Avantis Small Cap Fund Market Value

AVSBX Fund   9.79  0.15  1.51%   
Avantis Us' market value is the price at which a share of Avantis Us trades on a public exchange. It measures the collective expectations of Avantis Small Cap investors about its performance. Avantis Us is trading at 9.79 as of the 15th of March 2025; that is 1.51 percent decrease since the beginning of the trading day. The fund's open price was 9.94.
With this module, you can estimate the performance of a buy and hold strategy of Avantis Small Cap and determine expected loss or profit from investing in Avantis Us over a given investment horizon. Check out Avantis Us Correlation, Avantis Us Volatility and Avantis Us Alpha and Beta module to complement your research on Avantis Us.
Symbol

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

Avantis Us '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 Avantis Us' 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 Avantis Us.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Avantis Us on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Avantis Small Cap or generate 0.0% return on investment in Avantis Us over 90 days. Avantis Us is related to or competes with Nationwide Government, Community Reinvestment, Intermediate-term, Ab Bond, and Ambrus Core. The fund invests primarily in a diverse group of U.S More

Avantis Us 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 Avantis Us' 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 Avantis Small Cap upside and downside potential and time the market with a certain degree of confidence.

Avantis Us Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Avantis Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avantis Us' standard deviation. In reality, there are many statistical measures that can use Avantis Us historical prices to predict the future Avantis Us' volatility.
Hype
Prediction
LowEstimatedHigh
8.739.9411.15
Details
Intrinsic
Valuation
LowRealHigh
8.099.3010.51
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Avantis Us. Your research has to be compared to or analyzed against Avantis Us' peers to derive any actionable benefits. When done correctly, Avantis Us' 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 Avantis Small Cap.

Avantis Small Cap Backtested Returns

Avantis Small Cap secures Sharpe Ratio (or Efficiency) of -0.23, which signifies that the fund had a -0.23 % return per unit of standard deviation over the last 3 months. Avantis Small Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Avantis Us' risk adjusted performance of (0.19), and Mean Deviation of 0.8654 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.92, which signifies possible diversification benefits within a given portfolio. Avantis Us returns are very sensitive to returns on the market. As the market goes up or down, Avantis Us is expected to follow.

Auto-correlation

    
  -0.31  

Poor reverse predictability

Avantis Small Cap has poor reverse predictability. Overlapping area represents the amount of predictability between Avantis Us time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Avantis Small Cap price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Avantis Us price fluctuation can be explain by its past prices.
Correlation Coefficient-0.31
Spearman Rank Test-0.3
Residual Average0.0
Price Variance0.23

Avantis Small Cap lagged returns against current returns

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

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

Avantis Us Lagged Returns

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

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Other Information on Investing in Avantis Mutual Fund

Avantis Us financial ratios help investors to determine whether Avantis 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 Avantis with respect to the benefits of owning Avantis Us security.
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