Arrow Dwa Balanced Fund Market Value
| DWATX Fund | USD 10.58 0.07 0.67% |
| Symbol | Arrow |
Arrow Dwa '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 Arrow Dwa'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 Arrow Dwa.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Arrow Dwa on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Arrow Dwa Balanced or generate 0.0% return on investment in Arrow Dwa over 270 days. Arrow Dwa is related to or competes with Arrow Managed, Arrow Managed, Arrow Managed, Arrow Dwa, Arrow Dwa, and Arrow Dwa. The fund primarily invests, either directly or indirectly through investments in exchange traded funds or other investme... More
Arrow Dwa 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 Arrow Dwa'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 Arrow Dwa Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5394 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.59 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 0.9551 |
Arrow Dwa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrow Dwa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrow Dwa's standard deviation. In reality, there are many statistical measures that can use Arrow Dwa historical prices to predict the future Arrow Dwa's volatility.| Risk Adjusted Performance | 0.0402 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 0.0454 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arrow Dwa'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.
Arrow Dwa Balanced Backtested Returns
At this stage we consider Arrow Mutual Fund to be very steady. Arrow Dwa Balanced secures Sharpe Ratio (or Efficiency) of 0.0331, which signifies that the fund had a 0.0331% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Arrow Dwa Balanced, which you can use to evaluate the volatility of the entity. Please confirm Arrow Dwa's Risk Adjusted Performance of 0.0402, downside deviation of 0.5394, and Mean Deviation of 0.4458 to double-check if the risk estimate we provide is consistent with the expected return of 0.0178%. The fund shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arrow Dwa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arrow Dwa is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Arrow Dwa Balanced has poor reverse predictability. Overlapping area represents the amount of predictability between Arrow Dwa time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Arrow Dwa Balanced price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Arrow Dwa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Arrow Dwa Balanced lagged returns against current returns
Autocorrelation, which is Arrow Dwa 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 Arrow Dwa's mutual fund expected returns. We can calculate the autocorrelation of Arrow Dwa returns to help us make a trade decision. For example, suppose you find that Arrow Dwa 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 |
Arrow Dwa 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 Arrow Dwa mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrow Dwa mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrow Dwa mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Arrow Dwa Lagged Returns
When evaluating Arrow Dwa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrow Dwa mutual fund have on its future price. Arrow Dwa 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, Arrow Dwa autocorrelation shows the relationship between Arrow Dwa mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Arrow Dwa Balanced.
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 Arrow Mutual Fund
Arrow Dwa financial ratios help investors to determine whether Arrow 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 Arrow with respect to the benefits of owning Arrow Dwa security.
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