Aaminsight Select Income Fund Market Value
| CPUYX Fund | USD 9.23 0.01 0.11% |
| Symbol | Aam/insight |
Aam/insight Select '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 Aam/insight Select'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 Aam/insight Select.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Aam/insight Select on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Aaminsight Select Income or generate 0.0% return on investment in Aam/insight Select over 30 days. Aam/insight Select is related to or competes with Aamhimco Short, Aamhimco Short, Aamhimco Short, Aam/bahl Gaynor, Aam/bahl Gaynor, Aam/bahl Gaynor, and Aam Select. The fund invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in bo... More
Aam/insight Select 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 Aam/insight Select'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 Aaminsight Select Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3514 | |||
| Information Ratio | 0.1247 | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.6586 |
Aam/insight Select Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aam/insight Select's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aam/insight Select's standard deviation. In reality, there are many statistical measures that can use Aam/insight Select historical prices to predict the future Aam/insight Select's volatility.| Risk Adjusted Performance | 0.0532 | |||
| Jensen Alpha | 0.0226 | |||
| Total Risk Alpha | 0.0313 | |||
| Sortino Ratio | 0.1236 | |||
| Treynor Ratio | 0.2177 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aam/insight Select's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Aaminsight Select Income Backtested Returns
At this stage we consider Aam/insight Mutual Fund to be very steady. Aaminsight Select Income secures Sharpe Ratio (or Efficiency) of 0.0123, which signifies that the fund had a 0.0123 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aaminsight Select Income, which you can use to evaluate the volatility of the entity. Please confirm Aam/insight Select's Downside Deviation of 0.3514, mean deviation of 0.2683, and Risk Adjusted Performance of 0.0532 to double-check if the risk estimate we provide is consistent with the expected return of 0.0041%. The fund shows a Beta (market volatility) of 0.0939, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aam/insight Select's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aam/insight Select is expected to be smaller as well.
Auto-correlation | 0.28 |
Poor predictability
Aaminsight Select Income has poor predictability. Overlapping area represents the amount of predictability between Aam/insight Select time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Aaminsight Select Income price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Aam/insight Select price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aaminsight Select Income lagged returns against current returns
Autocorrelation, which is Aam/insight Select 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 Aam/insight Select's mutual fund expected returns. We can calculate the autocorrelation of Aam/insight Select returns to help us make a trade decision. For example, suppose you find that Aam/insight Select 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 |
Aam/insight Select 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 Aam/insight Select mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aam/insight Select mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aam/insight Select mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aam/insight Select Lagged Returns
When evaluating Aam/insight Select's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aam/insight Select mutual fund have on its future price. Aam/insight Select 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, Aam/insight Select autocorrelation shows the relationship between Aam/insight Select mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aaminsight Select Income.
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 Aam/insight Mutual Fund
Aam/insight Select financial ratios help investors to determine whether Aam/insight 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 Aam/insight with respect to the benefits of owning Aam/insight Select security.
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