Artisan International Value Fund Market Value
| APDKX Fund | USD 49.51 0.18 0.36% |
| Symbol | Artisan |
Artisan International '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 Artisan International'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 Artisan International.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Artisan International on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Artisan International Value or generate 0.0% return on investment in Artisan International over 720 days. Artisan International is related to or competes with Baird Core, Johcm International, Artisan Developing, Artisan High, and Oakmark Fund. The focus of the investment process is on individual companies, not on selection of countries or regions More
Artisan International 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 Artisan International'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 Artisan International Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 2.68 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 0.9 |
Artisan International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan International's standard deviation. In reality, there are many statistical measures that can use Artisan International historical prices to predict the future Artisan International's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 1.75 |
Artisan International Backtested Returns
Artisan International secures Sharpe Ratio (or Efficiency) of -0.0994, which signifies that the fund had a -0.0994% return per unit of risk over the last 3 months. Artisan International Value exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Artisan International's Mean Deviation of 0.4474, standard deviation of 0.564, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0377, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Artisan International are expected to decrease at a much lower rate. During the bear market, Artisan International is likely to outperform the market.
Auto-correlation | 0.68 |
Good predictability
Artisan International Value has good predictability. Overlapping area represents the amount of predictability between Artisan International 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 Artisan International price movement. The serial correlation of 0.68 indicates that around 68.0% of current Artisan International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 5.22 |
Artisan International lagged returns against current returns
Autocorrelation, which is Artisan International 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 Artisan International's mutual fund expected returns. We can calculate the autocorrelation of Artisan International returns to help us make a trade decision. For example, suppose you find that Artisan International 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 |
Artisan International 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 Artisan International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artisan International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Artisan International Lagged Returns
When evaluating Artisan International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan International mutual fund have on its future price. Artisan International 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, Artisan International autocorrelation shows the relationship between Artisan International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan International Value.
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 Artisan Mutual Fund
Artisan International financial ratios help investors to determine whether Artisan 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 Artisan with respect to the benefits of owning Artisan International security.
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