Astor Longshort Fund Market Value

ASTIX Fund  USD 13.23  0.06  0.46%   
Astor Longshort's market value is the price at which a share of Astor Longshort trades on a public exchange. It measures the collective expectations of Astor Longshort Fund investors about its performance. Astor Longshort is trading at 13.23 as of the 25th of July 2025; that is 0.46 percent up since the beginning of the trading day. The fund's open price was 13.17.
With this module, you can estimate the performance of a buy and hold strategy of Astor Longshort Fund and determine expected loss or profit from investing in Astor Longshort over a given investment horizon. Check out Astor Longshort Correlation, Astor Longshort Volatility and Astor Longshort Alpha and Beta module to complement your research on Astor Longshort.
Symbol

Please note, there is a significant difference between Astor Longshort's value and its price as these two are different measures arrived at by different means. Investors typically determine if Astor Longshort is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Astor Longshort's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
04/26/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/25/2025
0.00
If you would invest  0.00  in Astor Longshort on April 26, 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.

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.
Hype
Prediction
LowEstimatedHigh
12.8413.2313.62
Details
Intrinsic
Valuation
LowRealHigh
11.6912.0814.55
Details
Naive
Forecast
LowNextHigh
12.8013.1913.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.8813.0713.26
Details

Astor Longshort Backtested Returns

At this stage we consider Astor Mutual Fund to be very steady. Astor Longshort secures Sharpe Ratio (or Efficiency) of 0.29, which signifies that the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Astor Longshort Fund, which you can use to evaluate the volatility of the entity. Please confirm Astor Longshort's Coefficient Of Variation of 346.65, risk adjusted performance of 0.2287, and Mean Deviation of 0.2844 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 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Astor Longshort's returns are expected to increase less than the market. However, during the bear market, the loss of holding Astor Longshort is expected to be smaller as well.

Auto-correlation

    
  0.88  

Very good predictability

Astor Longshort Fund has very good predictability. Overlapping area represents the amount of predictability between Astor Longshort time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th 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 0.88 indicates that approximately 88.0% of current Astor Longshort price fluctuation can be explain by its past prices.
Correlation Coefficient0.88
Spearman Rank Test0.76
Residual Average0.0
Price Variance0.01

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  

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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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