Archer Focus Fund Market Value
| AFOCX Fund | USD 22.55 0.11 0.49% |
| Symbol | Archer |
Archer Focus '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 Archer Focus' 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 Archer Focus.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Archer Focus on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Archer Focus or generate 0.0% return on investment in Archer Focus over 90 days. Archer Focus is related to or competes with Fidelity Small, T Rowe, Nuveen Nwq, T Rowe, Mutual Of, Ashmore Emerging, and T Rowe. The fund is a non-diversified portfolio investing in equity securities, primarily in common stocks of domestic companies... More
Archer Focus 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 Archer Focus' 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 Archer Focus upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 10.59 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.01 |
Archer Focus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Focus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Focus' standard deviation. In reality, there are many statistical measures that can use Archer Focus historical prices to predict the future Archer Focus' volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 1.89 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Archer Focus' 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.
Archer Focus Backtested Returns
Archer Focus secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the fund had a -0.2 % return per unit of standard deviation over the last 3 months. Archer Focus exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Archer Focus' mean deviation of 0.7442, and Risk Adjusted Performance of (0.17) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Archer Focus are expected to decrease at a much lower rate. During the bear market, Archer Focus is likely to outperform the market.
Auto-correlation | 0.29 |
Poor predictability
Archer Focus has poor predictability. Overlapping area represents the amount of predictability between Archer Focus time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Archer Focus price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Archer Focus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Archer Focus lagged returns against current returns
Autocorrelation, which is Archer Focus 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 Archer Focus' mutual fund expected returns. We can calculate the autocorrelation of Archer Focus returns to help us make a trade decision. For example, suppose you find that Archer Focus 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 |
Archer Focus 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 Archer Focus mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Focus mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archer Focus mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Archer Focus Lagged Returns
When evaluating Archer Focus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Focus mutual fund have on its future price. Archer Focus 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, Archer Focus autocorrelation shows the relationship between Archer Focus mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Archer Focus.
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 Archer Mutual Fund
Archer Focus financial ratios help investors to determine whether Archer 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 Archer with respect to the benefits of owning Archer Focus security.
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