Advisors Capital Dividend Fund Market Value
| ACUSX Fund | USD 12.62 0.11 0.88% |
| Symbol | Advisors |
Advisors Capital '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 Advisors Capital'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 Advisors Capital.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Advisors Capital on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Advisors Capital Dividend or generate 0.0% return on investment in Advisors Capital over 30 days. Advisors Capital is related to or competes with Advisors Capital, Advisors Capital, Blackstone Alternative, Touchstone Ultra, Eagle Mlp, and Blackrock Tactical. Under normal circumstances, the fund invests at least 80 percent of its assets in dividend-paying common stock of U.S More
Advisors Capital 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 Advisors Capital'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 Advisors Capital Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7498 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.98 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 0.9608 |
Advisors Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisors Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisors Capital's standard deviation. In reality, there are many statistical measures that can use Advisors Capital historical prices to predict the future Advisors Capital's volatility.| Risk Adjusted Performance | 0.0225 | |||
| Jensen Alpha | 0.0051 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0383 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Advisors Capital'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.
Advisors Capital Dividend Backtested Returns
At this stage we consider Advisors Mutual Fund to be very steady. Advisors Capital Dividend secures Sharpe Ratio (or Efficiency) of 0.0269, which signifies that the fund had a 0.0269% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Advisors Capital Dividend, which you can use to evaluate the volatility of the entity. Please confirm Advisors Capital's Risk Adjusted Performance of 0.0225, mean deviation of 0.5184, and Downside Deviation of 0.7498 to double-check if the risk estimate we provide is consistent with the expected return of 0.0192%. The fund shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Advisors Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advisors Capital is expected to be smaller as well.
Auto-correlation | -0.62 |
Very good reverse predictability
Advisors Capital Dividend has very good reverse predictability. Overlapping area represents the amount of predictability between Advisors Capital time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Advisors Capital Dividend price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Advisors Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Advisors Capital Dividend lagged returns against current returns
Autocorrelation, which is Advisors Capital 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 Advisors Capital's mutual fund expected returns. We can calculate the autocorrelation of Advisors Capital returns to help us make a trade decision. For example, suppose you find that Advisors Capital 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 |
Advisors Capital 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 Advisors Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisors Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisors Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Advisors Capital Lagged Returns
When evaluating Advisors Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisors Capital mutual fund have on its future price. Advisors Capital 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, Advisors Capital autocorrelation shows the relationship between Advisors Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Advisors Capital Dividend.
Regressed Prices |
| Timeline |
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Other Information on Investing in Advisors Mutual Fund
Advisors Capital financial ratios help investors to determine whether Advisors 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 Advisors with respect to the benefits of owning Advisors Capital security.
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