Aristotle Value Equity Fund Market Value
| ARRQX Fund | 21.51 0.18 0.84% |
| Symbol | Aristotle |
Aristotle Value '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 Value'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 Aristotle Value.
| 11/20/2024 |
| 12/20/2024 |
If you would invest 0.00 in Aristotle Value on November 20, 2024 and sell it all today you would earn a total of 0.00 from holding Aristotle Value Equity or generate 0.0% return on investment in Aristotle Value over 30 days. Aristotle Value is related to or competes with Aristotle Funds, Aristotle International, Aristotle Funds, Aristotle Funds, Aristotle Value, Aristotlesaul Global, and Aristotle Funds. The fund invests at least 80 percent of its assets in equity securities More
Aristotle Value 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 Value'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 Aristotle Value Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.47 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.07 |
Aristotle Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotle Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotle Value's standard deviation. In reality, there are many statistical measures that can use Aristotle Value historical prices to predict the future Aristotle Value's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.10) |
Aristotle Value Equity Backtested Returns
Aristotle Value Equity secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the fund had a -0.13% return per unit of risk over the last 3 months. Aristotle Value Equity exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aristotle Value's Standard Deviation of 0.7973, risk adjusted performance of (0.08), and Mean Deviation of 0.5655 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Aristotle Value returns are very sensitive to returns on the market. As the market goes up or down, Aristotle Value is expected to follow.
Auto-correlation | 0.34 |
Below average predictability
Aristotle Value Equity has below average predictability. Overlapping area represents the amount of predictability between Aristotle Value time series from 20th of November 2024 to 5th of December 2024 and 5th of December 2024 to 20th 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 Value Equity price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Aristotle Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Aristotle Value Equity lagged returns against current returns
Autocorrelation, which is Aristotle Value 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 Value's mutual fund expected returns. We can calculate the autocorrelation of Aristotle Value returns to help us make a trade decision. For example, suppose you find that Aristotle Value 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 Value 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 Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotle Value 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 Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotle Value Lagged Returns
When evaluating Aristotle Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotle Value mutual fund have on its future price. Aristotle Value 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 Value autocorrelation shows the relationship between Aristotle Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotle Value Equity.
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 Value 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 Value security.
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