At Mid Cap Fund Market Value
| AWMIX Fund | USD 22.05 0.10 0.45% |
| Symbol | AWMIX |
At Mid '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 At Mid'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 At Mid.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in At Mid on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding At Mid Cap or generate 0.0% return on investment in At Mid over 30 days. At Mid is related to or competes with Invesco Disciplined, Cibc Atlas, At Income, Cibc Atlas, and At Equity. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
At Mid 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 At Mid'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 At Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7949 | |||
| Information Ratio | 0.0744 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.44 |
At Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for At Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as At Mid's standard deviation. In reality, there are many statistical measures that can use At Mid historical prices to predict the future At Mid's volatility.| Risk Adjusted Performance | 0.1497 | |||
| Jensen Alpha | 0.0634 | |||
| Total Risk Alpha | 0.0451 | |||
| Sortino Ratio | 0.0809 | |||
| Treynor Ratio | 0.1646 |
At Mid Cap Backtested Returns
At this stage we consider AWMIX Mutual Fund to be very steady. At Mid Cap retains Efficiency (Sharpe Ratio) of 0.17, which signifies that the fund had a 0.17% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for At Mid, which you can use to evaluate the volatility of the entity. Please confirm At Mid's Coefficient Of Variation of 490.5, market risk adjusted performance of 0.1746, and Standard Deviation of 0.8637 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund owns a Beta (Systematic Risk) of 1.01, which signifies a somewhat significant risk relative to the market. At Mid returns are very sensitive to returns on the market. As the market goes up or down, At Mid is expected to follow.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
At Mid Cap has almost perfect reverse predictability. Overlapping area represents the amount of predictability between At Mid time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th 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 At Mid Cap price movement. The serial correlation of -0.8 indicates that around 80.0% of current At Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
At Mid Cap lagged returns against current returns
Autocorrelation, which is At Mid 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 At Mid's mutual fund expected returns. We can calculate the autocorrelation of At Mid returns to help us make a trade decision. For example, suppose you find that At Mid 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 |
At Mid 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 At Mid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if At Mid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in At Mid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
At Mid Lagged Returns
When evaluating At Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of At Mid mutual fund have on its future price. At Mid 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, At Mid autocorrelation shows the relationship between At Mid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in At Mid Cap.
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 AWMIX Mutual Fund
At Mid financial ratios help investors to determine whether AWMIX 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 AWMIX with respect to the benefits of owning At Mid security.
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