Alphacentric Hedged Market Fund Market Value
| HMXAX Fund | USD 28.58 0.10 0.35% |
| Symbol | Alphacentric |
Alphacentric Hedged '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 Alphacentric Hedged'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 Alphacentric Hedged.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Alphacentric Hedged on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Alphacentric Hedged Market or generate 0.0% return on investment in Alphacentric Hedged over 90 days. Alphacentric Hedged is related to or competes with Alphacentric Hedged, Internet Fund, Oak Ridge, Neiman Large, Tsw Equity, Quantex Fund, and Quantex Fund. Under normal circumstances, the fund seeks to achieve its investment objective by investing primarily in long and short ... More
Alphacentric Hedged 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 Alphacentric Hedged'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 Alphacentric Hedged Market upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9699 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 0.9929 |
Alphacentric Hedged Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alphacentric Hedged's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alphacentric Hedged's standard deviation. In reality, there are many statistical measures that can use Alphacentric Hedged historical prices to predict the future Alphacentric Hedged's volatility.| Risk Adjusted Performance | 0.0171 | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0815 |
Alphacentric Hedged January 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0171 | |||
| Market Risk Adjusted Performance | 0.0915 | |||
| Mean Deviation | 0.5823 | |||
| Semi Deviation | 0.9184 | |||
| Downside Deviation | 0.9699 | |||
| Coefficient Of Variation | 4606.72 | |||
| Standard Deviation | 0.8347 | |||
| Variance | 0.6967 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0815 | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 0.9929 | |||
| Downside Variance | 0.9407 | |||
| Semi Variance | 0.8434 | |||
| Expected Short fall | (0.52) | |||
| Skewness | 0.1723 | |||
| Kurtosis | 2.63 |
Alphacentric Hedged Backtested Returns
At this stage we consider Alphacentric Mutual Fund to be very steady. Alphacentric Hedged secures Sharpe Ratio (or Efficiency) of 0.0284, which signifies that the fund had a 0.0284 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Alphacentric Hedged Market, which you can use to evaluate the volatility of the entity. Please confirm Alphacentric Hedged's Downside Deviation of 0.9699, risk adjusted performance of 0.0171, and Mean Deviation of 0.5823 to double-check if the risk estimate we provide is consistent with the expected return of 0.0236%. The fund shows a Beta (market volatility) of 0.0996, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alphacentric Hedged's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alphacentric Hedged is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Alphacentric Hedged Market has good reverse predictability. Overlapping area represents the amount of predictability between Alphacentric Hedged time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Alphacentric Hedged price movement. The serial correlation of -0.55 indicates that about 55.0% of current Alphacentric Hedged price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 Alphacentric Mutual Fund
Alphacentric Hedged financial ratios help investors to determine whether Alphacentric 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 Alphacentric with respect to the benefits of owning Alphacentric Hedged security.
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