Aog Institutional Fund Market Value
| AOGFX Fund | 16.61 0.07 0.42% |
| Symbol | Aog |
Please note, there is a significant difference between Aog Institutional's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aog Institutional is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aog Institutional'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.
Aog Institutional '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 Aog Institutional'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 Aog Institutional.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Aog Institutional on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Aog Institutional or generate 0.0% return on investment in Aog Institutional over 30 days. Aog Institutional is related to or competes with Deutsche Real, Guggenheim Risk, Franklin Real, Jhancock Real, Virtus Real, and Great-west Real. Aog Institutional is entity of United States More
Aog Institutional 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 Aog Institutional'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 Aog Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2249 | |||
| Information Ratio | (0.65) | |||
| Maximum Drawdown | 1.34 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.3083 |
Aog Institutional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aog Institutional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aog Institutional's standard deviation. In reality, there are many statistical measures that can use Aog Institutional historical prices to predict the future Aog Institutional's volatility.| Risk Adjusted Performance | 0.1442 | |||
| Jensen Alpha | 0.0265 | |||
| Total Risk Alpha | 0.0013 | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | 6.29 |
Aog Institutional Backtested Returns
At this stage we consider Aog Mutual Fund to be very steady. Aog Institutional secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the fund had a 0.22% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Aog Institutional, which you can use to evaluate the volatility of the entity. Please confirm Aog Institutional's mean deviation of 0.0801, and Risk Adjusted Performance of 0.1442 to double-check if the risk estimate we provide is consistent with the expected return of 0.0341%. The fund shows a Beta (market volatility) of 0.0043, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aog Institutional's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aog Institutional is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Aog Institutional has insignificant reverse predictability. Overlapping area represents the amount of predictability between Aog Institutional time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Aog Institutional price movement. The serial correlation of -0.16 indicates that over 16.0% of current Aog Institutional price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aog Institutional lagged returns against current returns
Autocorrelation, which is Aog Institutional 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 Aog Institutional's mutual fund expected returns. We can calculate the autocorrelation of Aog Institutional returns to help us make a trade decision. For example, suppose you find that Aog Institutional 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 |
Aog Institutional 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 Aog Institutional mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aog Institutional mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aog Institutional mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aog Institutional Lagged Returns
When evaluating Aog Institutional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aog Institutional mutual fund have on its future price. Aog Institutional 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, Aog Institutional autocorrelation shows the relationship between Aog Institutional mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aog Institutional.
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 Aog Mutual Fund
Aog Institutional financial ratios help investors to determine whether Aog 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 Aog with respect to the benefits of owning Aog Institutional security.
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