Adler Value Fund Market Value
| ADLVX Fund | USD 28.27 0.44 1.58% |
| Symbol | Adler |
Adler Value '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 Adler Value'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 Adler Value.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Adler Value on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Adler Value Fund or generate 0.0% return on investment in Adler Value over 90 days. Adler Value is related to or competes with Tiaa Cref, Ab Bond, Short Duration, Schwab Treasury, Simt Multi-asset, Pimco Inflation, and Ab Bond. The fund seeks to achieve its investment objective by investing principally in equity securities of U.S More
Adler Value 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 Adler Value'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 Adler Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9802 | |||
| Information Ratio | 0.1404 | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.47 |
Adler Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adler Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adler Value's standard deviation. In reality, there are many statistical measures that can use Adler Value historical prices to predict the future Adler Value's volatility.| Risk Adjusted Performance | 0.0787 | |||
| Jensen Alpha | 0.0705 | |||
| Total Risk Alpha | 0.1274 | |||
| Sortino Ratio | 0.1278 | |||
| Treynor Ratio | (3.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Adler Value'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.
Adler Value Fund Backtested Returns
At this stage we consider Adler Mutual Fund to be very steady. Adler Value Fund secures Sharpe Ratio (or Efficiency) of 0.0808, which signifies that the fund had a 0.0808 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Adler Value Fund, which you can use to evaluate the volatility of the entity. Please confirm Adler Value's Mean Deviation of 0.6861, downside deviation of 0.9802, and Risk Adjusted Performance of 0.0787 to double-check if the risk estimate we provide is consistent with the expected return of 0.0761%. The fund shows a Beta (market volatility) of -0.0189, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Adler Value are expected to decrease at a much lower rate. During the bear market, Adler Value is likely to outperform the market.
Auto-correlation | -0.66 |
Very good reverse predictability
Adler Value Fund has very good reverse predictability. Overlapping area represents the amount of predictability between Adler Value time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th of March 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 Adler Value Fund price movement. The serial correlation of -0.66 indicates that around 66.0% of current Adler Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Adler Value Fund lagged returns against current returns
Autocorrelation, which is Adler Value 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 Adler Value's mutual fund expected returns. We can calculate the autocorrelation of Adler Value returns to help us make a trade decision. For example, suppose you find that Adler Value 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 |
Adler Value 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 Adler Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adler Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adler Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Adler Value Lagged Returns
When evaluating Adler Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adler Value mutual fund have on its future price. Adler Value 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, Adler Value autocorrelation shows the relationship between Adler Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Adler Value Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Adler Mutual Fund
Adler Value financial ratios help investors to determine whether Adler 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 Adler with respect to the benefits of owning Adler Value security.
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