Applied Finance Core Fund Market Value
| AFALX Fund | USD 13.00 0.01 0.08% |
| Symbol | Applied |
Applied Finance '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 Applied Finance'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 Applied Finance.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Applied Finance on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Applied Finance Core or generate 0.0% return on investment in Applied Finance over 90 days. Applied Finance is related to or competes with Cullen Value, Litman Gregory, Mid Cap, Exchange Listed, Total Market, Utilities Fund, and Advisory Research. The fund will under normal conditions invest at least 80 percent of its net assets in dividend-paying common and preferr... More
Applied Finance 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 Applied Finance'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 Applied Finance Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5721 | |||
| Information Ratio | 0.1236 | |||
| Maximum Drawdown | 3.36 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.49 |
Applied Finance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Applied Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Applied Finance's standard deviation. In reality, there are many statistical measures that can use Applied Finance historical prices to predict the future Applied Finance's volatility.| Risk Adjusted Performance | 0.2109 | |||
| Jensen Alpha | 0.1161 | |||
| Total Risk Alpha | 0.0977 | |||
| Sortino Ratio | 0.1504 | |||
| Treynor Ratio | 0.2643 |
Applied Finance February 10, 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 | 0.2109 | |||
| Market Risk Adjusted Performance | 0.2743 | |||
| Mean Deviation | 0.5552 | |||
| Semi Deviation | 0.2073 | |||
| Downside Deviation | 0.5721 | |||
| Coefficient Of Variation | 377.59 | |||
| Standard Deviation | 0.6961 | |||
| Variance | 0.4846 | |||
| Information Ratio | 0.1236 | |||
| Jensen Alpha | 0.1161 | |||
| Total Risk Alpha | 0.0977 | |||
| Sortino Ratio | 0.1504 | |||
| Treynor Ratio | 0.2643 | |||
| Maximum Drawdown | 3.36 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 0.3273 | |||
| Semi Variance | 0.043 | |||
| Expected Short fall | (0.69) | |||
| Skewness | 0.3437 | |||
| Kurtosis | 0.1856 |
Applied Finance Core Backtested Returns
At this stage we consider Applied Mutual Fund to be very steady. Applied Finance Core secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Applied Finance Core, which you can use to evaluate the volatility of the entity. Please confirm Applied Finance's Risk Adjusted Performance of 0.2109, mean deviation of 0.5552, and Downside Deviation of 0.5721 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Applied Finance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Applied Finance is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Applied Finance Core has good predictability. Overlapping area represents the amount of predictability between Applied Finance time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 Applied Finance Core price movement. The serial correlation of 0.66 indicates that around 66.0% of current Applied Finance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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 Applied Mutual Fund
Applied Finance financial ratios help investors to determine whether Applied 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 Applied with respect to the benefits of owning Applied Finance security.
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