Aama Equity Fund Market Value
| AMFEX Fund | USD 19.93 0.09 0.45% |
| Symbol | Aama |
Aama Equity '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 Aama Equity'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 Aama Equity.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Aama Equity on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Aama Equity Fund or generate 0.0% return on investment in Aama Equity over 90 days. Aama Equity is related to or competes with Arrow Managed, Balanced Fund, Volumetric Fund, Materials Portfolio, and Qs Us. The fund, under normal market circumstances, will invest at least 80 percent of its net assets in equity securities of a... More
Aama Equity 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 Aama Equity'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 Aama Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.762 | |||
| Information Ratio | 0.1541 | |||
| Maximum Drawdown | 13.75 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 0.9846 |
Aama Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aama Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aama Equity's standard deviation. In reality, there are many statistical measures that can use Aama Equity historical prices to predict the future Aama Equity's volatility.| Risk Adjusted Performance | 0.15 | |||
| Jensen Alpha | 0.2941 | |||
| Total Risk Alpha | 0.2099 | |||
| Sortino Ratio | 0.3251 | |||
| Treynor Ratio | (1.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aama Equity's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Aama Equity February 18, 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 | 0.15 | |||
| Market Risk Adjusted Performance | (1.06) | |||
| Mean Deviation | 0.6558 | |||
| Semi Deviation | 0.2531 | |||
| Downside Deviation | 0.762 | |||
| Coefficient Of Variation | 545.97 | |||
| Standard Deviation | 1.61 | |||
| Variance | 2.58 | |||
| Information Ratio | 0.1541 | |||
| Jensen Alpha | 0.2941 | |||
| Total Risk Alpha | 0.2099 | |||
| Sortino Ratio | 0.3251 | |||
| Treynor Ratio | (1.07) | |||
| Maximum Drawdown | 13.75 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 0.9846 | |||
| Downside Variance | 0.5807 | |||
| Semi Variance | 0.0641 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 6.28 | |||
| Kurtosis | 47.07 |
Aama Equity Fund Backtested Returns
Aama Equity appears to be very steady, given 3 months investment horizon. Aama Equity Fund secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aama Equity Fund, which you can use to evaluate the volatility of the entity. Please makes use of Aama Equity's Risk Adjusted Performance of 0.15, mean deviation of 0.6558, and Downside Deviation of 0.762 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aama Equity are expected to decrease at a much lower rate. During the bear market, Aama Equity is likely to outperform the market.
Auto-correlation | 0.58 |
Modest predictability
Aama Equity Fund has modest predictability. Overlapping area represents the amount of predictability between Aama Equity time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Aama Equity Fund price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Aama Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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 Aama Mutual Fund
Aama Equity financial ratios help investors to determine whether Aama 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 Aama with respect to the benefits of owning Aama Equity security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |