Sustainable Equity Fund Market Value
| AFEGX Fund | USD 58.54 0.32 0.55% |
| Symbol | Sustainable |
Sustainable Equity '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 Sustainable Equity'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 Sustainable Equity.
| 12/11/2022 |
| 11/30/2024 |
If you would invest 0.00 in Sustainable Equity on December 11, 2022 and sell it all today you would earn a total of 0.00 from holding Sustainable Equity Fund or generate 0.0% return on investment in Sustainable Equity over 720 days. Sustainable Equity is related to or competes with Tax-managed, Qs Us, Baird Small/mid, Us Small, Chartwell Small, Artisan Small, and Champlain Small. The fund will generally invest in large capitalization companies the advisor believes show sustainable business improvem... More
Sustainable Equity 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 Sustainable Equity'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 Sustainable Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8556 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.15 |
Sustainable Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sustainable Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sustainable Equity's standard deviation. In reality, there are many statistical measures that can use Sustainable Equity historical prices to predict the future Sustainable Equity's volatility.| Risk Adjusted Performance | 0.0934 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1008 |
Sustainable Equity Backtested Returns
At this stage we consider Sustainable Mutual Fund to be very steady. Sustainable Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sustainable Equity Fund, which you can use to evaluate the volatility of the fund. Please validate Sustainable Equity's Semi Deviation of 0.7181, coefficient of variation of 820.72, and Risk Adjusted Performance of 0.0934 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sustainable Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sustainable Equity is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Sustainable Equity Fund has very good predictability. Overlapping area represents the amount of predictability between Sustainable Equity time series from 11th of December 2022 to 6th of December 2023 and 6th of December 2023 to 30th 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 Sustainable Equity price movement. The serial correlation of 0.8 indicates that around 80.0% of current Sustainable Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 10.77 |
Sustainable Equity lagged returns against current returns
Autocorrelation, which is Sustainable Equity 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 Sustainable Equity's mutual fund expected returns. We can calculate the autocorrelation of Sustainable Equity returns to help us make a trade decision. For example, suppose you find that Sustainable Equity 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 |
Sustainable Equity 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 Sustainable Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sustainable Equity mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sustainable Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sustainable Equity Lagged Returns
When evaluating Sustainable Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sustainable Equity mutual fund have on its future price. Sustainable Equity 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, Sustainable Equity autocorrelation shows the relationship between Sustainable Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sustainable Equity Fund.
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 Sustainable Mutual Fund
Sustainable Equity financial ratios help investors to determine whether Sustainable 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 Sustainable with respect to the benefits of owning Sustainable Equity security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |