Aamg Funds Iv Fund Market Value
| ACWZX Fund | USD 19.42 0.25 1.30% |
| Symbol | Aamg |
Aamg Funds '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 Aamg Funds' 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 Aamg Funds.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Aamg Funds on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Aamg Funds Iv or generate 0.0% return on investment in Aamg Funds over 30 days. Aamg Funds is related to or competes with Janus Global, Towpath Technology, Technology Ultrasector, Icon Information, Science Technology, Invesco Technology, and Red Oak. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Aamg Funds 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 Aamg Funds' 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 Aamg Funds Iv upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0097 | |||
| Maximum Drawdown | 7.15 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.82 |
Aamg Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aamg Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aamg Funds' standard deviation. In reality, there are many statistical measures that can use Aamg Funds historical prices to predict the future Aamg Funds' volatility.| Risk Adjusted Performance | 0.1008 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0103 | |||
| Treynor Ratio | 0.1066 |
Aamg Funds Iv Backtested Returns
At this stage we consider Aamg Mutual Fund to be out of control. Aamg Funds Iv secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aamg Funds Iv, which you can use to evaluate the volatility of the entity. Please confirm Aamg Funds' Risk Adjusted Performance of 0.1008, downside deviation of 1.04, and Mean Deviation of 0.7791 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 1.23, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Aamg Funds will likely underperform.
Auto-correlation | 0.36 |
Below average predictability
Aamg Funds Iv has below average predictability. Overlapping area represents the amount of predictability between Aamg Funds time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aamg Funds Iv price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Aamg Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Aamg Funds Iv lagged returns against current returns
Autocorrelation, which is Aamg Funds 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 Aamg Funds' mutual fund expected returns. We can calculate the autocorrelation of Aamg Funds returns to help us make a trade decision. For example, suppose you find that Aamg Funds 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 |
Aamg Funds 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 Aamg Funds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aamg Funds mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aamg Funds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aamg Funds Lagged Returns
When evaluating Aamg Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aamg Funds mutual fund have on its future price. Aamg Funds 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, Aamg Funds autocorrelation shows the relationship between Aamg Funds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aamg Funds Iv.
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 Aamg Mutual Fund
Aamg Funds financial ratios help investors to determine whether Aamg 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 Aamg with respect to the benefits of owning Aamg Funds security.
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