The Arbitrage Fund Market Value
| ARBCX Fund | USD 12.29 0.02 0.16% |
| Symbol | The |
The Arbitrage '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 The Arbitrage'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 The Arbitrage.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in The Arbitrage on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding The Arbitrage Fund or generate 0.0% return on investment in The Arbitrage over 90 days. The Arbitrage is related to or competes with The Arbitrage, The Arbitrage, The Arbitrage, The Arbitrage, The Arbitrage, and The Arbitrage. The fund will invest at least 80 percent of its net assets in equity securities of companies that are involved in public... More
The Arbitrage 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 The Arbitrage'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 The Arbitrage Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1468 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.99 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.258 |
The Arbitrage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for The Arbitrage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as The Arbitrage's standard deviation. In reality, there are many statistical measures that can use The Arbitrage historical prices to predict the future The Arbitrage's volatility.| Risk Adjusted Performance | 0.1338 | |||
| Jensen Alpha | 0.0692 | |||
| Total Risk Alpha | 0.0188 | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 1.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Arbitrage'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.
The Arbitrage February 11, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1338 | |||
| Market Risk Adjusted Performance | 1.03 | |||
| Mean Deviation | 0.1793 | |||
| Downside Deviation | 0.1468 | |||
| Coefficient Of Variation | 565.79 | |||
| Standard Deviation | 0.4881 | |||
| Variance | 0.2382 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | 0.0692 | |||
| Total Risk Alpha | 0.0188 | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 1.02 | |||
| Maximum Drawdown | 3.99 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.258 | |||
| Downside Variance | 0.0216 | |||
| Semi Variance | (0.08) | |||
| Expected Short fall | (0.33) | |||
| Skewness | 7.14 | |||
| Kurtosis | 55.28 |
The Arbitrage Backtested Returns
At this stage we consider The Mutual Fund to be very steady. The Arbitrage owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for The Arbitrage Fund, which you can use to evaluate the volatility of the fund. Please validate The Arbitrage's Standard Deviation of 0.4881, risk adjusted performance of 0.1338, and Downside Deviation of 0.1468 to confirm if the risk estimate we provide is consistent with the expected return of 0.0918%. The entity has a beta of 0.0751, which indicates not very significant fluctuations relative to the market. As returns on the market increase, the Arbitrage's returns are expected to increase less than the market. However, during the bear market, the loss of holding the Arbitrage is expected to be smaller as well.
Auto-correlation | 0.14 |
Insignificant predictability
The Arbitrage Fund has insignificant predictability. Overlapping area represents the amount of predictability between The Arbitrage time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of The Arbitrage price movement. The serial correlation of 0.14 indicates that less than 14.0% of current The Arbitrage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 The Mutual Fund
The Arbitrage financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Arbitrage security.
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