Abr 7525 Volatility Fund Market Value
| VOLSX Fund | USD 10.12 0.04 0.40% |
| Symbol | Abr |
Abr 7525 '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 7525'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 7525.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Abr 7525 on April 27, 2025 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 7525 over 90 days. Abr 7525 is related to or competes with Real Estate, Fidelity Real, Franklin Real, Commonwealth Real, Baron Real, Global Real, and Dfa Real. The Adviser will, under normal market conditions, manage the funds assets so that seventy-five percent of its net assets... More
Abr 7525 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 7525'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 | 1.2 | |||
| Information Ratio | 0.0594 | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.74 |
Abr 7525 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abr 7525's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abr 7525's standard deviation. In reality, there are many statistical measures that can use Abr 7525 historical prices to predict the future Abr 7525's volatility.| Risk Adjusted Performance | 0.18 | |||
| Jensen Alpha | 0.0116 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0616 | |||
| Treynor Ratio | 0.2083 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abr 7525'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 7525 Volatility Backtested Returns
Abr 7525 appears to be not too volatile, given 3 months investment horizon. Abr 7525 Volatility secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the fund had a 0.23 % 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 makes use of Abr 7525's Risk Adjusted Performance of 0.18, mean deviation of 0.765, and Downside Deviation of 1.2 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.31, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Abr 7525 will likely underperform.
Auto-correlation | 0.90 |
Excellent predictability
Abr 7525 Volatility has excellent predictability. Overlapping area represents the amount of predictability between Abr 7525 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 Abr 7525 Volatility price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Abr 7525 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Abr 7525 Volatility lagged returns against current returns
Autocorrelation, which is Abr 7525 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 7525's mutual fund expected returns. We can calculate the autocorrelation of Abr 7525 returns to help us make a trade decision. For example, suppose you find that Abr 7525 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 7525 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 7525 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abr 7525 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 7525 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Abr 7525 Lagged Returns
When evaluating Abr 7525's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abr 7525 mutual fund have on its future price. Abr 7525 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 7525 autocorrelation shows the relationship between Abr 7525 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 7525 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 7525 security.
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