Aama Equity Fund Market Value
| AMFEX Fund | USD 19.60 0.06 0.31% |
| 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.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Aama Equity on October 30, 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 Morningstar Defensive, Old Westbury, Artisan High, Vanguard Ultra-short-term, Metropolitan West, and Intermediate-term. 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 | 0.6903 | |||
| Information Ratio | 0.1356 | |||
| Maximum Drawdown | 13.61 | |||
| Value At Risk | (0.85) | |||
| 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 | 0.1417 | |||
| Jensen Alpha | 0.2462 | |||
| Total Risk Alpha | 0.1353 | |||
| Sortino Ratio | 0.3129 | |||
| Treynor Ratio | 0.5064 |
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 January 28, 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 | 0.1417 | |||
| Market Risk Adjusted Performance | 0.5164 | |||
| Mean Deviation | 0.6391 | |||
| Downside Deviation | 0.6903 | |||
| Coefficient Of Variation | 539.76 | |||
| Standard Deviation | 1.59 | |||
| Variance | 2.54 | |||
| Information Ratio | 0.1356 | |||
| Jensen Alpha | 0.2462 | |||
| Total Risk Alpha | 0.1353 | |||
| Sortino Ratio | 0.3129 | |||
| Treynor Ratio | 0.5064 | |||
| Maximum Drawdown | 13.61 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.9846 | |||
| Downside Variance | 0.4765 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.81) | |||
| Skewness | 6.47 | |||
| Kurtosis | 48.8 |
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 0.19, which signifies that the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aama Equity Fund, which you can use to evaluate the volatility of the entity. Please makes use of Aama Equity's Mean Deviation of 0.6391, risk adjusted performance of 0.1417, and Coefficient Of Variation of 539.76 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aama Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aama Equity is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Aama Equity Fund has below average predictability. Overlapping area represents the amount of predictability between Aama Equity time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Aama Equity Fund price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Aama Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 1.35 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
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.
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