Amg Timessquare Mid Fund Market Value

TMDPX Fund  USD 18.41  0.23  1.27%   
Amg Timessquare's market value is the price at which a share of Amg Timessquare trades on a public exchange. It measures the collective expectations of Amg Timessquare Mid investors about its performance. Amg Timessquare is trading at 18.41 as of the 5th of December 2024; that is 1.27% increase since the beginning of the trading day. The fund's open price was 18.18.
With this module, you can estimate the performance of a buy and hold strategy of Amg Timessquare Mid and determine expected loss or profit from investing in Amg Timessquare over a given investment horizon. Check out Amg Timessquare Correlation, Amg Timessquare Volatility and Amg Timessquare Alpha and Beta module to complement your research on Amg Timessquare.
Symbol

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

Amg Timessquare '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 Amg Timessquare'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 Amg Timessquare.
0.00
06/08/2024
No Change 0.00  0.0 
In 5 months and 30 days
12/05/2024
0.00
If you would invest  0.00  in Amg Timessquare on June 8, 2024 and sell it all today you would earn a total of 0.00 from holding Amg Timessquare Mid or generate 0.0% return on investment in Amg Timessquare over 180 days. Amg Timessquare is related to or competes with Classic Value, Invesco Global, Cambiar Opportunity, Touchstone Sustainability, and Delaware Value. The fund invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in co... More

Amg Timessquare 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 Amg Timessquare'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 Amg Timessquare Mid upside and downside potential and time the market with a certain degree of confidence.

Amg Timessquare Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Amg Timessquare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amg Timessquare's standard deviation. In reality, there are many statistical measures that can use Amg Timessquare historical prices to predict the future Amg Timessquare's volatility.
Hype
Prediction
LowEstimatedHigh
17.5918.4119.23
Details
Intrinsic
Valuation
LowRealHigh
17.3518.1718.99
Details
Naive
Forecast
LowNextHigh
17.6518.4719.30
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.9918.1618.32
Details

Amg Timessquare Mid Backtested Returns

Amg Timessquare appears to be very steady, given 3 months investment horizon. Amg Timessquare Mid secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Amg Timessquare Mid, which you can use to evaluate the volatility of the entity. Please makes use of Amg Timessquare's risk adjusted performance of 0.1499, and Mean Deviation of 0.6136 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.96, which signifies possible diversification benefits within a given portfolio. Amg Timessquare returns are very sensitive to returns on the market. As the market goes up or down, Amg Timessquare is expected to follow.

Auto-correlation

    
  0.39  

Below average predictability

Amg Timessquare Mid has below average predictability. Overlapping area represents the amount of predictability between Amg Timessquare time series from 8th of June 2024 to 6th of September 2024 and 6th of September 2024 to 5th 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 Amg Timessquare Mid price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Amg Timessquare price fluctuation can be explain by its past prices.
Correlation Coefficient0.39
Spearman Rank Test0.26
Residual Average0.0
Price Variance0.24

Amg Timessquare Mid lagged returns against current returns

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

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

Amg Timessquare Lagged Returns

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

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Other Information on Investing in Amg Mutual Fund

Amg Timessquare financial ratios help investors to determine whether Amg 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 Amg with respect to the benefits of owning Amg Timessquare security.
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