Aristotlesaul Global Equity Fund Market Value
| AIOOX Fund | 15.80 0.10 0.64% |
| Symbol | Aristotle/saul |
Aristotle/saul Global '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/saul Global'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/saul Global.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Aristotle/saul Global on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Aristotlesaul Global Equity or generate 0.0% return on investment in Aristotle/saul Global over 180 days. Aristotle/saul Global is related to or competes with Aristotle Funds, Aristotle Funds, Aristotle International, Aristotle Funds, Aristotle Funds, Aristotle Value, and Aristotle/saul Global. The fund primarily invests its assets in equity securities that are listed on an exchange or that are otherwise publicly... More
Aristotle/saul Global 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/saul Global'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 Aristotlesaul Global Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 2.97 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.02 |
Aristotle/saul Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotle/saul Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotle/saul Global's standard deviation. In reality, there are many statistical measures that can use Aristotle/saul Global historical prices to predict the future Aristotle/saul Global's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.03) |
Aristotle/saul Global Backtested Returns
At this stage we consider Aristotle/saul Mutual Fund to be very steady. Aristotle/saul Global secures Sharpe Ratio (or Efficiency) of 0.0047, which signifies that the fund had a 0.0047% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Aristotlesaul Global Equity, which you can use to evaluate the volatility of the entity. Please confirm Aristotle/saul Global's Mean Deviation of 0.5256, risk adjusted performance of (0.01), and Standard Deviation of 0.6749 to double-check if the risk estimate we provide is consistent with the expected return of 0.003%. The fund shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aristotle/saul Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aristotle/saul Global is expected to be smaller as well.
Auto-correlation | -0.26 |
Weak reverse predictability
Aristotlesaul Global Equity has weak reverse predictability. Overlapping area represents the amount of predictability between Aristotle/saul Global time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 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 Aristotle/saul Global price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Aristotle/saul Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Aristotle/saul Global lagged returns against current returns
Autocorrelation, which is Aristotle/saul Global 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/saul Global's mutual fund expected returns. We can calculate the autocorrelation of Aristotle/saul Global returns to help us make a trade decision. For example, suppose you find that Aristotle/saul Global 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/saul Global 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/saul Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotle/saul Global 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/saul Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotle/saul Global Lagged Returns
When evaluating Aristotle/saul Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotle/saul Global mutual fund have on its future price. Aristotle/saul Global 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/saul Global autocorrelation shows the relationship between Aristotle/saul Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotlesaul Global 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/saul Mutual Fund
Aristotle/saul Global financial ratios help investors to determine whether Aristotle/saul 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/saul with respect to the benefits of owning Aristotle/saul Global security.
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