Artisan Focus Fund Probability of Future Mutual Fund Price Finishing Under 22.72
| APHTX Fund | USD 22.72 0.39 1.75% |
Artisan |
Artisan Focus Target Price Odds to finish below 22.72
The tendency of Artisan Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move below current price in 90 days |
| 22.72 | 90 days | 22.72 | under 4 |
Based on a normal probability distribution, the odds of Artisan Focus to move below current price in 90 days from now is under 4 (This Artisan Focus probability density function shows the probability of Artisan Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Artisan Focus has a beta of 0.87. This suggests Artisan Focus market returns are sensitive to returns on the market. As the market goes up or down, Artisan Focus is expected to follow. Additionally Artisan Focus has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Artisan Focus Price Density |
| Price |
Predictive Modules for Artisan Focus
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Artisan Focus. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Artisan Focus' 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.
Artisan Focus Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Artisan Focus is not an exception. The market had few large corrections towards the Artisan Focus' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Artisan Focus, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Artisan Focus within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.06 | |
β | Beta against Dow Jones | 0.87 | |
σ | Overall volatility | 0.83 | |
Ir | Information ratio | -0.04 |
Artisan Focus Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Artisan Focus for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Artisan Focus can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Artisan Focus generated a negative expected return over the last 90 days | |
| The fund holds 103.25% of its assets under management (AUM) in equities |
Artisan Focus Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Artisan Mutual Fund often depends not only on the future outlook of the current and potential Artisan Focus' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Artisan Focus' indicators that are reflective of the short sentiment are summarized in the table below.
Artisan Focus Technical Analysis
Artisan Focus' future price can be derived by breaking down and analyzing its technical indicators over time. Artisan Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Artisan Focus. In general, you should focus on analyzing Artisan Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Artisan Focus Predictive Forecast Models
Artisan Focus' time-series forecasting models is one of many Artisan Focus' mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Artisan Focus' historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Artisan Focus
Checking the ongoing alerts about Artisan Focus for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Artisan Focus help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Artisan Focus generated a negative expected return over the last 90 days | |
| The fund holds 103.25% of its assets under management (AUM) in equities |
Other Information on Investing in Artisan Mutual Fund
Artisan Focus financial ratios help investors to determine whether Artisan 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 Artisan with respect to the benefits of owning Artisan Focus security.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |