Archer Dividend Growth Fund Market Value
| ARDGX Fund | USD 27.08 0.13 0.48% |
| Symbol | Archer |
Archer Dividend '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 Dividend'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 Dividend.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Archer Dividend on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Archer Dividend Growth or generate 0.0% return on investment in Archer Dividend over 90 days. Archer Dividend is related to or competes with Live Oak, Allianzgi Health, Highland Long/short, Delaware Healthcare, Health Care, and Eaton Vance. Under normal market conditions, the fund seeks to achieve its objective to provide income and, as a secondary focus, lon... More
Archer Dividend 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 Dividend'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 Dividend Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.865 | |||
| Information Ratio | 0.1762 | |||
| Maximum Drawdown | 2.88 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.15 |
Archer Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Dividend's standard deviation. In reality, there are many statistical measures that can use Archer Dividend historical prices to predict the future Archer Dividend's volatility.| Risk Adjusted Performance | 0.0145 | |||
| Jensen Alpha | 0.0628 | |||
| Total Risk Alpha | 0.1171 | |||
| Sortino Ratio | 0.1512 | |||
| Treynor Ratio | 0.0087 |
Archer Dividend Growth Backtested Returns
At this stage we consider Archer Mutual Fund to be very steady. Archer Dividend Growth secures Sharpe Ratio (or Efficiency) of 0.0189, which signifies that the fund had a 0.0189 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Archer Dividend Growth, which you can use to evaluate the volatility of the entity. Please confirm Archer Dividend's mean deviation of 0.5579, and Risk Adjusted Performance of 0.0145 to double-check if the risk estimate we provide is consistent with the expected return of 0.014%. The fund shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Archer Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Archer Dividend is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Archer Dividend Growth has below average predictability. Overlapping area represents the amount of predictability between Archer Dividend 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 Dividend Growth price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Archer Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Archer Dividend Growth lagged returns against current returns
Autocorrelation, which is Archer Dividend 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 Dividend's mutual fund expected returns. We can calculate the autocorrelation of Archer Dividend returns to help us make a trade decision. For example, suppose you find that Archer Dividend 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 Dividend 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 Dividend mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Dividend 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 Dividend mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Archer Dividend Lagged Returns
When evaluating Archer Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Dividend mutual fund have on its future price. Archer Dividend 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 Dividend autocorrelation shows the relationship between Archer Dividend mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Archer Dividend Growth.
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 Dividend 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 Dividend security.
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