Archer Multi Cap Fund Market Value
| ALSMX Fund | USD 14.52 0.16 1.09% |
| Symbol | Archer |
Archer Multi '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 Multi'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 Archer Multi.
| 12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Archer Multi on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Archer Multi Cap or generate 0.0% return on investment in Archer Multi over 30 days. Archer Multi is related to or competes with Delaware Healthcare, The Hartford, Hartford Healthcare, Fidelity Advisor, Baron Health, and Eventide Healthcare. The fund is a non-diversified portfolio investing in equity securities, primarily common stocks, of U.S More
Archer Multi 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 Multi'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 Archer Multi Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.22 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.22 |
Archer Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Multi's standard deviation. In reality, there are many statistical measures that can use Archer Multi historical prices to predict the future Archer Multi's volatility.| Risk Adjusted Performance | 0.0048 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.06) |
Archer Multi Cap Backtested Returns
Archer Multi Cap secures Sharpe Ratio (or Efficiency) of -0.0105, which signifies that the fund had a -0.0105% return per unit of standard deviation over the last 3 months. Archer Multi Cap exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Archer Multi's risk adjusted performance of 0.0048, and Mean Deviation of 0.7276 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Archer Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Archer Multi is expected to be smaller as well.
Auto-correlation | 0.40 |
Average predictability
Archer Multi Cap has average predictability. Overlapping area represents the amount of predictability between Archer Multi time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 Archer Multi Cap price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Archer Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Archer Multi Cap lagged returns against current returns
Autocorrelation, which is Archer Multi 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 Multi's mutual fund expected returns. We can calculate the autocorrelation of Archer Multi returns to help us make a trade decision. For example, suppose you find that Archer Multi 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 Multi 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 Multi mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Multi 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 Multi mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Archer Multi Lagged Returns
When evaluating Archer Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Multi mutual fund have on its future price. Archer Multi 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 Multi autocorrelation shows the relationship between Archer Multi mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Archer Multi Cap.
Regressed Prices |
| Timeline |
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Other Information on Investing in Archer Mutual Fund
Archer Multi 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 Multi security.
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