Alpine Global Infrastructure Fund Market Value
| AIAFX Fund | USD 23.49 0.44 1.91% |
| Symbol | Alpine |
Alpine Global '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 Alpine Global'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 Alpine Global.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Alpine Global on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Alpine Global Infrastructure or generate 0.0% return on investment in Alpine Global over 90 days. Alpine Global is related to or competes with Alpine Global, Frontier Mfg, Invesco Disciplined, Select Fund, and Boston Trust. The investment seeks capital appreciation current income is a secondary objective More
Alpine Global 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 Alpine Global'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 Alpine Global Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1061 | |||
| Maximum Drawdown | 4.21 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.24 |
Alpine Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpine Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpine Global's standard deviation. In reality, there are many statistical measures that can use Alpine Global historical prices to predict the future Alpine Global's volatility.| Risk Adjusted Performance | 8.0E-4 | |||
| Jensen Alpha | 0.032 | |||
| Total Risk Alpha | 0.1071 | |||
| Sortino Ratio | 0.0894 | |||
| Treynor Ratio | (0.03) |
Alpine Global Infras Backtested Returns
At this stage we consider Alpine Mutual Fund to be very steady. Alpine Global Infras secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Alpine Global Infrastructure, which you can use to evaluate the volatility of the entity. Please confirm Alpine Global's Mean Deviation of 0.6177, downside deviation of 1.11, and Risk Adjusted Performance of 8.0E-4 to double-check if the risk estimate we provide is consistent with the expected return of 1.0E-4%. The fund shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alpine Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alpine Global is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Alpine Global Infrastructure has insignificant reverse predictability. Overlapping area represents the amount of predictability between Alpine Global time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Alpine Global Infras price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Alpine Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Alpine Global Infras lagged returns against current returns
Autocorrelation, which is Alpine Global 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 Alpine Global's mutual fund expected returns. We can calculate the autocorrelation of Alpine Global returns to help us make a trade decision. For example, suppose you find that Alpine Global 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 |
Alpine Global 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 Alpine Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alpine Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alpine Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Alpine Global Lagged Returns
When evaluating Alpine Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alpine Global mutual fund have on its future price. Alpine Global 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, Alpine Global autocorrelation shows the relationship between Alpine Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Alpine Global Infrastructure.
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 Alpine Mutual Fund
Alpine Global financial ratios help investors to determine whether Alpine 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 Alpine with respect to the benefits of owning Alpine Global security.
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