Amg Gwk E Fund Market Value
| MBDFX Fund | USD 9.25 0.02 0.22% |
| Symbol | Amg |
Amg Gwk '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 Amg Gwk'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 Amg Gwk.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Amg Gwk on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Amg Gwk E or generate 0.0% return on investment in Amg Gwk over 90 days. Amg Gwk is related to or competes with The Kansas, Amg Timessquare, Precious Metals, Intech SP, Doubleline Floating, Advisors Capital, and Morgan Stanley. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus the amount of any borrowing... More
Amg Gwk 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 Amg Gwk'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 Amg Gwk E upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2024 | |||
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 0.6593 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.3289 |
Amg Gwk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Gwk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Gwk's standard deviation. In reality, there are many statistical measures that can use Amg Gwk historical prices to predict the future Amg Gwk's volatility.| Risk Adjusted Performance | 0.0938 | |||
| Jensen Alpha | 0.0128 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.2554 |
Amg Gwk February 25, 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 | 0.0938 | |||
| Market Risk Adjusted Performance | 0.2654 | |||
| Mean Deviation | 0.1448 | |||
| Downside Deviation | 0.2024 | |||
| Coefficient Of Variation | 610.33 | |||
| Standard Deviation | 0.1828 | |||
| Variance | 0.0334 | |||
| Information Ratio | (0.39) | |||
| Jensen Alpha | 0.0128 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.35) | |||
| Treynor Ratio | 0.2554 | |||
| Maximum Drawdown | 0.6593 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.3289 | |||
| Downside Variance | 0.041 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.21) | |||
| Skewness | 0.2045 | |||
| Kurtosis | 0.0586 |
Amg Gwk E Backtested Returns
At this stage we consider Amg Mutual Fund to be very steady. Amg Gwk E secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the fund had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Amg Gwk E, which you can use to evaluate the volatility of the entity. Please confirm Amg Gwk's mean deviation of 0.1448, and Risk Adjusted Performance of 0.0938 to double-check if the risk estimate we provide is consistent with the expected return of 0.0204%. The fund shows a Beta (market volatility) of 0.0781, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amg Gwk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amg Gwk is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Amg Gwk E has modest predictability. Overlapping area represents the amount of predictability between Amg Gwk time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th of February 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 Amg Gwk E price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Amg Gwk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Amg Mutual Fund
Amg Gwk financial ratios help investors to determine whether Amg 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 Amg with respect to the benefits of owning Amg Gwk security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |