Abr 7525 Volatility Fund Market Value
| VOLJX Fund | USD 11.26 0.08 0.72% |
| Symbol | Abr |
Abr 75/25 '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 Abr 75/25'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 Abr 75/25.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Abr 75/25 on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Abr 7525 Volatility or generate 0.0% return on investment in Abr 75/25 over 360 days. Abr 75/25 is related to or competes with Abr Enhanced, Abr Dynamic, and Abr Enhanced. The Adviser will, under normal market conditions, manage the funds assets so that seventy-five percent of its net assets are managed in accordance with the Advisers proprietary long volatility strategy, and the remaining twenty-five percent of its net assets are managed in accordance with the Advisers proprietary short volatility strategy. More
Abr 75/25 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 Abr 75/25'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 Abr 7525 Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.97 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 1.47 |
Abr 75/25 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abr 75/25's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abr 75/25's standard deviation. In reality, there are many statistical measures that can use Abr 75/25 historical prices to predict the future Abr 75/25's volatility.| Risk Adjusted Performance | 0.076 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0829 |
Abr 7525 Volatility Backtested Returns
At this stage we consider Abr Mutual Fund to be very steady. Abr 7525 Volatility secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Abr 7525 Volatility, which you can use to evaluate the volatility of the entity. Please confirm Abr 75/25's Risk Adjusted Performance of 0.076, mean deviation of 0.7625, and Downside Deviation of 1.39 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 1.12, which signifies a somewhat significant risk relative to the market. Abr 75/25 returns are very sensitive to returns on the market. As the market goes up or down, Abr 75/25 is expected to follow.
Auto-correlation | 0.69 |
Good predictability
Abr 7525 Volatility has good predictability. Overlapping area represents the amount of predictability between Abr 75/25 time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 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 Abr 7525 Volatility price movement. The serial correlation of 0.69 indicates that around 69.0% of current Abr 75/25 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Abr 7525 Volatility lagged returns against current returns
Autocorrelation, which is Abr 75/25 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 Abr 75/25's mutual fund expected returns. We can calculate the autocorrelation of Abr 75/25 returns to help us make a trade decision. For example, suppose you find that Abr 75/25 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 |
Abr 75/25 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 Abr 75/25 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abr 75/25 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abr 75/25 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Abr 75/25 Lagged Returns
When evaluating Abr 75/25's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abr 75/25 mutual fund have on its future price. Abr 75/25 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, Abr 75/25 autocorrelation shows the relationship between Abr 75/25 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Abr 7525 Volatility.
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 Abr Mutual Fund
Abr 75/25 financial ratios help investors to determine whether Abr 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 Abr with respect to the benefits of owning Abr 75/25 security.
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