Artisan Developing World Fund Market Value

APHYX Fund  USD 22.86  0.30  1.33%   
Artisan Developing's market value is the price at which a share of Artisan Developing trades on a public exchange. It measures the collective expectations of Artisan Developing World investors about its performance. Artisan Developing is trading at 22.86 as of the 4th of December 2024; that is 1.33 percent up since the beginning of the trading day. The fund's open price was 22.56.
With this module, you can estimate the performance of a buy and hold strategy of Artisan Developing World and determine expected loss or profit from investing in Artisan Developing over a given investment horizon. Check out Artisan Developing Correlation, Artisan Developing Volatility and Artisan Developing Alpha and Beta module to complement your research on Artisan Developing.
Symbol

Please note, there is a significant difference between Artisan Developing's value and its price as these two are different measures arrived at by different means. Investors typically determine if Artisan Developing is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Artisan Developing's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Artisan Developing '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 Developing'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 Developing.
0.00
11/04/2024
No Change 0.00  0.0 
In 31 days
12/04/2024
0.00
If you would invest  0.00  in Artisan Developing on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Artisan Developing World or generate 0.0% return on investment in Artisan Developing over 30 days. Artisan Developing is related to or competes with Asg Managed, Lord Abbett, Western Asset, Ab Bond, American Funds, and Aqr Managed. The funds investment team employs a fundamental investment process to construct a diversified portfolio of securities th... More

Artisan Developing 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 Developing'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 Developing World upside and downside potential and time the market with a certain degree of confidence.

Artisan Developing Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Developing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Developing's standard deviation. In reality, there are many statistical measures that can use Artisan Developing historical prices to predict the future Artisan Developing's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Artisan Developing'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.
Hype
Prediction
LowEstimatedHigh
21.6222.5623.50
Details
Intrinsic
Valuation
LowRealHigh
22.4423.3824.32
Details
Naive
Forecast
LowNextHigh
21.5222.4523.39
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.0522.3722.68
Details

Artisan Developing World Backtested Returns

Artisan Developing appears to be very steady, given 3 months investment horizon. Artisan Developing World secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the fund had a 0.26% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Artisan Developing World, which you can use to evaluate the volatility of the entity. Please makes use of Artisan Developing's Risk Adjusted Performance of 0.1438, downside deviation of 1.09, and Mean Deviation of 0.7334 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Artisan Developing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Artisan Developing is expected to be smaller as well.

Auto-correlation

    
  0.07  

Virtually no predictability

Artisan Developing World has virtually no predictability. Overlapping area represents the amount of predictability between Artisan Developing time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th of December 2024. 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 Developing World price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Artisan Developing price fluctuation can be explain by its past prices.
Correlation Coefficient0.07
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.04

Artisan Developing World lagged returns against current returns

Autocorrelation, which is Artisan Developing 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 Developing's mutual fund expected returns. We can calculate the autocorrelation of Artisan Developing returns to help us make a trade decision. For example, suppose you find that Artisan Developing 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 Developing 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 Developing mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Developing 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 Developing mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Artisan Developing Lagged Returns

When evaluating Artisan Developing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Developing mutual fund have on its future price. Artisan Developing 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 Developing autocorrelation shows the relationship between Artisan Developing mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Artisan Developing World.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Artisan Mutual Fund

Artisan Developing 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 Developing security.
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