Ave Maria Rising Fund Market Value
| AVEDX Fund | USD 23.61 0.15 0.63% |
| Symbol | Ave |
Ave Maria '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 Ave Maria'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 Ave Maria.
| 01/04/2025 |
| 02/03/2025 |
If you would invest 0.00 in Ave Maria on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Ave Maria Rising or generate 0.0% return on investment in Ave Maria over 30 days. Ave Maria is related to or competes with Ave Maria, Ave Maria, Ave Maria, Ave Maria, and Ave Maria. The fund will invest at least 80 percent of its net assets, including the amount of any borrowings for investment purpos... More
Ave Maria 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 Ave Maria'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 Ave Maria Rising upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 8.5 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.19 |
Ave Maria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ave Maria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ave Maria's standard deviation. In reality, there are many statistical measures that can use Ave Maria historical prices to predict the future Ave Maria's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ave Maria'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.
Ave Maria Rising Backtested Returns
Ave Maria Rising secures Sharpe Ratio (or Efficiency) of -0.0683, which signifies that the fund had a -0.0683 % return per unit of standard deviation over the last 3 months. Ave Maria Rising exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ave Maria's mean deviation of 0.6876, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ave Maria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ave Maria is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
Ave Maria Rising has good reverse predictability. Overlapping area represents the amount of predictability between Ave Maria time series from 4th of January 2025 to 19th of January 2025 and 19th of January 2025 to 3rd 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 Ave Maria Rising price movement. The serial correlation of -0.51 indicates that about 51.0% of current Ave Maria price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ave Maria Rising lagged returns against current returns
Autocorrelation, which is Ave Maria 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 Ave Maria's mutual fund expected returns. We can calculate the autocorrelation of Ave Maria returns to help us make a trade decision. For example, suppose you find that Ave Maria 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 |
Ave Maria 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 Ave Maria mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ave Maria mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ave Maria mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ave Maria Lagged Returns
When evaluating Ave Maria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ave Maria mutual fund have on its future price. Ave Maria 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, Ave Maria autocorrelation shows the relationship between Ave Maria mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ave Maria Rising.
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 Ave Mutual Fund
Ave Maria financial ratios help investors to determine whether Ave 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 Ave with respect to the benefits of owning Ave Maria security.
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