Amg Southernsun Equity Fund Market Value
| SSEFX Fund | USD 15.94 0.34 2.18% |
| Symbol | Amg |
Amg Southernsun '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 Southernsun'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 Southernsun.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Amg Southernsun on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Amg Southernsun Equity or generate 0.0% return on investment in Amg Southernsun over 30 days. Amg Southernsun is related to or competes with Amg Southernsun, Amg Southernsun, Cambiar International, Aston/crosswind Small, and Hodges Small. Under normal circumstances, the fund invests at least 80 percent of its assets in equity securities of U.S More
Amg Southernsun 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 Southernsun'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 Southernsun Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.11 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.87 |
Amg Southernsun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Southernsun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Southernsun's standard deviation. In reality, there are many statistical measures that can use Amg Southernsun historical prices to predict the future Amg Southernsun's volatility.| Risk Adjusted Performance | 0.0711 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0779 |
Amg Southernsun Equity Backtested Returns
At this stage we consider Amg Mutual Fund to be very steady. Amg Southernsun Equity secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the fund had a 0.1% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Amg Southernsun Equity, which you can use to evaluate the volatility of the entity. Please confirm Amg Southernsun's risk adjusted performance of 0.0711, and Mean Deviation of 0.8353 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 1.1, which signifies a somewhat significant risk relative to the market. Amg Southernsun returns are very sensitive to returns on the market. As the market goes up or down, Amg Southernsun is expected to follow.
Auto-correlation | 0.61 |
Good predictability
Amg Southernsun Equity has good predictability. Overlapping area represents the amount of predictability between Amg Southernsun time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Amg Southernsun Equity price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Amg Southernsun price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Amg Southernsun Equity lagged returns against current returns
Autocorrelation, which is Amg Southernsun 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 Amg Southernsun's mutual fund expected returns. We can calculate the autocorrelation of Amg Southernsun returns to help us make a trade decision. For example, suppose you find that Amg Southernsun 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 |
Amg Southernsun 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 Amg Southernsun mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amg Southernsun mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amg Southernsun mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Amg Southernsun Lagged Returns
When evaluating Amg Southernsun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amg Southernsun mutual fund have on its future price. Amg Southernsun 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, Amg Southernsun autocorrelation shows the relationship between Amg Southernsun mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Amg Southernsun Equity.
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 Amg Mutual Fund
Amg Southernsun 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 Southernsun security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |