Arrow Ec Equity Fund Market Value
| ADIV Fund | 25.39 0.00 0.00% |
| Symbol | Arrow |
Arrow EC '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 Arrow EC's 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 Arrow EC.
| 01/11/2025 |
| 01/06/2026 |
If you would invest 0.00 in Arrow EC on January 11, 2025 and sell it all today you would earn a total of 0.00 from holding Arrow EC Equity or generate 0.0% return on investment in Arrow EC over 360 days.
Arrow EC 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 Arrow EC's 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 Arrow EC Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.63) | |||
| Maximum Drawdown | 0.8734 |
Arrow EC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrow EC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrow EC's standard deviation. In reality, there are many statistical measures that can use Arrow EC historical prices to predict the future Arrow EC's volatility.| Risk Adjusted Performance | 0.0442 | |||
| Jensen Alpha | 0.0068 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.57) |
Arrow EC Equity Backtested Returns
As of now, Arrow Fund is very steady. Arrow EC Equity secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Arrow EC Equity, which you can use to evaluate the volatility of the entity. Please confirm Arrow EC's Standard Deviation of 0.1265, mean deviation of 0.046, and Risk Adjusted Performance of 0.0442 to double-check if the risk estimate we provide is consistent with the expected return of 0.0159%. The fund shows a Beta (market volatility) of -0.0103, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arrow EC are expected to decrease at a much lower rate. During the bear market, Arrow EC is likely to outperform the market.
Auto-correlation | 0.39 |
Below average predictability
Arrow EC Equity has below average predictability. Overlapping area represents the amount of predictability between Arrow EC time series from 11th of January 2025 to 10th of July 2025 and 10th of July 2025 to 6th of January 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 Arrow EC Equity price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Arrow EC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Arrow EC Equity lagged returns against current returns
Autocorrelation, which is Arrow EC 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 Arrow EC's fund expected returns. We can calculate the autocorrelation of Arrow EC returns to help us make a trade decision. For example, suppose you find that Arrow EC has exhibited high autocorrelation historically, and you observe that the 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 |
Arrow EC 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 Arrow EC fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrow EC fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrow EC fund over time.
Current vs Lagged Prices |
| Timeline |
Arrow EC Lagged Returns
When evaluating Arrow EC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrow EC fund have on its future price. Arrow EC 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, Arrow EC autocorrelation shows the relationship between Arrow EC fund current value and its past values and can show if there is a momentum factor associated with investing in Arrow EC Equity.
Regressed Prices |
| Timeline |
Pair Trading with Arrow EC
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Arrow EC position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Arrow EC will appreciate offsetting losses from the drop in the long position's value.Moving together with Arrow Fund
| 0.71 | 0P0000S9O5 | PIMCO Monthly Income | PairCorr |
| 0.69 | 0P0000S9O7 | PIMCO Monthly Income | PairCorr |
| 0.75 | 0P000072KJ | RBC Canadian Dividend | PairCorr |
The ability to find closely correlated positions to Arrow EC could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arrow EC when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arrow EC - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arrow EC Equity to buy it.
The correlation of Arrow EC is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arrow EC moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arrow EC Equity moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arrow EC can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
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