The Arbitrage Event Driven Fund Market Value
| AGEAX Fund | USD 12.70 0.01 0.08% |
| Symbol | Arbitrage |
Arbitrage Event '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 Arbitrage Event'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 Arbitrage Event.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Arbitrage Event on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding The Arbitrage Event Driven or generate 0.0% return on investment in Arbitrage Event over 90 days. Arbitrage Event is related to or competes with T Rowe, Rbc Smid, Qs Growth, L Mason, Auer Growth, and Vanguard Lifestrategy. The fund invests in equity and debt and debt-like instruments of companies whose prices the funds investment adviser bel... More
Arbitrage Event 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 Arbitrage Event'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 The Arbitrage Event Driven upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1091 | |||
| Information Ratio | (0.47) | |||
| Maximum Drawdown | 0.3999 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.2375 |
Arbitrage Event Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbitrage Event's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbitrage Event's standard deviation. In reality, there are many statistical measures that can use Arbitrage Event historical prices to predict the future Arbitrage Event's volatility.| Risk Adjusted Performance | 0.1507 | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | 0.0094 | |||
| Sortino Ratio | (0.47) | |||
| Treynor Ratio | 0.8142 |
Arbitrage Event February 13, 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 | 0.1507 | |||
| Market Risk Adjusted Performance | 0.8242 | |||
| Mean Deviation | 0.0911 | |||
| Downside Deviation | 0.1091 | |||
| Coefficient Of Variation | 377.85 | |||
| Standard Deviation | 0.1095 | |||
| Variance | 0.012 | |||
| Information Ratio | (0.47) | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | 0.0094 | |||
| Sortino Ratio | (0.47) | |||
| Treynor Ratio | 0.8142 | |||
| Maximum Drawdown | 0.3999 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.2375 | |||
| Downside Variance | 0.0119 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.14) | |||
| Skewness | 0.2218 | |||
| Kurtosis | (0.70) |
Arbitrage Event Backtested Returns
At this stage we consider Arbitrage Mutual Fund to be very steady. Arbitrage Event secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26 % return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for The Arbitrage Event Driven, which you can use to evaluate the volatility of the entity. Please confirm Arbitrage Event's Mean Deviation of 0.0911, downside deviation of 0.1091, and Risk Adjusted Performance of 0.1507 to double-check if the risk estimate we provide is consistent with the expected return of 0.0279%. The fund shows a Beta (market volatility) of 0.0233, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arbitrage Event's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arbitrage Event is expected to be smaller as well.
Auto-correlation | 0.21 |
Weak predictability
The Arbitrage Event Driven has weak predictability. Overlapping area represents the amount of predictability between Arbitrage Event time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Arbitrage Event price movement. The serial correlation of 0.21 indicates that over 21.0% of current Arbitrage Event price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Arbitrage Mutual Fund
Arbitrage Event financial ratios help investors to determine whether Arbitrage 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 Arbitrage with respect to the benefits of owning Arbitrage Event security.
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