Equity Income Fund Market Value
| AEIUX Fund | USD 8.70 0.02 0.23% |
| Symbol | Equity |
Equity Income '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 Equity Income'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 Equity Income.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Equity Income on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Equity Income Fund or generate 0.0% return on investment in Equity Income over 90 days. Equity Income is related to or competes with Doubleline Global, Buffalo High, Artisan High, Morningstar Defensive, and Multisector Bond. The portfolio managers look for equity securities of companies with a favorable income-paying history that have prospect... More
Equity Income 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 Equity Income'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 Equity Income Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4822 | |||
| Information Ratio | 0.1167 | |||
| Maximum Drawdown | 8.69 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.18 |
Equity Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Equity Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Equity Income's standard deviation. In reality, there are many statistical measures that can use Equity Income historical prices to predict the future Equity Income's volatility.| Risk Adjusted Performance | 0.1402 | |||
| Jensen Alpha | 0.1698 | |||
| Total Risk Alpha | 0.0956 | |||
| Sortino Ratio | 0.2606 | |||
| Treynor Ratio | 0.5972 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Equity Income'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.
Equity Income January 29, 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 | 0.1402 | |||
| Market Risk Adjusted Performance | 0.6072 | |||
| Mean Deviation | 0.5265 | |||
| Downside Deviation | 0.4822 | |||
| Coefficient Of Variation | 536.72 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.16 | |||
| Information Ratio | 0.1167 | |||
| Jensen Alpha | 0.1698 | |||
| Total Risk Alpha | 0.0956 | |||
| Sortino Ratio | 0.2606 | |||
| Treynor Ratio | 0.5972 | |||
| Maximum Drawdown | 8.69 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.18 | |||
| Downside Variance | 0.2325 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.75) | |||
| Skewness | 5.45 | |||
| Kurtosis | 38.11 |
Equity Income Backtested Returns
Equity Income appears to be not too volatile, given 3 months investment horizon. Equity Income secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Equity Income Fund, which you can use to evaluate the volatility of the entity. Please utilize Equity Income's Mean Deviation of 0.5265, coefficient of variation of 536.72, and Standard Deviation of 1.08 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Equity Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Equity Income is expected to be smaller as well.
Auto-correlation | 0.64 |
Good predictability
Equity Income Fund has good predictability. Overlapping area represents the amount of predictability between Equity Income time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Equity Income price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Equity Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 Equity Mutual Fund
Equity Income financial ratios help investors to determine whether Equity 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 Equity with respect to the benefits of owning Equity Income security.
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