Amg Timessquare Small Fund Market Value
| TSCPX Fund | USD 13.65 0.12 0.87% |
| Symbol | Amg |
Amg Timessquare '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 Timessquare'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 Timessquare.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Amg Timessquare on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Amg Timessquare Small or generate 0.0% return on investment in Amg Timessquare over 720 days. Amg Timessquare is related to or competes with Mfs International, Amg River, Aqr Managed, Brown Advisory, and Mfs Institutional. The fund will invest at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, i... More
Amg Timessquare 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 Timessquare'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 Timessquare Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0425 | |||
| Maximum Drawdown | 6.39 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.77 |
Amg Timessquare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Timessquare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Timessquare's standard deviation. In reality, there are many statistical measures that can use Amg Timessquare historical prices to predict the future Amg Timessquare's volatility.| Risk Adjusted Performance | 0.1207 | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0435 | |||
| Treynor Ratio | 0.1283 |
Amg Timessquare Small Backtested Returns
At this stage we consider Amg Mutual Fund to be very steady. Amg Timessquare Small secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Amg Timessquare Small, which you can use to evaluate the volatility of the entity. Please confirm Amg Timessquare's risk adjusted performance of 0.1207, and Mean Deviation of 0.851 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 1.33, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Amg Timessquare will likely underperform.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Amg Timessquare Small has insignificant reverse predictability. Overlapping area represents the amount of predictability between Amg Timessquare time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Amg Timessquare Small price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Amg Timessquare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Amg Timessquare Small lagged returns against current returns
Autocorrelation, which is Amg Timessquare 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 Timessquare's mutual fund expected returns. We can calculate the autocorrelation of Amg Timessquare returns to help us make a trade decision. For example, suppose you find that Amg Timessquare 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 Timessquare 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 Timessquare mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amg Timessquare 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 Timessquare mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Amg Timessquare Lagged Returns
When evaluating Amg Timessquare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amg Timessquare mutual fund have on its future price. Amg Timessquare 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 Timessquare autocorrelation shows the relationship between Amg Timessquare mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Amg Timessquare Small.
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 Timessquare 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 Timessquare security.
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