Aristotle Growth Equity Fund Market Value
| AIGGX Fund | 16.33 0.10 0.61% |
| Symbol | Aristotle |
Aristotle Growth '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 Aristotle Growth'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 Aristotle Growth.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Aristotle Growth on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Aristotle Growth Equity or generate 0.0% return on investment in Aristotle Growth over 720 days. Aristotle Growth is related to or competes with Growth Fund, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, High-yield Municipal, and Via Renewables. Under normal circumstances, the fund invests at least 80 percent of its assets in equity securities More
Aristotle Growth 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 Aristotle Growth'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 Aristotle Growth Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.31 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 1.67 |
Aristotle Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotle Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotle Growth's standard deviation. In reality, there are many statistical measures that can use Aristotle Growth historical prices to predict the future Aristotle Growth's volatility.| Risk Adjusted Performance | 0.094 | |||
| Jensen Alpha | 0.0118 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.134 |
Aristotle Growth Equity Backtested Returns
At this stage we consider Aristotle Mutual Fund to be very steady. Aristotle Growth Equity secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aristotle Growth Equity, which you can use to evaluate the volatility of the entity. Please confirm Aristotle Growth's Mean Deviation of 0.699, downside deviation of 1.46, and Risk Adjusted Performance of 0.094 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Aristotle Growth returns are very sensitive to returns on the market. As the market goes up or down, Aristotle Growth is expected to follow.
Auto-correlation | 0.00 |
No correlation between past and present
Aristotle Growth Equity has no correlation between past and present. Overlapping area represents the amount of predictability between Aristotle Growth time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Aristotle Growth Equity price movement. The serial correlation of 0.0 indicates that just 0.0% of current Aristotle Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aristotle Growth Equity lagged returns against current returns
Autocorrelation, which is Aristotle Growth 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 Aristotle Growth's mutual fund expected returns. We can calculate the autocorrelation of Aristotle Growth returns to help us make a trade decision. For example, suppose you find that Aristotle Growth 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 |
Aristotle Growth 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 Aristotle Growth mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotle Growth mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristotle Growth mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotle Growth Lagged Returns
When evaluating Aristotle Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotle Growth mutual fund have on its future price. Aristotle Growth 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, Aristotle Growth autocorrelation shows the relationship between Aristotle Growth mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotle Growth Equity.
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 Aristotle Mutual Fund
Aristotle Growth financial ratios help investors to determine whether Aristotle 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 Aristotle with respect to the benefits of owning Aristotle Growth security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |