Artemisome (UK) Market Value
| 0P0000KKC4 | 286.50 0.56 0.20% |
| Symbol | Artemisome |
Artemisome '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 Artemisome's 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 Artemisome.
| 01/09/2023 |
| 12/29/2024 |
If you would invest 0.00 in Artemisome on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Artemisome I or generate 0.0% return on investment in Artemisome over 720 days.
Artemisome 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 Artemisome's 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 Artemisome I upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.72 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.13 |
Artemisome Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artemisome's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artemisome's standard deviation. In reality, there are many statistical measures that can use Artemisome historical prices to predict the future Artemisome's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.37) |
Artemisome I Backtested Returns
As of now, Artemisome Fund is very steady. Artemisome I secures Sharpe Ratio (or Efficiency) of 0.0071, which signifies that the fund had a 0.0071% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Artemisome I, which you can use to evaluate the volatility of the entity. Please confirm Artemisome's Standard Deviation of 0.656, risk adjusted performance of (0.01), and Mean Deviation of 0.5181 to double-check if the risk estimate we provide is consistent with the expected return of 0.0046%. The fund shows a Beta (market volatility) of 0.0549, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Artemisome's returns are expected to increase less than the market. However, during the bear market, the loss of holding Artemisome is expected to be smaller as well.
Auto-correlation | -0.55 |
Good reverse predictability
Artemisome I has good reverse predictability. Overlapping area represents the amount of predictability between Artemisome time series from 9th of January 2023 to 4th of January 2024 and 4th of January 2024 to 29th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Artemisome I price movement. The serial correlation of -0.55 indicates that about 55.0% of current Artemisome price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 118.94 |
Artemisome I lagged returns against current returns
Autocorrelation, which is Artemisome 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 Artemisome's fund expected returns. We can calculate the autocorrelation of Artemisome returns to help us make a trade decision. For example, suppose you find that Artemisome has exhibited high autocorrelation historically, and you observe that the 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 |
Artemisome 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 Artemisome fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artemisome fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artemisome fund over time.
Current vs Lagged Prices |
| Timeline |
Artemisome Lagged Returns
When evaluating Artemisome's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artemisome fund have on its future price. Artemisome 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, Artemisome autocorrelation shows the relationship between Artemisome fund current value and its past values and can show if there is a momentum factor associated with investing in Artemisome I.
Regressed Prices |
| Timeline |
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