Archer Balanced Fund Market Value
| ARCHX Fund | USD 17.26 0.05 0.29% |
| Symbol | Archer |
Archer Balanced '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 Balanced'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 Balanced.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Archer Balanced on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Archer Balanced Fund or generate 0.0% return on investment in Archer Balanced over 90 days. Archer Balanced is related to or competes with Gamco Global, Franklin Convertible, Virtus Convertible, Rational/pier, Gabelli Convertible, and Harbor Convertible. The fund seeks to achieve its objective of total return, by investing in a diversified portfolio of equity and fixed inc... More
Archer Balanced 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 Balanced'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 Balanced Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0498 | |||
| Maximum Drawdown | 4.29 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.846 |
Archer Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Balanced's standard deviation. In reality, there are many statistical measures that can use Archer Balanced historical prices to predict the future Archer Balanced's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.0153 | |||
| Treynor Ratio | 0.5948 |
Archer Balanced Backtested Returns
Archer Balanced secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the fund had a -0.14 % return per unit of standard deviation over the last 3 months. Archer Balanced Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Archer Balanced's mean deviation of 0.4809, and Risk Adjusted Performance of (0.1) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Archer Balanced are expected to decrease at a much lower rate. During the bear market, Archer Balanced is likely to outperform the market.
Auto-correlation | -0.05 |
Very weak reverse predictability
Archer Balanced Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between Archer Balanced time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Archer Balanced price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Archer Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Archer Balanced lagged returns against current returns
Autocorrelation, which is Archer Balanced 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 Balanced's mutual fund expected returns. We can calculate the autocorrelation of Archer Balanced returns to help us make a trade decision. For example, suppose you find that Archer Balanced 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 Balanced 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 Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Balanced 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 Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Archer Balanced Lagged Returns
When evaluating Archer Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Balanced mutual fund have on its future price. Archer Balanced 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 Balanced autocorrelation shows the relationship between Archer Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Archer Balanced 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 Archer Mutual Fund
Archer Balanced 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 Balanced security.
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