At Income Opportunities Fund Market Value
| AWIIX Fund | USD 16.73 0.05 0.30% |
| Symbol | AWIIX |
At Income '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 At Income'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 At Income.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in At Income on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding At Income Opportunities or generate 0.0% return on investment in At Income over 720 days. At Income is related to or competes with Invesco Disciplined, At Mid, Alger Mid, Vanguard Total, Victory Rs, Fidelity Advisor, and Pimco Income. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More
At Income 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 At Income'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 At Income Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4188 | |||
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 1.67 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.674 |
At Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for At Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as At Income's standard deviation. In reality, there are many statistical measures that can use At Income historical prices to predict the future At Income's volatility.| Risk Adjusted Performance | 0.102 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | 0.1079 |
At Income Opportunities Backtested Returns
At this stage we consider AWIIX Mutual Fund to be very steady. At Income Opportunities retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the fund had a 0.15% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for At Income, which you can use to evaluate the volatility of the entity. Please confirm At Income's Standard Deviation of 0.3991, coefficient of variation of 687.96, and Market Risk Adjusted Performance of 0.1179 to double-check if the risk estimate we provide is consistent with the expected return of 0.0588%. The fund owns a Beta (Systematic Risk) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, At Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding At Income is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
At Income Opportunities has modest predictability. Overlapping area represents the amount of predictability between At Income time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 At Income Opportunities price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current At Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
At Income Opportunities lagged returns against current returns
Autocorrelation, which is At Income 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 At Income's mutual fund expected returns. We can calculate the autocorrelation of At Income returns to help us make a trade decision. For example, suppose you find that At Income 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 |
At Income 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 At Income mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if At Income mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in At Income mutual fund over time.
Current vs Lagged Prices |
| Timeline |
At Income Lagged Returns
When evaluating At Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of At Income mutual fund have on its future price. At Income 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, At Income autocorrelation shows the relationship between At Income mutual fund current value and its past values and can show if there is a momentum factor associated with investing in At Income Opportunities.
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 AWIIX Mutual Fund
At Income financial ratios help investors to determine whether AWIIX 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 AWIIX with respect to the benefits of owning At Income security.
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