Abr Enhanced Short Fund Market Value
| ABRSX Fund | USD 8.24 0.01 0.12% |
| Symbol | Abr |
Abr Enhanced '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 Enhanced'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 Enhanced.
| 10/02/2022 |
| 09/21/2024 |
If you would invest 0.00 in Abr Enhanced on October 2, 2022 and sell it all today you would earn a total of 0.00 from holding Abr Enhanced Short or generate 0.0% return on investment in Abr Enhanced over 720 days. Abr Enhanced is related to or competes with Abr 75/25, Abr 75/25, Abr Dynamic, Abr Dynamic, Abr Enhanced. The Adviser will, under normal market conditions, manage the funds assets so that fifty percent of its net assets are ma... More
Abr Enhanced 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 Enhanced'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 Enhanced Short upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.88 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.66 |
Abr Enhanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abr Enhanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abr Enhanced's standard deviation. In reality, there are many statistical measures that can use Abr Enhanced historical prices to predict the future Abr Enhanced's volatility.| Risk Adjusted Performance | 0.0406 | |||
| Jensen Alpha | 0.0804 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (1.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abr Enhanced's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Abr Enhanced Short Backtested Returns
At this stage we consider Abr Mutual Fund to be somewhat reliable. Abr Enhanced Short secures Sharpe Ratio (or Efficiency) of 0.0441, which signifies that the fund had a 0.0441% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Abr Enhanced Short, which you can use to evaluate the volatility of the entity. Please confirm Abr Enhanced's Risk Adjusted Performance of 0.0406, mean deviation of 1.11, and Downside Deviation of 2.54 to double-check if the risk estimate we provide is consistent with the expected return of 0.0865%. The fund shows a Beta (market volatility) of -0.0693, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Abr Enhanced are expected to decrease at a much lower rate. During the bear market, Abr Enhanced is likely to outperform the market.
Auto-correlation | 0.86 |
Very good predictability
Abr Enhanced Short has very good predictability. Overlapping area represents the amount of predictability between Abr Enhanced time series from 2nd of October 2022 to 27th of September 2023 and 27th of September 2023 to 21st of September 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 Enhanced Short price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Abr Enhanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Abr Enhanced Short lagged returns against current returns
Autocorrelation, which is Abr Enhanced 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 Enhanced's mutual fund expected returns. We can calculate the autocorrelation of Abr Enhanced returns to help us make a trade decision. For example, suppose you find that Abr Enhanced 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 Enhanced 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 Enhanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abr Enhanced 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 Enhanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Abr Enhanced Lagged Returns
When evaluating Abr Enhanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abr Enhanced mutual fund have on its future price. Abr Enhanced 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 Enhanced autocorrelation shows the relationship between Abr Enhanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Abr Enhanced Short.
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 Enhanced 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 Enhanced security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format |