Alpsalerian Energy Infrastructure Fund Market Value
| ALEFX Fund | USD 12.70 0.13 1.03% |
| Symbol | Alpsalerian |
Please note, there is a significant difference between Alpsalerian Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alpsalerian Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alpsalerian Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Alpsalerian Energy '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 Alpsalerian Energy'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 Alpsalerian Energy.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Alpsalerian Energy on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Alpsalerian Energy Infrastructure or generate 0.0% return on investment in Alpsalerian Energy over 30 days. Alpsalerian Energy is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard Total. Alpsalerian Energy is entity of United States More
Alpsalerian Energy 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 Alpsalerian Energy'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 Alpsalerian Energy Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9691 | |||
| Information Ratio | 0.0742 | |||
| Maximum Drawdown | 19.24 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.31 |
Alpsalerian Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpsalerian Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpsalerian Energy's standard deviation. In reality, there are many statistical measures that can use Alpsalerian Energy historical prices to predict the future Alpsalerian Energy's volatility.| Risk Adjusted Performance | 0.0799 | |||
| Jensen Alpha | 0.1808 | |||
| Total Risk Alpha | 0.0452 | |||
| Sortino Ratio | 0.1756 | |||
| Treynor Ratio | 0.2795 |
Alpsalerian Energy Backtested Returns
Alpsalerian Energy appears to be not too volatile, given 3 months investment horizon. Alpsalerian Energy 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-seven technical indicators for Alpsalerian Energy Infrastructure, which you can use to evaluate the volatility of the entity. Please makes use of Alpsalerian Energy's Mean Deviation of 0.9213, downside deviation of 0.9691, and Risk Adjusted Performance of 0.0799 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.81, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alpsalerian Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alpsalerian Energy is expected to be smaller as well.
Auto-correlation | -0.82 |
Excellent reverse predictability
Alpsalerian Energy Infrastructure has excellent reverse predictability. Overlapping area represents the amount of predictability between Alpsalerian Energy time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd of January 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 Alpsalerian Energy price movement. The serial correlation of -0.82 indicates that around 82.0% of current Alpsalerian Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Alpsalerian Energy lagged returns against current returns
Autocorrelation, which is Alpsalerian Energy 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 Alpsalerian Energy's mutual fund expected returns. We can calculate the autocorrelation of Alpsalerian Energy returns to help us make a trade decision. For example, suppose you find that Alpsalerian Energy 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 |
Alpsalerian Energy 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 Alpsalerian Energy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alpsalerian Energy mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alpsalerian Energy mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Alpsalerian Energy Lagged Returns
When evaluating Alpsalerian Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alpsalerian Energy mutual fund have on its future price. Alpsalerian Energy 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, Alpsalerian Energy autocorrelation shows the relationship between Alpsalerian Energy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Alpsalerian Energy Infrastructure.
Regressed Prices |
| Timeline |
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Other Information on Investing in Alpsalerian Mutual Fund
Alpsalerian Energy financial ratios help investors to determine whether Alpsalerian 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 Alpsalerian with respect to the benefits of owning Alpsalerian Energy security.
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