Artisan Value Income Fund Market Value

APDWX Fund  USD 10.68  0.03  0.28%   
Artisan Value's market value is the price at which a share of Artisan Value trades on a public exchange. It measures the collective expectations of Artisan Value Income investors about its performance. Artisan Value is trading at 10.68 as of the 25th of February 2025; that is 0.28 percent down since the beginning of the trading day. The fund's open price was 10.71.
With this module, you can estimate the performance of a buy and hold strategy of Artisan Value Income and determine expected loss or profit from investing in Artisan Value over a given investment horizon. Check out Artisan Value Correlation, Artisan Value Volatility and Artisan Value Alpha and Beta module to complement your research on Artisan Value.
Symbol

Please note, there is a significant difference between Artisan Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Artisan Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Artisan Value'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 Value '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 Value'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 Value.
0.00
01/26/2025
No Change 0.00  0.0 
In 31 days
02/25/2025
0.00
If you would invest  0.00  in Artisan Value on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Artisan Value Income or generate 0.0% return on investment in Artisan Value over 30 days. Artisan Value is related to or competes with Siit High, Pace High, Alpine High, Barings Us, Msift High, and Metropolitan West. The funds investment team employs a fundamental investment process to construct a diversified portfolio of equity securi... More

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

Artisan Value Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Value's standard deviation. In reality, there are many statistical measures that can use Artisan Value historical prices to predict the future Artisan Value'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 Value'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
10.0310.6811.33
Details
Intrinsic
Valuation
LowRealHigh
10.0010.6511.30
Details
Naive
Forecast
LowNextHigh
10.2110.8611.51
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.1510.4810.80
Details

Artisan Value Income Backtested Returns

Artisan Value Income secures Sharpe Ratio (or Efficiency) of -0.063, which signifies that the fund had a -0.063 % return per unit of risk over the last 3 months. Artisan Value Income exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Artisan Value's Mean Deviation of 0.4892, standard deviation of 0.6392, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0017, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Artisan Value are expected to decrease at a much lower rate. During the bear market, Artisan Value is likely to outperform the market.

Auto-correlation

    
  -0.93  

Near perfect reversele predictability

Artisan Value Income has near perfect reversele predictability. Overlapping area represents the amount of predictability between Artisan Value time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th 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 Value Income price movement. The serial correlation of -0.93 indicates that approximately 93.0% of current Artisan Value price fluctuation can be explain by its past prices.
Correlation Coefficient-0.93
Spearman Rank Test-0.45
Residual Average0.0
Price Variance0.0
Artisan ReturnsArtisan Lagged ReturnsDiversified AwayArtisan ReturnsArtisan Lagged ReturnsDiversified Away100%

Artisan Value Income lagged returns against current returns

Autocorrelation, which is Artisan Value 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 Value's mutual fund expected returns. We can calculate the autocorrelation of Artisan Value returns to help us make a trade decision. For example, suppose you find that Artisan Value 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   
JavaScript chart by amCharts 3.21.15Feb 10Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22Feb 24-2.5%-2.0%-1.5%-1.0%-0.5%0%0.5%1.0%1.5%2.0%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Artisan Value 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 Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Value 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 Value mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 10Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22Feb 2410.5010.5510.6010.6510.70
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Artisan Value Lagged Returns

When evaluating Artisan Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Value mutual fund have on its future price. Artisan Value 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 Value autocorrelation shows the relationship between Artisan Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan Value Income.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 27Jan 31FebFeb 08Feb 12Feb 16Feb 20Feb 2410.4510.5010.5510.6010.6510.70
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Artisan Mutual Fund

Artisan Value 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 Value security.
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