Value Fund R5 Fund Market Value
| AVUGX Fund | USD 8.30 0.05 0.61% |
| Symbol | Value |
Value Fund '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 Value Fund'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 Value Fund.
| 01/11/2025 |
| 01/06/2026 |
If you would invest 0.00 in Value Fund on January 11, 2025 and sell it all today you would earn a total of 0.00 from holding Value Fund R5 or generate 0.0% return on investment in Value Fund over 360 days. Value Fund is related to or competes with Aqr Long, Greenspring Fund, Siit Equity, T Rowe, Calvert International, Ab Equity, and Dws Equity. In selecting stocks for the fund, the portfolio managers look for companies of all sizes whose stock price may not refle... More
Value Fund 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 Value Fund'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 Value Fund R5 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6068 | |||
| Information Ratio | 0.1039 | |||
| Maximum Drawdown | 8.34 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.24 |
Value Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Value Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Value Fund's standard deviation. In reality, there are many statistical measures that can use Value Fund historical prices to predict the future Value Fund's volatility.| Risk Adjusted Performance | 0.1418 | |||
| Jensen Alpha | 0.1988 | |||
| Total Risk Alpha | 0.071 | |||
| Sortino Ratio | 0.1926 | |||
| Treynor Ratio | 4.64 |
Value Fund R5 Backtested Returns
Value Fund appears to be not too volatile, given 3 months investment horizon. Value Fund R5 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Value Fund R5, which you can use to evaluate the volatility of the fund. Please review Value Fund's Semi Deviation of 0.1026, risk adjusted performance of 0.1418, and Coefficient Of Variation of 529.37 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.0436, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Value Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Value Fund is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
Value Fund R5 has poor predictability. Overlapping area represents the amount of predictability between Value Fund time series from 11th of January 2025 to 10th of July 2025 and 10th of July 2025 to 6th 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 Value Fund R5 price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Value Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Value Fund R5 lagged returns against current returns
Autocorrelation, which is Value Fund 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 Value Fund's mutual fund expected returns. We can calculate the autocorrelation of Value Fund returns to help us make a trade decision. For example, suppose you find that Value Fund 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 |
Value Fund 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 Value Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Value Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Value Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Value Fund Lagged Returns
When evaluating Value Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Value Fund mutual fund have on its future price. Value Fund 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, Value Fund autocorrelation shows the relationship between Value Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Value Fund R5.
Regressed Prices |
| Timeline |
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Other Information on Investing in Value Mutual Fund
Value Fund financial ratios help investors to determine whether Value 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 Value with respect to the benefits of owning Value Fund security.
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