Acr International Quality Fund Market Value
| IQRIX Fund | USD 11.12 0.09 0.80% |
| Symbol | Acr |
Acr International '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 Acr International'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 Acr International.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in Acr International on January 7, 2023 and sell it all today you would earn a total of 0.00 from holding Acr International Quality or generate 0.0% return on investment in Acr International over 720 days. Acr International is related to or competes with Ab Global, Investec Global, Dreyfusstandish Global, Mirova Global, Jhancock Global, and Franklin Mutual. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities More
Acr International 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 Acr International'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 Acr International Quality upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 1.22 |
Acr International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acr International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acr International's standard deviation. In reality, there are many statistical measures that can use Acr International historical prices to predict the future Acr International's volatility.| Risk Adjusted Performance | (0.22) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (2.15) |
Acr International Quality Backtested Returns
Acr International Quality secures Sharpe Ratio (or Efficiency) of -0.35, which signifies that the fund had a -0.35% return per unit of risk over the last 3 months. Acr International Quality exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acr International's Mean Deviation of 0.8182, standard deviation of 1.11, and Risk Adjusted Performance of (0.22) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Acr International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acr International is expected to be smaller as well.
Auto-correlation | 0.13 |
Insignificant predictability
Acr International Quality has insignificant predictability. Overlapping area represents the amount of predictability between Acr International time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 2024 to 27th 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 Acr International Quality price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Acr International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Acr International Quality lagged returns against current returns
Autocorrelation, which is Acr International 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 Acr International's mutual fund expected returns. We can calculate the autocorrelation of Acr International returns to help us make a trade decision. For example, suppose you find that Acr International 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 |
Acr International 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 Acr International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acr International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acr International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acr International Lagged Returns
When evaluating Acr International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acr International mutual fund have on its future price. Acr International 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, Acr International autocorrelation shows the relationship between Acr International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acr International Quality.
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 Acr Mutual Fund
Acr International financial ratios help investors to determine whether Acr 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 Acr with respect to the benefits of owning Acr International security.
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