Archer Income Fund Market Value
| ARINX Fund | USD 18.08 0.01 0.06% |
| Symbol | Archer |
Archer Income '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 Archer Income'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 Archer Income.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Archer Income on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Archer Income Fund or generate 0.0% return on investment in Archer Income over 180 days. Archer Income is related to or competes with American Funds, Pgim Conservative, Tiaa Cref, Blackrock Conservative, Evaluator Conservative, and Massmutual Premier. Under normal conditions, at least 50 percent of the funds total assets will be invested in U.S More
Archer Income 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 Archer Income'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 Archer Income Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1477 | |||
| Information Ratio | (1.09) | |||
| Maximum Drawdown | 0.5524 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.1668 |
Archer Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Income's standard deviation. In reality, there are many statistical measures that can use Archer Income historical prices to predict the future Archer Income's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.82) | |||
| Treynor Ratio | (0.08) |
Archer Income Backtested Returns
At this stage we consider Archer Mutual Fund to be very steady. Archer Income secures Sharpe Ratio (or Efficiency) of 0.0552, which signifies that the fund had a 0.0552% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Archer Income Fund, which you can use to evaluate the volatility of the entity. Please confirm Archer Income's risk adjusted performance of (0.01), and Mean Deviation of 0.0809 to double-check if the risk estimate we provide is consistent with the expected return of 0.0062%. The fund shows a Beta (market volatility) of 0.0284, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Archer Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Archer Income is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
Archer Income Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Archer Income time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 Archer Income price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Archer Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Archer Income lagged returns against current returns
Autocorrelation, which is Archer Income 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 Archer Income's mutual fund expected returns. We can calculate the autocorrelation of Archer Income returns to help us make a trade decision. For example, suppose you find that Archer Income 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 |
Archer Income 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 Archer Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archer Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Archer Income Lagged Returns
When evaluating Archer Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Income mutual fund have on its future price. Archer Income 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, Archer Income autocorrelation shows the relationship between Archer Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Archer Income Fund.
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 Archer Mutual Fund
Archer Income financial ratios help investors to determine whether Archer 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 Archer with respect to the benefits of owning Archer Income security.
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