Arrow Managed Futures Fund Probability of Future Mutual Fund Price Finishing Over 5.93
| MFTTX Fund | USD 5.16 0.01 0.19% |
Arrow |
Arrow Managed Target Price Odds to finish over 5.93
The tendency of Arrow 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 over $ 5.93 or more in 90 days |
| 5.16 | 90 days | 5.93 | near 1 |
Based on a normal probability distribution, the odds of Arrow Managed to move over $ 5.93 or more in 90 days from now is near 1 (This Arrow Managed Futures probability density function shows the probability of Arrow Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Arrow Managed Futures price to stay between its current price of $ 5.16 and $ 5.93 at the end of the 90-day period is about 12.65 .
Assuming the 90 days horizon Arrow Managed Futures has a beta of -0.0053. This indicates as returns on the benchmark increase, returns on holding Arrow Managed are expected to decrease at a much lower rate. During a bear market, however, Arrow Managed Futures is likely to outperform the market. Additionally Arrow Managed Futures has an alpha of 0.0091, implying that it can generate a 0.009123 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Arrow Managed Price Density |
| Price |
Predictive Modules for Arrow Managed
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Arrow Managed Futures. 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 Arrow Managed'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.
Arrow Managed Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Arrow Managed is not an exception. The market had few large corrections towards the Arrow Managed's 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 Arrow Managed Futures, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Arrow Managed within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.0053 | |
σ | Overall volatility | 0.14 | |
Ir | Information ratio | -0.01 |
Arrow Managed 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 Arrow Managed for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Arrow Managed Futures can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund generated-1.0 ten year return of -1.0% | |
| Arrow Managed Futures maintains about 14.27% of its assets in cash |
Arrow Managed Technical Analysis
Arrow Managed's future price can be derived by breaking down and analyzing its technical indicators over time. Arrow Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Arrow Managed Futures. In general, you should focus on analyzing Arrow Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Arrow Managed Predictive Forecast Models
Arrow Managed's time-series forecasting models is one of many Arrow Managed's 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 Arrow Managed's 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 Arrow Managed Futures
Checking the ongoing alerts about Arrow Managed for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Arrow Managed Futures help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund generated-1.0 ten year return of -1.0% | |
| Arrow Managed Futures maintains about 14.27% of its assets in cash |
Other Information on Investing in Arrow Mutual Fund
Arrow Managed financial ratios help investors to determine whether Arrow 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 Arrow with respect to the benefits of owning Arrow Managed security.
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