Aristotle Funds Series Fund Market Value
| ARABX Fund | 14.82 0.19 1.27% |
| Symbol | Aristotle |
Aristotle Funds '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 Aristotle Funds' 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 Aristotle Funds.
| 01/09/2023 |
| 12/29/2024 |
If you would invest 0.00 in Aristotle Funds on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Aristotle Funds Series or generate 0.0% return on investment in Aristotle Funds over 720 days. Aristotle Funds is related to or competes with Aristotle Funds, Aristotle Funds, Aristotle International, Aristotle Value, Aristotlesaul Global, and Aristotle Value. Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities of small capital... More
Aristotle Funds 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 Aristotle Funds' 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 Aristotle Funds Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.91 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 1.56 |
Aristotle Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotle Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotle Funds' standard deviation. In reality, there are many statistical measures that can use Aristotle Funds historical prices to predict the future Aristotle Funds' volatility.| Risk Adjusted Performance | 0.004 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.03) |
Aristotle Funds Series Backtested Returns
Aristotle Funds Series secures Sharpe Ratio (or Efficiency) of -0.0178, which signifies that the fund had a -0.0178% return per unit of risk over the last 3 months. Aristotle Funds Series exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aristotle Funds' Mean Deviation of 0.7582, downside deviation of 1.02, and Risk Adjusted Performance of 0.004 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aristotle Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Aristotle Funds is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Aristotle Funds Series has very weak reverse predictability. Overlapping area represents the amount of predictability between Aristotle Funds time series from 9th of January 2023 to 4th of January 2024 and 4th of January 2024 to 29th 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 Aristotle Funds Series price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Aristotle Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Aristotle Funds Series lagged returns against current returns
Autocorrelation, which is Aristotle Funds 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 Aristotle Funds' mutual fund expected returns. We can calculate the autocorrelation of Aristotle Funds returns to help us make a trade decision. For example, suppose you find that Aristotle Funds 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 |
Aristotle Funds 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 Aristotle Funds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotle Funds mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristotle Funds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotle Funds Lagged Returns
When evaluating Aristotle Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotle Funds mutual fund have on its future price. Aristotle Funds 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, Aristotle Funds autocorrelation shows the relationship between Aristotle Funds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotle Funds Series.
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 Aristotle Mutual Fund
Aristotle Funds financial ratios help investors to determine whether Aristotle 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 Aristotle with respect to the benefits of owning Aristotle Funds security.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |