al Frank financial ratios help investors to determine whether VALAX 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 VALAX with respect to the benefits of owning Al Frank security.
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