Acuitas Microcap Fund Market Value
| AFMCX Fund | USD 14.29 0.05 0.35% |
| Symbol | Acuitas |
Acuitas Us '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 Acuitas Us' 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 Acuitas Us.
| 06/30/2023 |
| 01/20/2025 |
If you would invest 0.00 in Acuitas Us on June 30, 2023 and sell it all today you would earn a total of 0.00 from holding Acuitas Microcap Fund or generate 0.0% return on investment in Acuitas Us over 570 days. Acuitas Us is related to or competes with Fidelity Advisor, Rmb Mendon, Blackstone Secured, Putnam Global, John Hancock, and Financials Ultrasector. The fund normally invests at least 80 percent of its net assets in the equity securities of microcap companies that are ... More
Acuitas Us 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 Acuitas Us' 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 Acuitas Microcap Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.0119 | |||
| Maximum Drawdown | 10.7 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 1.83 |
Acuitas Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acuitas Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acuitas Us' standard deviation. In reality, there are many statistical measures that can use Acuitas Us historical prices to predict the future Acuitas Us' volatility.| Risk Adjusted Performance | 0.0309 | |||
| Jensen Alpha | 0.013 | |||
| Total Risk Alpha | 0.0022 | |||
| Sortino Ratio | 0.013 | |||
| Treynor Ratio | 0.0302 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Acuitas Us' 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.
Acuitas Microcap Backtested Returns
At this stage we consider Acuitas Mutual Fund to be very steady. Acuitas Microcap secures Sharpe Ratio (or Efficiency) of 0.0374, which signifies that the fund had a 0.0374 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Acuitas Microcap Fund, which you can use to evaluate the volatility of the entity. Please confirm Acuitas Us' Risk Adjusted Performance of 0.0309, downside deviation of 1.36, and Mean Deviation of 1.05 to double-check if the risk estimate we provide is consistent with the expected return of 0.0565%. The fund shows a Beta (market volatility) of 1.24, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Acuitas Us will likely underperform.
Auto-correlation | 0.47 |
Average predictability
Acuitas Microcap Fund has average predictability. Overlapping area represents the amount of predictability between Acuitas Us time series from 30th of June 2023 to 10th of April 2024 and 10th of April 2024 to 20th of January 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 Acuitas Microcap price movement. The serial correlation of 0.47 indicates that about 47.0% of current Acuitas Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Acuitas Microcap lagged returns against current returns
Autocorrelation, which is Acuitas Us 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 Acuitas Us' mutual fund expected returns. We can calculate the autocorrelation of Acuitas Us returns to help us make a trade decision. For example, suppose you find that Acuitas Us 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 |
Acuitas Us 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 Acuitas Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acuitas Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acuitas Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acuitas Us Lagged Returns
When evaluating Acuitas Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acuitas Us mutual fund have on its future price. Acuitas Us 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, Acuitas Us autocorrelation shows the relationship between Acuitas Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acuitas Microcap Fund.
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 Acuitas Mutual Fund
Acuitas Us financial ratios help investors to determine whether Acuitas 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 Acuitas with respect to the benefits of owning Acuitas Us security.
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