Advisory Research All Fund Market Value
| ADVGX Fund | USD 14.36 0.02 0.14% |
| Symbol | Advisory |
Advisory Research '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 Advisory Research'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 Advisory Research.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Advisory Research on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Advisory Research All or generate 0.0% return on investment in Advisory Research over 540 days. Advisory Research is related to or competes with Transamerica Cleartrack, Calvert Moderate, Strategic Allocation:, Saat Moderate, Target Retirement, and Lifestyle. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of small-cap... More
Advisory Research 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 Advisory Research'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 Advisory Research All upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.0603 | |||
| Maximum Drawdown | 8.83 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 2.14 |
Advisory Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisory Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisory Research's standard deviation. In reality, there are many statistical measures that can use Advisory Research historical prices to predict the future Advisory Research's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 0.0155 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0818 | |||
| Treynor Ratio | 0.125 |
Advisory Research All Backtested Returns
Advisory Research appears to be very steady, given 3 months investment horizon. Advisory Research All secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Advisory Research All, which you can use to evaluate the volatility of the entity. Please makes use of Advisory Research's Downside Deviation of 1.04, mean deviation of 0.9669, and Risk Adjusted Performance of 0.1186 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.6, 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, Advisory Research will likely underperform.
Auto-correlation | 0.68 |
Good predictability
Advisory Research All has good predictability. Overlapping area represents the amount of predictability between Advisory Research time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Advisory Research All price movement. The serial correlation of 0.68 indicates that around 68.0% of current Advisory Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Advisory Research All lagged returns against current returns
Autocorrelation, which is Advisory Research 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 Advisory Research's mutual fund expected returns. We can calculate the autocorrelation of Advisory Research returns to help us make a trade decision. For example, suppose you find that Advisory Research 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 |
Advisory Research 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 Advisory Research mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisory Research mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisory Research mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Advisory Research Lagged Returns
When evaluating Advisory Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisory Research mutual fund have on its future price. Advisory Research 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, Advisory Research autocorrelation shows the relationship between Advisory Research mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Advisory Research All.
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 Advisory Mutual Fund
Advisory Research financial ratios help investors to determine whether Advisory 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 Advisory with respect to the benefits of owning Advisory Research security.
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