Advisory Research Emerging Fund Market Value
| ADVMX Fund | USD 15.28 0.06 0.39% |
| 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.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Advisory Research on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Advisory Research Emerging or generate 0.0% return on investment in Advisory Research over 90 days. Advisory Research is related to or competes with Health Care, Eaton Vance, Delaware Healthcare, Live Oak, Prudential Health, Eventide Healthcare, and Vanguard Health. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of companies... 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 Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.1967 | |||
| Maximum Drawdown | 5.74 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.08 |
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 | 0.1998 | |||
| Jensen Alpha | 0.2296 | |||
| Total Risk Alpha | 0.1855 | |||
| Sortino Ratio | 0.1849 | |||
| Treynor Ratio | 0.3152 |
Advisory Research January 27, 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 | 0.1998 | |||
| Market Risk Adjusted Performance | 0.3252 | |||
| Mean Deviation | 0.8575 | |||
| Semi Deviation | 0.7709 | |||
| Downside Deviation | 1.22 | |||
| Coefficient Of Variation | 374.04 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.31 | |||
| Information Ratio | 0.1967 | |||
| Jensen Alpha | 0.2296 | |||
| Total Risk Alpha | 0.1855 | |||
| Sortino Ratio | 0.1849 | |||
| Treynor Ratio | 0.3152 | |||
| Maximum Drawdown | 5.74 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.08 | |||
| Downside Variance | 1.49 | |||
| Semi Variance | 0.5943 | |||
| Expected Short fall | (0.92) | |||
| Skewness | (0.15) | |||
| Kurtosis | 0.4061 |
Advisory Research Backtested Returns
Advisory Research appears to be very steady, given 3 months investment horizon. Advisory Research secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Advisory Research Emerging, which you can use to evaluate the volatility of the entity. Please makes use of Advisory Research's Downside Deviation of 1.22, risk adjusted performance of 0.1998, and Mean Deviation of 0.8575 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.94, which signifies possible diversification benefits within a given portfolio. Advisory Research returns are very sensitive to returns on the market. As the market goes up or down, Advisory Research is expected to follow.
Auto-correlation | -0.25 |
Weak reverse predictability
Advisory Research Emerging has weak reverse predictability. Overlapping area represents the amount of predictability between Advisory Research time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Advisory Research price movement. The serial correlation of -0.25 indicates that over 25.0% of current Advisory Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
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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