Acm Tactical Income Fund Market Value
| TINIX Fund | USD 8.85 0.02 0.23% |
| Symbol | Acm |
Acm Tactical '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 Acm Tactical'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 Acm Tactical.
| 06/17/2024 |
| 12/14/2024 |
If you would invest 0.00 in Acm Tactical on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding Acm Tactical Income or generate 0.0% return on investment in Acm Tactical over 180 days. Acm Tactical is related to or competes with Acm Dynamic, Acm Dynamic, Pimco Income, T Rowe, Putnam Short, and Westwood Largecap. Under normal market conditions, the fund seeks to achieve its investment objective by investing in income-oriented excha... More
Acm Tactical 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 Acm Tactical'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 Acm Tactical Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2129 | |||
| Information Ratio | (0.57) | |||
| Maximum Drawdown | 0.6818 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.2275 |
Acm Tactical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acm Tactical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acm Tactical's standard deviation. In reality, there are many statistical measures that can use Acm Tactical historical prices to predict the future Acm Tactical's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | (0.06) |
Acm Tactical Income Backtested Returns
Acm Tactical Income secures Sharpe Ratio (or Efficiency) of -0.0199, which signifies that the fund had a -0.0199% return per unit of risk over the last 3 months. Acm Tactical Income exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acm Tactical's Downside Deviation of 0.2129, risk adjusted performance of (0.02), and Mean Deviation of 0.1344 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Acm Tactical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acm Tactical is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Acm Tactical Income has weak predictability. Overlapping area represents the amount of predictability between Acm Tactical time series from 17th of June 2024 to 15th of September 2024 and 15th of September 2024 to 14th 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 Acm Tactical Income price movement. The serial correlation of 0.24 indicates that over 24.0% of current Acm Tactical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Acm Tactical Income lagged returns against current returns
Autocorrelation, which is Acm Tactical 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 Acm Tactical's mutual fund expected returns. We can calculate the autocorrelation of Acm Tactical returns to help us make a trade decision. For example, suppose you find that Acm Tactical 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 |
Acm Tactical 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 Acm Tactical mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acm Tactical mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acm Tactical mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acm Tactical Lagged Returns
When evaluating Acm Tactical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acm Tactical mutual fund have on its future price. Acm Tactical 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, Acm Tactical autocorrelation shows the relationship between Acm Tactical mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acm Tactical Income.
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 Acm Mutual Fund
Acm Tactical financial ratios help investors to determine whether Acm 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 Acm with respect to the benefits of owning Acm Tactical security.
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