Amana Participation Fund Market Value
| AMAPX Fund | USD 9.96 0.01 0.10% |
| Symbol | Amana |
Amana Participation '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 Amana Participation'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 Amana Participation.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Amana Participation on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Amana Participation Fund or generate 0.0% return on investment in Amana Participation over 90 days. Amana Participation is related to or competes with Amana Developing, Amana Growth, Amana Developing, Amana Income, Amana Income, and Amana Growth. Under normal conditions, the fund invests at least 80 percent of its total net assets in short and intermediate-term Isl... More
Amana Participation 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 Amana Participation'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 Amana Participation Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.06) | |||
| Maximum Drawdown | 0.3031 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1014 |
Amana Participation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amana Participation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amana Participation's standard deviation. In reality, there are many statistical measures that can use Amana Participation historical prices to predict the future Amana Participation's volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 0.0058 | |||
| Total Risk Alpha | 0.0013 | |||
| Treynor Ratio | 0.4504 |
Amana Participation February 22, 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 | 0.0966 | |||
| Market Risk Adjusted Performance | 0.4604 | |||
| Mean Deviation | 0.0418 | |||
| Coefficient Of Variation | 357.69 | |||
| Standard Deviation | 0.0603 | |||
| Variance | 0.0036 | |||
| Information Ratio | (1.06) | |||
| Jensen Alpha | 0.0058 | |||
| Total Risk Alpha | 0.0013 | |||
| Treynor Ratio | 0.4504 | |||
| Maximum Drawdown | 0.3031 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1014 | |||
| Skewness | 0.8328 | |||
| Kurtosis | 1.86 |
Amana Participation Backtested Returns
At this stage we consider Amana Mutual Fund to be very steady. Amana Participation secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the fund had a 0.29 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Amana Participation Fund, which you can use to evaluate the volatility of the entity. Please confirm Amana Participation's risk adjusted performance of 0.0966, and Mean Deviation of 0.0418 to double-check if the risk estimate we provide is consistent with the expected return of 0.0182%. The fund shows a Beta (market volatility) of 0.0152, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amana Participation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amana Participation is expected to be smaller as well.
Auto-correlation | 0.89 |
Very good predictability
Amana Participation Fund has very good predictability. Overlapping area represents the amount of predictability between Amana Participation time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd 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 Amana Participation price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Amana Participation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.94 | |
| 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 Amana Mutual Fund
Amana Participation financial ratios help investors to determine whether Amana 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 Amana with respect to the benefits of owning Amana Participation security.
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