Arrow Managed Futures Fund Price on November 27, 2024
| MFTNX Fund | USD 5.88 0.01 0.17% |
Below is the normalized historical share price chart for Arrow Managed Futures extending back to March 21, 2012. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Arrow Managed stands at 5.88, as last reported on the 27th of December, with the highest price reaching 5.88 and the lowest price hitting 5.88 during the day.
If you're considering investing in Arrow Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Arrow Mutual Fund to be not too volatile. Arrow Managed Futures secures Sharpe Ratio (or Efficiency) of 0.0127, which signifies that the fund had a 0.0127% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Arrow Managed Futures, which you can use to evaluate the volatility of the entity. Please confirm Arrow Managed's Risk Adjusted Performance of (0.000071), standard deviation of 1.22, and Mean Deviation of 0.9835 to double-check if the risk estimate we provide is consistent with the expected return of 0.0151%.
Arrow Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Arrow |
Sharpe Ratio = 0.0127
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| Negative Returns | MFTNX |
Estimated Market Risk
| 1.19 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average Arrow Managed is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Arrow Managed by adding it to a well-diversified portfolio.
Arrow Managed Valuation on November 27, 2024
It is possible to determine the worth of Arrow Managed on a given historical date. On November 27, 2024 Arrow was worth 5.69 at the beginning of the trading date compared to the closed value of 5.69. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Arrow Managed mutual fund. Still, in general, we apply an absolute valuation method to find Arrow Managed's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Arrow Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Arrow Managed's related companies.
| Open | High | Low | Close | Volume | |
| 5.75 | 5.75 | 5.75 | 5.75 | 1.00 | |
11/27/2024 | 5.69 | 5.69 | 5.69 | 5.69 | 1.00 |
| 5.70 | 5.70 | 5.70 | 5.70 | 1.00 |
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Arrow Managed Trading Date Momentum on November 27, 2024
| On November 29 2024 Arrow Managed Futures was traded for 5.70 at the closing time. The highest daily price throughout the period was 5.70 and the lowest price was 5.70 . There was no trading activity during the period 1.0. Lack of trading volume on 11/29/2024 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 0.18% . The overall trading delta to current closing price is 2.64% . |
Arrow Managed Futures Fundamentals Correlations and Trends
By evaluating Arrow Managed's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Arrow Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Arrow financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Arrow Managed Mutual Fund history
Arrow Managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Arrow is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Arrow Managed Futures will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Arrow Managed stock prices may prove useful in developing a viable investing in Arrow Managed
The fund pursues its investment objective by implementing a fixed income strategy and a managed futures strategy. It executes its managed futures strategy primarily by investing up to 25 percent of its total assets in a wholly-owned and controlled subsidiary. It executes its fixed income strategy primarily by investing directly or indirectly through other funds in U.S. government securities, short-term, high quality fixed-income securities, money market instruments, overnight and fixed-term repurchase agreements, cash, and other cash equivalents with maturities of one year or less.
Arrow Managed Mutual Fund Technical Analysis
Arrow Managed technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Arrow Managed Period Price Range
Low | December 27, 2024
| High |
0.00 | 0.00 |
Arrow Managed Futures cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Arrow Managed December 27, 2024 Market Strength
Market strength indicators help investors to evaluate how Arrow Managed mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arrow Managed shares will generate the highest return on investment. By undertsting and applying Arrow Managed mutual fund market strength indicators, traders can identify Arrow Managed Futures entry and exit signals to maximize returns
Arrow Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Arrow Managed's price direction in advance. Along with the technical and fundamental analysis of Arrow Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Arrow to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.000071) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.9731 |
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| Volume Indicators |
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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