Nt Non Us Intrinsic Fund Market Value
| ANTUX Fund | USD 9.23 0.02 0.22% |
| Symbol | ANTUX |
Nt Non '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 Nt Non'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 Nt Non.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Nt Non on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Nt Non US Intrinsic or generate 0.0% return on investment in Nt Non over 720 days. Nt Non is related to or competes with Focused International, Small Cap, Disciplined Growth, Large Company, and Global Small. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of non-U.S More
Nt Non 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 Nt Non'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 Nt Non US Intrinsic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.29 |
Nt Non Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nt Non's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nt Non's standard deviation. In reality, there are many statistical measures that can use Nt Non historical prices to predict the future Nt Non's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nt Non'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.
Nt Non Intrinsic Backtested Returns
Nt Non Intrinsic retains Efficiency (Sharpe Ratio) of -0.15, which conveys that the entity had a -0.15% return per unit of price deviation over the last 3 months. Nt Non exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nt Non's Market Risk Adjusted Performance of (0.35), mean deviation of 0.7231, and Information Ratio of (0.26) to check out the risk estimate we provide. The fund owns a Beta (Systematic Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nt Non's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nt Non is expected to be smaller as well.
Auto-correlation | 0.39 |
Below average predictability
Nt Non US Intrinsic has below average predictability. Overlapping area represents the amount of predictability between Nt Non time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Nt Non Intrinsic price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Nt Non price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Nt Non Intrinsic lagged returns against current returns
Autocorrelation, which is Nt Non 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 Nt Non's mutual fund expected returns. We can calculate the autocorrelation of Nt Non returns to help us make a trade decision. For example, suppose you find that Nt Non 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 |
Nt Non 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 Nt Non mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nt Non mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nt Non mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Nt Non Lagged Returns
When evaluating Nt Non's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nt Non mutual fund have on its future price. Nt Non 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, Nt Non autocorrelation shows the relationship between Nt Non mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Nt Non US Intrinsic.
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 ANTUX Mutual Fund
Nt Non financial ratios help investors to determine whether ANTUX 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 ANTUX with respect to the benefits of owning Nt Non security.
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