Artisan Floating Rate Fund Market Value

APDUX Fund  USD 9.58  0.01  0.10%   
Artisan Floating's market value is the price at which a share of Artisan Floating trades on a public exchange. It measures the collective expectations of Artisan Floating Rate investors about its performance. Artisan Floating is trading at 9.58 as of the 7th of February 2025; that is 0.1 percent down since the beginning of the trading day. The fund's open price was 9.59.
With this module, you can estimate the performance of a buy and hold strategy of Artisan Floating Rate and determine expected loss or profit from investing in Artisan Floating over a given investment horizon. Check out Artisan Floating Correlation, Artisan Floating Volatility and Artisan Floating Alpha and Beta module to complement your research on Artisan Floating.
Symbol

Please note, there is a significant difference between Artisan Floating's value and its price as these two are different measures arrived at by different means. Investors typically determine if Artisan Floating is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Artisan Floating'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.

Artisan Floating '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 Floating'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 Floating.
0.00
01/14/2024
No Change 0.00  0.0 
In 1 year and 25 days
02/07/2025
0.00
If you would invest  0.00  in Artisan Floating on January 14, 2024 and sell it all today you would earn a total of 0.00 from holding Artisan Floating Rate or generate 0.0% return on investment in Artisan Floating over 390 days. Artisan Floating is related to or competes with Bbh Partner, Aqr Diversified, Western Asset, Rbb Fund, Auxier Focus, and California Bond. The fund will invest no less than 80 percent of its net assets plus any borrowings for investment purposes at market val... More

Artisan Floating 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 Floating'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 Floating Rate upside and downside potential and time the market with a certain degree of confidence.

Artisan Floating Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Floating's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Floating's standard deviation. In reality, there are many statistical measures that can use Artisan Floating historical prices to predict the future Artisan Floating's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Artisan Floating'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.
Hype
Prediction
LowEstimatedHigh
9.469.589.70
Details
Intrinsic
Valuation
LowRealHigh
8.688.8010.54
Details
Naive
Forecast
LowNextHigh
9.449.569.69
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.529.579.63
Details

Artisan Floating Rate Backtested Returns

At this stage we consider Artisan Mutual Fund to be very steady. Artisan Floating Rate secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Artisan Floating Rate, which you can use to evaluate the volatility of the entity. Please confirm Artisan Floating's Mean Deviation of 0.0661, coefficient of variation of 567.41, and Risk Adjusted Performance of 0.0881 to double-check if the risk estimate we provide is consistent with the expected return of 0.0214%. The fund shows a Beta (market volatility) of -0.0201, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Artisan Floating are expected to decrease at a much lower rate. During the bear market, Artisan Floating is likely to outperform the market.

Auto-correlation

    
  0.95  

Excellent predictability

Artisan Floating Rate has excellent predictability. Overlapping area represents the amount of predictability between Artisan Floating time series from 14th of January 2024 to 27th of July 2024 and 27th of July 2024 to 7th of February 2025. 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 Floating Rate price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Artisan Floating price fluctuation can be explain by its past prices.
Correlation Coefficient0.95
Spearman Rank Test0.93
Residual Average0.0
Price Variance0.02

Artisan Floating Rate lagged returns against current returns

Autocorrelation, which is Artisan Floating 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 Floating's mutual fund expected returns. We can calculate the autocorrelation of Artisan Floating returns to help us make a trade decision. For example, suppose you find that Artisan Floating 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 Floating 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 Floating mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Floating 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 Floating mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Artisan Floating Lagged Returns

When evaluating Artisan Floating's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Floating mutual fund have on its future price. Artisan Floating 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 Floating autocorrelation shows the relationship between Artisan Floating mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan Floating Rate.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Artisan Mutual Fund

Artisan Floating 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 Floating security.
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