Ariel International Fund Market Value
| AINTX Fund | USD 16.01 0.15 0.95% |
| Symbol | Ariel |
Ariel International '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 Ariel International'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 Ariel International.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Ariel International on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Ariel International Fund or generate 0.0% return on investment in Ariel International over 90 days. Ariel International is related to or competes with Ariel Global, Ariel Focus, Alger Spectra, Ariel International, and Ariel Fund. The fund invests primarily in equity securities of foreign companies based in developed international markets More
Ariel International 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 Ariel International'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 Ariel International Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.2333 | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.65 |
Ariel International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ariel International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ariel International's standard deviation. In reality, there are many statistical measures that can use Ariel International historical prices to predict the future Ariel International's volatility.| Risk Adjusted Performance | 0.1268 | |||
| Jensen Alpha | 0.201 | |||
| Total Risk Alpha | 0.2852 | |||
| Sortino Ratio | 0.2162 | |||
| Treynor Ratio | 0.3005 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ariel International'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.
Ariel International Backtested Returns
At this stage we consider Ariel Mutual Fund to be very steady. Ariel International secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ariel International Fund, which you can use to evaluate the volatility of the entity. Please confirm Ariel International's Mean Deviation of 0.7601, downside deviation of 1.19, and Risk Adjusted Performance of 0.1268 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The fund shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ariel International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ariel International is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Ariel International Fund has modest predictability. Overlapping area represents the amount of predictability between Ariel International 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 Ariel International price movement. The serial correlation of 0.5 indicates that about 50.0% of current Ariel International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Ariel International lagged returns against current returns
Autocorrelation, which is Ariel International 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 Ariel International's mutual fund expected returns. We can calculate the autocorrelation of Ariel International returns to help us make a trade decision. For example, suppose you find that Ariel International 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 |
Ariel International 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 Ariel International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ariel International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ariel International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ariel International Lagged Returns
When evaluating Ariel International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ariel International mutual fund have on its future price. Ariel International 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, Ariel International autocorrelation shows the relationship between Ariel International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ariel International 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 Ariel Mutual Fund
Ariel International financial ratios help investors to determine whether Ariel 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 Ariel with respect to the benefits of owning Ariel International security.
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