Ariel Appreciation Fund Market Value
| CAAPX Fund | USD 44.61 0.50 1.13% |
| Symbol | Ariel |
Ariel Appreciation '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 Ariel Appreciation'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 Ariel Appreciation.
| 08/25/2024 |
| 11/23/2024 |
If you would invest 0.00 in Ariel Appreciation on August 25, 2024 and sell it all today you would earn a total of 0.00 from holding Ariel Appreciation Fund or generate 0.0% return on investment in Ariel Appreciation over 90 days. Ariel Appreciation is related to or competes with Morningstar Unconstrained, Touchstone Large, Aqr Large, William Blair, Rational Strategic, Tax-managed, and Siit Large. The fund invests in mid-capitalization undervalued companies that show strong potential for growth More
Ariel Appreciation 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 Ariel Appreciation'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 Ariel Appreciation Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8675 | |||
| Information Ratio | 0.0046 | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.87 |
Ariel Appreciation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ariel Appreciation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ariel Appreciation's standard deviation. In reality, there are many statistical measures that can use Ariel Appreciation historical prices to predict the future Ariel Appreciation's volatility.| Risk Adjusted Performance | 0.1003 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0057 | |||
| Treynor Ratio | 0.1061 |
Ariel Appreciation Backtested Returns
At this stage we consider Ariel Mutual Fund to be very steady. Ariel Appreciation secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the fund had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ariel Appreciation Fund, which you can use to evaluate the volatility of the entity. Please confirm Ariel Appreciation's Mean Deviation of 0.7927, risk adjusted performance of 0.1003, and Downside Deviation of 0.8675 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of 1.19, 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, Ariel Appreciation will likely underperform.
Auto-correlation | 0.43 |
Average predictability
Ariel Appreciation Fund has average predictability. Overlapping area represents the amount of predictability between Ariel Appreciation time series from 25th of August 2024 to 9th of October 2024 and 9th of October 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 Ariel Appreciation price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Ariel Appreciation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Ariel Appreciation lagged returns against current returns
Autocorrelation, which is Ariel Appreciation 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 Ariel Appreciation's mutual fund expected returns. We can calculate the autocorrelation of Ariel Appreciation returns to help us make a trade decision. For example, suppose you find that Ariel Appreciation 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 |
Ariel Appreciation 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 Ariel Appreciation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ariel Appreciation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ariel Appreciation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ariel Appreciation Lagged Returns
When evaluating Ariel Appreciation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ariel Appreciation mutual fund have on its future price. Ariel Appreciation 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, Ariel Appreciation autocorrelation shows the relationship between Ariel Appreciation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ariel Appreciation Fund.
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 Ariel Mutual Fund
Ariel Appreciation financial ratios help investors to determine whether Ariel 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 Ariel with respect to the benefits of owning Ariel Appreciation security.
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