Artisan Global Value Fund Market Value
| APDGX Fund | USD 22.06 0.13 0.59% |
| Symbol | Artisan |
Artisan 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 Artisan 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 Artisan Global.
| 10/11/2023 |
| 01/03/2025 |
If you would invest 0.00 in Artisan Global on October 11, 2023 and sell it all today you would earn a total of 0.00 from holding Artisan Global Value or generate 0.0% return on investment in Artisan Global over 450 days. Artisan Global is related to or competes with Franklin Mutual, Franklin Mutual, Dodge Global, T Rowe, Franklin Mutual, Franklin Mutual, and Franklin Mutual. The funds investment team employs a fundamental investment process to construct a diversified portfolio of securities of... More
Artisan 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 Artisan 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 Artisan Global Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 4.89 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.813 |
Artisan Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Global's standard deviation. In reality, there are many statistical measures that can use Artisan Global historical prices to predict the future Artisan Global's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (1.13) |
Artisan Global Value Backtested Returns
Artisan Global Value 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. Artisan Global Value exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Artisan Global's Mean Deviation of 0.4745, standard deviation of 0.7344, and Risk Adjusted Performance of (0.13) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Artisan Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Artisan Global is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Artisan Global Value has poor predictability. Overlapping area represents the amount of predictability between Artisan Global time series from 11th of October 2023 to 23rd of May 2024 and 23rd of May 2024 to 3rd 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 Artisan Global Value price movement. The serial correlation of 0.25 indicates that over 25.0% of current Artisan Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Artisan Global Value lagged returns against current returns
Autocorrelation, which is Artisan 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 Artisan Global's mutual fund expected returns. We can calculate the autocorrelation of Artisan Global returns to help us make a trade decision. For example, suppose you find that Artisan 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 |
Artisan 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 Artisan Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan 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 Artisan Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Artisan Global Lagged Returns
When evaluating Artisan Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Global mutual fund have on its future price. Artisan 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, Artisan Global autocorrelation shows the relationship between Artisan Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan Global Value.
Regressed Prices |
| Timeline |
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Other Information on Investing in Artisan Mutual Fund
Artisan Global financial ratios help investors to determine whether Artisan 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 Artisan with respect to the benefits of owning Artisan Global security.
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