Aston Montag Caldwell Fund Market Value
| MCGFX Fund | USD 11.70 0.30 2.63% |
| Symbol | Aston |
Aston Montag '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 Aston Montag'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 Aston Montag.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Aston Montag on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Aston Montag Caldwell or generate 0.0% return on investment in Aston Montag over 90 days. Aston Montag is related to or competes with Credit Suisse, Selected American, Causeway International, Marsico Focus, and Mainstay Epoch. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings fo... More
Aston Montag 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 Aston Montag'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 Aston Montag Caldwell upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 9.87 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 1.47 |
Aston Montag Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aston Montag's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aston Montag's standard deviation. In reality, there are many statistical measures that can use Aston Montag historical prices to predict the future Aston Montag's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.36) |
Aston Montag Caldwell Backtested Returns
Aston Montag Caldwell secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the fund had a -0.11 % return per unit of risk over the last 3 months. Aston Montag Caldwell exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aston Montag's Risk Adjusted Performance of (0.16), mean deviation of 0.985, and Standard Deviation of 1.52 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.85, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aston Montag's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aston Montag is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Aston Montag Caldwell has poor reverse predictability. Overlapping area represents the amount of predictability between Aston Montag time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Aston Montag Caldwell price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Aston Montag price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Aston Montag Caldwell lagged returns against current returns
Autocorrelation, which is Aston Montag 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 Aston Montag's mutual fund expected returns. We can calculate the autocorrelation of Aston Montag returns to help us make a trade decision. For example, suppose you find that Aston Montag 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 |
Aston Montag 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 Aston Montag mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aston Montag mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aston Montag mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aston Montag Lagged Returns
When evaluating Aston Montag's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aston Montag mutual fund have on its future price. Aston Montag 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, Aston Montag autocorrelation shows the relationship between Aston Montag mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aston Montag Caldwell.
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 Aston Mutual Fund
Aston Montag financial ratios help investors to determine whether Aston 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 Aston with respect to the benefits of owning Aston Montag security.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |