Api Efficient Frontier Fund Market Value
| ADVAX Fund | USD 9.42 0.02 0.21% |
| Symbol | Api |
Api Efficient '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 Api Efficient'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 Api Efficient.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Api Efficient on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Api Efficient Frontier or generate 0.0% return on investment in Api Efficient over 360 days. Api Efficient is related to or competes with Advisory Research, North Square, North Square, Oak Ridge, Oak Ridge, Oak Ridge, and Oak Ridge. The fund pursues its investment objectives by primarily investing in preferred securities and other income producing sec... More
Api Efficient 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 Api Efficient'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 Api Efficient Frontier upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2395 | |||
| Information Ratio | (0.68) | |||
| Maximum Drawdown | 0.8517 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.3202 |
Api Efficient Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Api Efficient's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Api Efficient's standard deviation. In reality, there are many statistical measures that can use Api Efficient historical prices to predict the future Api Efficient's volatility.| Risk Adjusted Performance | 0.037 | |||
| Jensen Alpha | 0.0023 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.51) | |||
| Treynor Ratio | 0.2003 |
Api Efficient Frontier Backtested Returns
At this stage we consider Api Mutual Fund to be very steady. Api Efficient Frontier secures Sharpe Ratio (or Efficiency) of 0.086, which signifies that the fund had a 0.086% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Api Efficient Frontier, which you can use to evaluate the volatility of the entity. Please confirm Api Efficient's Downside Deviation of 0.2395, mean deviation of 0.1345, and Risk Adjusted Performance of 0.037 to double-check if the risk estimate we provide is consistent with the expected return of 0.0152%. The fund shows a Beta (market volatility) of 0.0316, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Api Efficient's returns are expected to increase less than the market. However, during the bear market, the loss of holding Api Efficient is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Api Efficient Frontier has very good predictability. Overlapping area represents the amount of predictability between Api Efficient time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Api Efficient Frontier price movement. The serial correlation of 0.82 indicates that around 82.0% of current Api Efficient price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Api Efficient Frontier lagged returns against current returns
Autocorrelation, which is Api Efficient 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 Api Efficient's mutual fund expected returns. We can calculate the autocorrelation of Api Efficient returns to help us make a trade decision. For example, suppose you find that Api Efficient 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 |
Api Efficient 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 Api Efficient mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Api Efficient mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Api Efficient mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Api Efficient Lagged Returns
When evaluating Api Efficient's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Api Efficient mutual fund have on its future price. Api Efficient 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, Api Efficient autocorrelation shows the relationship between Api Efficient mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Api Efficient Frontier.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Api Mutual Fund
Api Efficient financial ratios help investors to determine whether Api 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 Api with respect to the benefits of owning Api Efficient security.
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