Astor Longshort Fund Market Value
| ASTIX Fund | USD 13.23 0.03 0.23% |
| Symbol | Astor |
Astor Longshort '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 Astor Longshort'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 Astor Longshort.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Astor Longshort on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Astor Longshort Fund or generate 0.0% return on investment in Astor Longshort over 90 days. Astor Longshort is related to or competes with Avantis Short, Virtus Multi, Calvert Short, Cmg Ultra, American Funds, Prudential Short, and Pgim Esg. The fund invests predominantly in exchange-traded funds that each invest primarily in domestic or foreign equity securit... More
Astor Longshort 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 Astor Longshort'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 Astor Longshort Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4909 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 2.7 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.8723 |
Astor Longshort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Astor Longshort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Astor Longshort's standard deviation. In reality, there are many statistical measures that can use Astor Longshort historical prices to predict the future Astor Longshort's volatility.| Risk Adjusted Performance | 0.243 | |||
| Jensen Alpha | 0.1586 | |||
| Total Risk Alpha | 2.0E-4 | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | (1.13) |
Astor Longshort Backtested Returns
At this stage we consider Astor Mutual Fund to be very steady. Astor Longshort secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the fund had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Astor Longshort Fund, which you can use to evaluate the volatility of the entity. Please confirm Astor Longshort's Downside Deviation of 0.4909, risk adjusted performance of 0.243, and Mean Deviation of 0.3278 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. 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, returns on owning Astor Longshort are expected to decrease at a much lower rate. During the bear market, Astor Longshort is likely to outperform the market.
Auto-correlation | 0.89 |
Very good predictability
Astor Longshort Fund has very good predictability. Overlapping area represents the amount of predictability between Astor Longshort time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Astor Longshort price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Astor Longshort price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Astor Longshort lagged returns against current returns
Autocorrelation, which is Astor Longshort 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 Astor Longshort's mutual fund expected returns. We can calculate the autocorrelation of Astor Longshort returns to help us make a trade decision. For example, suppose you find that Astor Longshort 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 |
Astor Longshort 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 Astor Longshort mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Astor Longshort mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Astor Longshort mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Astor Longshort Lagged Returns
When evaluating Astor Longshort's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Astor Longshort mutual fund have on its future price. Astor Longshort 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, Astor Longshort autocorrelation shows the relationship between Astor Longshort mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Astor Longshort Fund.
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 Astor Mutual Fund
Astor Longshort financial ratios help investors to determine whether Astor 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 Astor with respect to the benefits of owning Astor Longshort security.
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