Acclivity Small Cap Fund Market Value
| AXVIX Fund | USD 21.22 0.05 0.24% |
| Symbol | Acclivity |
Acclivity Small '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 Acclivity Small'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 Acclivity Small.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Acclivity Small on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Acclivity Small Cap or generate 0.0% return on investment in Acclivity Small over 30 days. Acclivity Small is related to or competes with Tax-managed, Small Cap, Harbor Diversified, Blackrock, Lord Abbett, Oppenheimer International, and Jhancock Diversified. Under normal market conditions, the fund will invest at least 80 percent of its total assets in equity securities of sma... More
Acclivity Small 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 Acclivity Small'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 Acclivity Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.992 | |||
| Information Ratio | 0.0047 | |||
| Maximum Drawdown | 8.46 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.83 |
Acclivity Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acclivity Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acclivity Small's standard deviation. In reality, there are many statistical measures that can use Acclivity Small historical prices to predict the future Acclivity Small's volatility.| Risk Adjusted Performance | 0.0859 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0064 | |||
| Treynor Ratio | 0.088 |
Acclivity Small Cap Backtested Returns
At this stage we consider Acclivity Mutual Fund to be very steady. Acclivity Small Cap secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Acclivity Small Cap, which you can use to evaluate the volatility of the entity. Please confirm Acclivity Small's risk adjusted performance of 0.0859, and Mean Deviation of 0.9262 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 1.52, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Acclivity Small will likely underperform.
Auto-correlation | 0.87 |
Very good predictability
Acclivity Small Cap has very good predictability. Overlapping area represents the amount of predictability between Acclivity Small time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Acclivity Small Cap price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Acclivity Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Acclivity Small Cap lagged returns against current returns
Autocorrelation, which is Acclivity Small 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 Acclivity Small's mutual fund expected returns. We can calculate the autocorrelation of Acclivity Small returns to help us make a trade decision. For example, suppose you find that Acclivity Small 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 |
Acclivity Small 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 Acclivity Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acclivity Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acclivity Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acclivity Small Lagged Returns
When evaluating Acclivity Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acclivity Small mutual fund have on its future price. Acclivity Small 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, Acclivity Small autocorrelation shows the relationship between Acclivity Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acclivity Small Cap.
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 Acclivity Mutual Fund
Acclivity Small financial ratios help investors to determine whether Acclivity 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 Acclivity with respect to the benefits of owning Acclivity Small security.
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