Acclivity Mid Cap Fund Market Value
| AXMNX Fund | USD 15.34 0.04 0.26% |
| Symbol | Acclivity |
Acclivity Mid '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 Acclivity Mid'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 Acclivity Mid.
| 11/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Acclivity Mid on November 8, 2024 and sell it all today you would earn a total of 0.00 from holding Acclivity Mid Cap or generate 0.0% return on investment in Acclivity Mid over 60 days. Acclivity Mid is related to or competes with Dynamic International, Dynamic International, Dynamic Us, Dynamic Us, Acclivity Mid, and Acclivity Small. Under normal market conditions, the adviser is expected to hold approximately 300 different stocks, where no individual ... More
Acclivity Mid 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 Acclivity Mid'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 Acclivity Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 6.82 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.4 |
Acclivity Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acclivity Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acclivity Mid's standard deviation. In reality, there are many statistical measures that can use Acclivity Mid historical prices to predict the future Acclivity Mid's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.21) |
Acclivity Mid Cap Backtested Returns
Acclivity Mid Cap secures Sharpe Ratio (or Efficiency) of -0.0367, which signifies that the fund had a -0.0367% return per unit of standard deviation over the last 3 months. Acclivity Mid Cap exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acclivity Mid's mean deviation of 0.6667, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Acclivity Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acclivity Mid is expected to be smaller as well.
Auto-correlation | -0.27 |
Weak reverse predictability
Acclivity Mid Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Acclivity Mid time series from 8th of November 2024 to 8th of December 2024 and 8th of December 2024 to 7th of January 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 Acclivity Mid Cap price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Acclivity Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Acclivity Mid Cap lagged returns against current returns
Autocorrelation, which is Acclivity Mid 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 Acclivity Mid's mutual fund expected returns. We can calculate the autocorrelation of Acclivity Mid returns to help us make a trade decision. For example, suppose you find that Acclivity Mid 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 |
Acclivity Mid 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 Acclivity Mid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acclivity Mid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acclivity Mid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Acclivity Mid Lagged Returns
When evaluating Acclivity Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acclivity Mid mutual fund have on its future price. Acclivity Mid 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, Acclivity Mid autocorrelation shows the relationship between Acclivity Mid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Acclivity Mid Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
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| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in Acclivity Mutual Fund
Acclivity Mid financial ratios help investors to determine whether Acclivity 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 Acclivity with respect to the benefits of owning Acclivity Mid security.
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