Artisan Emerging Markets Fund Market Value
| APDOX Fund | USD 10.30 0.01 0.1% |
| Symbol | Artisan |
Artisan Emerging '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 Artisan Emerging'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 Artisan Emerging.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Artisan Emerging on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Artisan Emerging Markets or generate 0.0% return on investment in Artisan Emerging over 360 days. Artisan Emerging is related to or competes with Kinetics Market, Massmutual Select, Barings Emerging, and Shelton Emerging. Under normal circumstances, the fund invests no less than 80 percent of its net assets plus any borrowings for investmen... More
Artisan Emerging 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 Artisan Emerging'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 Artisan Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2365 | |||
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 1.45 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.3925 |
Artisan Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Emerging's standard deviation. In reality, there are many statistical measures that can use Artisan Emerging historical prices to predict the future Artisan Emerging's volatility.| Risk Adjusted Performance | 0.071 | |||
| Jensen Alpha | 0.0067 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.47) | |||
| Treynor Ratio | 0.2112 |
Artisan Emerging Markets Backtested Returns
At this stage we consider Artisan Mutual Fund to be very steady. Artisan Emerging Markets 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. We have found twenty-seven technical indicators for Artisan Emerging Markets, which you can use to evaluate the volatility of the entity. Please confirm Artisan Emerging's Risk Adjusted Performance of 0.071, downside deviation of 0.2365, and Mean Deviation of 0.1543 to double-check if the risk estimate we provide is consistent with the expected return of 0.0293%. The fund shows a Beta (market volatility) of 0.0802, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Artisan Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Artisan Emerging is expected to be smaller as well.
Auto-correlation | 0.95 |
Excellent predictability
Artisan Emerging Markets has excellent predictability. Overlapping area represents the amount of predictability between Artisan Emerging time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd 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 Artisan Emerging Markets price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Artisan Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Artisan Emerging Markets lagged returns against current returns
Autocorrelation, which is Artisan Emerging 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 Artisan Emerging's mutual fund expected returns. We can calculate the autocorrelation of Artisan Emerging returns to help us make a trade decision. For example, suppose you find that Artisan Emerging 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 |
Artisan Emerging 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 Artisan Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artisan Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Artisan Emerging Lagged Returns
When evaluating Artisan Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Emerging mutual fund have on its future price. Artisan Emerging 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, Artisan Emerging autocorrelation shows the relationship between Artisan Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan Emerging Markets.
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 Artisan Mutual Fund
Artisan Emerging financial ratios help investors to determine whether Artisan 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 Artisan with respect to the benefits of owning Artisan Emerging security.
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