Astonriver Road Independent Fund Market Value
| ARVIX Fund | USD 13.52 0.06 0.44% |
| Symbol | Aston/river |
Aston/river Road '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 Aston/river Road'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 Aston/river Road.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in Aston/river Road on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding Astonriver Road Independent or generate 0.0% return on investment in Aston/river Road over 30 days. Aston/river Road is related to or competes with Arga Emerging, Vanguard Growth, Blackrock Advantage, The Arbitrage, Amana Developing, and Siit Small. The fund mainly invests in common stocks, but may also invest in depositary receipts , European Depositary Receipts and ... More
Aston/river Road 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 Aston/river Road'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 Astonriver Road Independent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8449 | |||
| Information Ratio | 0.166 | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.36 |
Aston/river Road Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aston/river Road's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aston/river Road's standard deviation. In reality, there are many statistical measures that can use Aston/river Road historical prices to predict the future Aston/river Road's volatility.| Risk Adjusted Performance | 0.1708 | |||
| Jensen Alpha | 0.2433 | |||
| Total Risk Alpha | 0.1391 | |||
| Sortino Ratio | 0.2688 | |||
| Treynor Ratio | 0.3865 |
Astonriver Road Inde Backtested Returns
Aston/river Road appears to be very steady, given 3 months investment horizon. Astonriver Road Inde secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Astonriver Road Independent, which you can use to evaluate the volatility of the entity. Please makes use of Aston/river Road's Mean Deviation of 0.7406, risk adjusted performance of 0.1708, and Downside Deviation of 0.8449 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aston/river Road's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aston/river Road is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
Astonriver Road Independent has good predictability. Overlapping area represents the amount of predictability between Aston/river Road 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 Astonriver Road Inde price movement. The serial correlation of 0.74 indicates that around 74.0% of current Aston/river Road price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Astonriver Road Inde lagged returns against current returns
Autocorrelation, which is Aston/river Road 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 Aston/river Road's mutual fund expected returns. We can calculate the autocorrelation of Aston/river Road returns to help us make a trade decision. For example, suppose you find that Aston/river Road 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 |
Aston/river Road 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 Aston/river Road mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aston/river Road mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aston/river Road mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aston/river Road Lagged Returns
When evaluating Aston/river Road's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aston/river Road mutual fund have on its future price. Aston/river Road 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, Aston/river Road autocorrelation shows the relationship between Aston/river Road mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Astonriver Road Independent.
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 Aston/river Mutual Fund
Aston/river Road financial ratios help investors to determine whether Aston/river 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 Aston/river with respect to the benefits of owning Aston/river Road security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |