Arga Emerging Markets Fund Market Value
| ARMIX Fund | USD 14.81 0.04 0.27% |
| Symbol | Arga |
Arga Emerging '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 Arga Emerging'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 Arga Emerging.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Arga Emerging on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Arga Emerging Markets or generate 0.0% return on investment in Arga Emerging over 30 days. Arga Emerging is related to or competes with Aston/river Road, Europac Gold, Fidelity Advisor, Aggressive Growth, Upright Growth, and Vanguard Intermediate-ter. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
Arga Emerging 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 Arga Emerging'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 Arga Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7018 | |||
| Information Ratio | 0.2138 | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 1.59 |
Arga Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arga Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arga Emerging's standard deviation. In reality, there are many statistical measures that can use Arga Emerging historical prices to predict the future Arga Emerging's volatility.| Risk Adjusted Performance | 0.2249 | |||
| Jensen Alpha | 0.2401 | |||
| Total Risk Alpha | 0.1686 | |||
| Sortino Ratio | 0.2859 | |||
| Treynor Ratio | 0.5173 |
Arga Emerging Markets Backtested Returns
Arga Emerging appears to be very steady, given 3 months investment horizon. Arga Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the fund had a 0.29 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Arga Emerging Markets, which you can use to evaluate the volatility of the entity. Please makes use of Arga Emerging's mean deviation of 0.6735, and Risk Adjusted Performance of 0.2249 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arga Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arga Emerging is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Arga Emerging Markets has very good predictability. Overlapping area represents the amount of predictability between Arga Emerging time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th of January 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 Arga Emerging Markets price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Arga Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Arga Emerging Markets lagged returns against current returns
Autocorrelation, which is Arga Emerging 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 Arga Emerging's mutual fund expected returns. We can calculate the autocorrelation of Arga Emerging returns to help us make a trade decision. For example, suppose you find that Arga Emerging 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 |
Arga Emerging 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 Arga Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arga Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arga Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Arga Emerging Lagged Returns
When evaluating Arga Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arga Emerging mutual fund have on its future price. Arga Emerging 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, Arga Emerging autocorrelation shows the relationship between Arga Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Arga Emerging Markets.
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 Arga Mutual Fund
Arga Emerging financial ratios help investors to determine whether Arga 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 Arga with respect to the benefits of owning Arga Emerging security.
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