Ave Maria Value Fund Market Value
| AVEMX Fund | USD 32.80 0.15 0.46% |
| Symbol | Ave |
Ave Maria '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 Ave Maria'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 Ave Maria.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Ave Maria on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Ave Maria Value or generate 0.0% return on investment in Ave Maria over 720 days. Ave Maria is related to or competes with Vanguard Mid-cap, Vanguard Mid-cap, Vanguard Mid-cap, Vanguard Mid, Vanguard Extended, Vanguard Extended, and Vanguard Extended. The fund invests primarily in common stocks believed by the adviser to be priced at a discount to their true value accor... More
Ave Maria 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 Ave Maria'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 Ave Maria Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9021 | |||
| Information Ratio | 0.1391 | |||
| Maximum Drawdown | 6.64 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 2.11 |
Ave Maria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ave Maria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ave Maria's standard deviation. In reality, there are many statistical measures that can use Ave Maria historical prices to predict the future Ave Maria's volatility.| Risk Adjusted Performance | 0.2017 | |||
| Jensen Alpha | 0.1605 | |||
| Total Risk Alpha | 0.0958 | |||
| Sortino Ratio | 0.1762 | |||
| Treynor Ratio | 0.29 |
Ave Maria Value Backtested Returns
Ave Maria appears to be very steady, given 3 months investment horizon. Ave Maria Value secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the fund had a 0.32% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Ave Maria Value, which you can use to evaluate the volatility of the entity. Please makes use of Ave Maria's mean deviation of 0.7925, and Risk Adjusted Performance of 0.2017 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.99, which signifies possible diversification benefits within a given portfolio. Ave Maria returns are very sensitive to returns on the market. As the market goes up or down, Ave Maria is expected to follow.
Auto-correlation | 0.16 |
Very weak predictability
Ave Maria Value has very weak predictability. Overlapping area represents the amount of predictability between Ave Maria time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 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 Ave Maria Value price movement. The serial correlation of 0.16 indicates that over 16.0% of current Ave Maria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 5.47 |
Ave Maria Value lagged returns against current returns
Autocorrelation, which is Ave Maria 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 Ave Maria's mutual fund expected returns. We can calculate the autocorrelation of Ave Maria returns to help us make a trade decision. For example, suppose you find that Ave Maria 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 |
Ave Maria 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 Ave Maria mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ave Maria mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ave Maria mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ave Maria Lagged Returns
When evaluating Ave Maria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ave Maria mutual fund have on its future price. Ave Maria 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, Ave Maria autocorrelation shows the relationship between Ave Maria mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ave Maria Value.
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 Ave Mutual Fund
Ave Maria financial ratios help investors to determine whether Ave 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 Ave with respect to the benefits of owning Ave Maria security.
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