Aristotlesaul Global Equity Fund Market Value
| AIOOX Fund | 11.36 0.05 0.44% |
| Symbol | Aristotlesaul |
Aristotlesaul Global '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 Aristotlesaul Global'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 Aristotlesaul Global.
| 12/24/2023 |
| 12/18/2024 |
If you would invest 0.00 in Aristotlesaul Global on December 24, 2023 and sell it all today you would earn a total of 0.00 from holding Aristotlesaul Global Equity or generate 0.0% return on investment in Aristotlesaul Global over 360 days. Aristotlesaul Global is related to or competes with Aristotle Funds, Aristotle Funds, Aristotle International, Aristotle Funds, Aristotle Value, Aristotlesaul Global, and Aristotle Value. The fund primarily invests its assets in equity securities that are listed on an exchange or that are otherwise publicly... More
Aristotlesaul Global 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 Aristotlesaul Global'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 Aristotlesaul Global Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 27.7 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.02 |
Aristotlesaul Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotlesaul Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotlesaul Global's standard deviation. In reality, there are many statistical measures that can use Aristotlesaul Global historical prices to predict the future Aristotlesaul Global's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | (0.47) |
Aristotlesaul Global Backtested Returns
Aristotlesaul Global secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the fund had a -0.14% return per unit of risk over the last 3 months. Aristotlesaul Global Equity exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aristotlesaul Global's Standard Deviation of 3.27, risk adjusted performance of (0.09), and Mean Deviation of 0.9514 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. Aristotlesaul Global returns are very sensitive to returns on the market. As the market goes up or down, Aristotlesaul Global is expected to follow.
Auto-correlation | -0.06 |
Very weak reverse predictability
Aristotlesaul Global Equity has very weak reverse predictability. Overlapping area represents the amount of predictability between Aristotlesaul Global time series from 24th of December 2023 to 21st of June 2024 and 21st of June 2024 to 18th of December 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 Aristotlesaul Global price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Aristotlesaul Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.97 |
Aristotlesaul Global lagged returns against current returns
Autocorrelation, which is Aristotlesaul Global 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 Aristotlesaul Global's mutual fund expected returns. We can calculate the autocorrelation of Aristotlesaul Global returns to help us make a trade decision. For example, suppose you find that Aristotlesaul Global 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 |
Aristotlesaul Global 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 Aristotlesaul Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotlesaul Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristotlesaul Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotlesaul Global Lagged Returns
When evaluating Aristotlesaul Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotlesaul Global mutual fund have on its future price. Aristotlesaul Global 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, Aristotlesaul Global autocorrelation shows the relationship between Aristotlesaul Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotlesaul Global 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 Aristotlesaul Mutual Fund
Aristotlesaul Global financial ratios help investors to determine whether Aristotlesaul 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 Aristotlesaul with respect to the benefits of owning Aristotlesaul Global security.
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