Aristotle Value Eq Fund Market Value
| ARIQX Fund | 10.61 0.06 0.56% |
| Symbol | Aristotle |
Aristotle Value '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 Aristotle Value'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 Aristotle Value.
| 06/21/2024 |
| 12/18/2024 |
If you would invest 0.00 in Aristotle Value on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Aristotle Value Eq or generate 0.0% return on investment in Aristotle Value over 180 days. Aristotle Value is related to or competes with Aristotle Funds, Aristotle International, Aristotle Funds, Aristotle Funds, Aristotle Value, Aristotlesaul Global, and Aristotle Funds. The fund invests at least 80 percent of its assets in equity securities More
Aristotle Value 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 Aristotle Value'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 Aristotle Value Eq upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.73 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.02 |
Aristotle Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotle Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotle Value's standard deviation. In reality, there are many statistical measures that can use Aristotle Value historical prices to predict the future Aristotle Value's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.05) |
Aristotle Value Eq Backtested Returns
Aristotle Value Eq secures Sharpe Ratio (or Efficiency) of -0.0804, which signifies that the fund had a -0.0804% return per unit of risk over the last 3 months. Aristotle Value Eq exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aristotle Value's Standard Deviation of 0.7169, mean deviation of 0.5236, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.83, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aristotle Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aristotle Value is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Aristotle Value Eq has very weak predictability. Overlapping area represents the amount of predictability between Aristotle Value time series from 21st of June 2024 to 19th of September 2024 and 19th of September 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 Aristotle Value Eq price movement. The serial correlation of 0.16 indicates that over 16.0% of current Aristotle Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Aristotle Value Eq lagged returns against current returns
Autocorrelation, which is Aristotle Value 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 Aristotle Value's mutual fund expected returns. We can calculate the autocorrelation of Aristotle Value returns to help us make a trade decision. For example, suppose you find that Aristotle Value 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 |
Aristotle Value 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 Aristotle Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotle Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristotle Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotle Value Lagged Returns
When evaluating Aristotle Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotle Value mutual fund have on its future price. Aristotle Value 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, Aristotle Value autocorrelation shows the relationship between Aristotle Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotle Value Eq.
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 Aristotle Mutual Fund
Aristotle Value financial ratios help investors to determine whether Aristotle 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 Aristotle with respect to the benefits of owning Aristotle Value security.
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