Aggressive Investors 1 Fund Market Value
| BRAGX Fund | USD 103.58 0.50 0.48% |
| Symbol | Aggressive |
Aggressive Investors '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 Aggressive Investors' 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 Aggressive Investors.
| 12/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Aggressive Investors on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding Aggressive Investors 1 or generate 0.0% return on investment in Aggressive Investors over 330 days. Aggressive Investors is related to or competes with Managed Volatility, Ultra-small Company, Small-cap Value, Ultra-small Company, and Omni Small-cap. The fund invests in a diversified portfolio of common stocks of companies of any size that are listed on the New York St... More
Aggressive Investors 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 Aggressive Investors' 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 Aggressive Investors 1 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8618 | |||
| Information Ratio | 0.1483 | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 2.02 |
Aggressive Investors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aggressive Investors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aggressive Investors' standard deviation. In reality, there are many statistical measures that can use Aggressive Investors historical prices to predict the future Aggressive Investors' volatility.| Risk Adjusted Performance | 0.2188 | |||
| Jensen Alpha | 0.1402 | |||
| Total Risk Alpha | 0.1118 | |||
| Sortino Ratio | 0.1677 | |||
| Treynor Ratio | 0.2562 |
Aggressive Investors Backtested Returns
Aggressive Investors appears to be very steady, given 3 months investment horizon. Aggressive Investors secures Sharpe Ratio (or Efficiency) of 0.27, which signifies that the fund had a 0.27% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Aggressive Investors 1, which you can use to evaluate the volatility of the entity. Please makes use of Aggressive Investors' risk adjusted performance of 0.2188, and Mean Deviation of 0.7011 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. Aggressive Investors returns are very sensitive to returns on the market. As the market goes up or down, Aggressive Investors is expected to follow.
Auto-correlation | 0.50 |
Modest predictability
Aggressive Investors 1 has modest predictability. Overlapping area represents the amount of predictability between Aggressive Investors time series from 29th of December 2023 to 11th of June 2024 and 11th of June 2024 to 23rd 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 Aggressive Investors price movement. The serial correlation of 0.5 indicates that about 50.0% of current Aggressive Investors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 30.05 |
Aggressive Investors lagged returns against current returns
Autocorrelation, which is Aggressive Investors 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 Aggressive Investors' mutual fund expected returns. We can calculate the autocorrelation of Aggressive Investors returns to help us make a trade decision. For example, suppose you find that Aggressive Investors 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 |
Aggressive Investors 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 Aggressive Investors mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aggressive Investors mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aggressive Investors mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aggressive Investors Lagged Returns
When evaluating Aggressive Investors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aggressive Investors mutual fund have on its future price. Aggressive Investors 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, Aggressive Investors autocorrelation shows the relationship between Aggressive Investors mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aggressive Investors 1.
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 Aggressive Mutual Fund
Aggressive Investors financial ratios help investors to determine whether Aggressive 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 Aggressive with respect to the benefits of owning Aggressive Investors security.
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