Advisory Research Mlp Fund Market Value

INFFX Fund  USD 9.60  0.02  0.21%   
Advisory Research's market value is the price at which a share of Advisory Research trades on a public exchange. It measures the collective expectations of Advisory Research Mlp investors about its performance. Advisory Research is trading at 9.60 as of the 28th of November 2024; that is 0.21 percent increase since the beginning of the trading day. The fund's open price was 9.58.
With this module, you can estimate the performance of a buy and hold strategy of Advisory Research Mlp and determine expected loss or profit from investing in Advisory Research over a given investment horizon. Check out Advisory Research Correlation, Advisory Research Volatility and Advisory Research Alpha and Beta module to complement your research on Advisory Research.
Symbol

Please note, there is a significant difference between Advisory Research's value and its price as these two are different measures arrived at by different means. Investors typically determine if Advisory Research is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advisory Research's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Advisory Research '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 Advisory Research'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 Advisory Research.
0.00
10/29/2024
No Change 0.00  0.0 
In 30 days
11/28/2024
0.00
If you would invest  0.00  in Advisory Research on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Advisory Research Mlp or generate 0.0% return on investment in Advisory Research over 30 days. Advisory Research is related to or competes with Lord Abbett, Ultrasmall-cap Profund, Applied Finance, Pace Small/medium, Ultramid-cap Profund, and Vanguard Small-cap. Under normal market conditions, the fund will invest at least 80 percent of its total assets in equity and debt securiti... More

Advisory Research 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 Advisory Research'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 Advisory Research Mlp upside and downside potential and time the market with a certain degree of confidence.

Advisory Research Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisory Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisory Research's standard deviation. In reality, there are many statistical measures that can use Advisory Research historical prices to predict the future Advisory Research's volatility.
Hype
Prediction
LowEstimatedHigh
8.799.5810.37
Details
Intrinsic
Valuation
LowRealHigh
9.2610.0510.84
Details
Naive
Forecast
LowNextHigh
8.779.5610.35
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.139.489.83
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Advisory Research. Your research has to be compared to or analyzed against Advisory Research's peers to derive any actionable benefits. When done correctly, Advisory Research's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Advisory Research Mlp.

Advisory Research Mlp Backtested Returns

At this stage we consider Advisory Mutual Fund to be very steady. Advisory Research Mlp secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Advisory Research Mlp, which you can use to evaluate the volatility of the entity. Please confirm Advisory Research's Mean Deviation of 0.6339, risk adjusted performance of 0.1704, and Downside Deviation of 0.7364 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advisory Research's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advisory Research is expected to be smaller as well.

Auto-correlation

    
  0.70  

Good predictability

Advisory Research Mlp has good predictability. Overlapping area represents the amount of predictability between Advisory Research time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Advisory Research Mlp price movement. The serial correlation of 0.7 indicates that around 70.0% of current Advisory Research price fluctuation can be explain by its past prices.
Correlation Coefficient0.7
Spearman Rank Test0.72
Residual Average0.0
Price Variance0.03

Advisory Research Mlp lagged returns against current returns

Autocorrelation, which is Advisory Research 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 Advisory Research's mutual fund expected returns. We can calculate the autocorrelation of Advisory Research returns to help us make a trade decision. For example, suppose you find that Advisory Research 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  

Advisory Research 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 Advisory Research mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisory Research mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisory Research mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Advisory Research Lagged Returns

When evaluating Advisory Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisory Research mutual fund have on its future price. Advisory Research 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, Advisory Research autocorrelation shows the relationship between Advisory Research mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Advisory Research Mlp.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Advisory Mutual Fund

Advisory Research financial ratios help investors to determine whether Advisory 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 Advisory with respect to the benefits of owning Advisory Research security.
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