Anchor Risk Managed Fund Market Value

ATAGX Fund  USD 10.57  0.02  0.19%   
Anchor Risk's market value is the price at which a share of Anchor Risk trades on a public exchange. It measures the collective expectations of Anchor Risk Managed investors about its performance. Anchor Risk is trading at 10.57 as of the 9th of December 2024; that is 0.19 percent up since the beginning of the trading day. The fund's open price was 10.55.
With this module, you can estimate the performance of a buy and hold strategy of Anchor Risk Managed and determine expected loss or profit from investing in Anchor Risk over a given investment horizon. Check out Anchor Risk Correlation, Anchor Risk Volatility and Anchor Risk Alpha and Beta module to complement your research on Anchor Risk.
Symbol

Please note, there is a significant difference between Anchor Risk's value and its price as these two are different measures arrived at by different means. Investors typically determine if Anchor Risk is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Anchor Risk'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.

Anchor Risk '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 Anchor Risk'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 Anchor Risk.
0.00
11/09/2024
No Change 0.00  0.0 
In 30 days
12/09/2024
0.00
If you would invest  0.00  in Anchor Risk on November 9, 2024 and sell it all today you would earn a total of 0.00 from holding Anchor Risk Managed or generate 0.0% return on investment in Anchor Risk over 30 days. Anchor Risk is related to or competes with Gabelli Convertible, Rational/pier, Virtus Convertible, Calamos Dynamic, and Fidelity Sai. The fund seeks to achieve its investment objective by allocating assets among various strategies based on the advisers r... More

Anchor Risk 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 Anchor Risk'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 Anchor Risk Managed upside and downside potential and time the market with a certain degree of confidence.

Anchor Risk Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Anchor Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anchor Risk's standard deviation. In reality, there are many statistical measures that can use Anchor Risk historical prices to predict the future Anchor Risk's volatility.
Hype
Prediction
LowEstimatedHigh
9.339.7810.23
Details
Intrinsic
Valuation
LowRealHigh
9.079.529.97
Details
Naive
Forecast
LowNextHigh
10.1410.5811.03
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.3710.4810.59
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Anchor Risk. Your research has to be compared to or analyzed against Anchor Risk's peers to derive any actionable benefits. When done correctly, Anchor Risk's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Anchor Risk Managed.

Anchor Risk Managed Backtested Returns

At this stage we consider Anchor Mutual Fund to be very steady. Anchor Risk Managed 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. We have found twenty-eight technical indicators for Anchor Risk Managed, which you can use to evaluate the volatility of the entity. Please confirm Anchor Risk's mean deviation of 0.2905, and Risk Adjusted Performance of 0.1069 to double-check if the risk estimate we provide is consistent with the expected return of 0.0644%. 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, Anchor Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anchor Risk is expected to be smaller as well.

Auto-correlation

    
  0.58  

Modest predictability

Anchor Risk Managed has modest predictability. Overlapping area represents the amount of predictability between Anchor Risk time series from 9th of November 2024 to 24th of November 2024 and 24th of November 2024 to 9th 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 Anchor Risk Managed price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Anchor Risk price fluctuation can be explain by its past prices.
Correlation Coefficient0.58
Spearman Rank Test0.3
Residual Average0.0
Price Variance0.0

Anchor Risk Managed lagged returns against current returns

Autocorrelation, which is Anchor Risk 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 Anchor Risk's mutual fund expected returns. We can calculate the autocorrelation of Anchor Risk returns to help us make a trade decision. For example, suppose you find that Anchor Risk 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  

Anchor Risk 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 Anchor Risk mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anchor Risk mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anchor Risk mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Anchor Risk Lagged Returns

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

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Other Information on Investing in Anchor Mutual Fund

Anchor Risk financial ratios help investors to determine whether Anchor 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 Anchor with respect to the benefits of owning Anchor Risk security.
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