Anfield Universal Fixed Fund Market Value
| AFLEX Fund | USD 8.77 0.01 0.11% |
| Symbol | Anfield |
Anfield Universal '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 Anfield Universal'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 Anfield Universal.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Anfield Universal on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Anfield Universal Fixed or generate 0.0% return on investment in Anfield Universal over 90 days. Anfield Universal is related to or competes with Oberweis Emerging, Delaware Emerging, Seafarer Overseas, Investec Emerging, Black Oak, Pace International, and Transamerica Emerging. The fund normally invests at least 80 percent of its net assets, including any borrowings for investment purposes, in a ... More
Anfield Universal 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 Anfield Universal'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 Anfield Universal Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1627 | |||
| Information Ratio | (1.00) | |||
| Maximum Drawdown | 0.4641 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.2288 |
Anfield Universal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anfield Universal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anfield Universal's standard deviation. In reality, there are many statistical measures that can use Anfield Universal historical prices to predict the future Anfield Universal's volatility.| Risk Adjusted Performance | 0.3147 | |||
| Jensen Alpha | 0.0266 | |||
| Total Risk Alpha | 0.0183 | |||
| Sortino Ratio | (0.61) | |||
| Treynor Ratio | 0.7679 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anfield Universal'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.
Anfield Universal Fixed Backtested Returns
At this stage we consider Anfield Mutual Fund to be very steady. Anfield Universal Fixed secures Sharpe Ratio (or Efficiency) of 0.41, which signifies that the fund had a 0.41 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Anfield Universal Fixed, which you can use to evaluate the volatility of the entity. Please confirm Anfield Universal's risk adjusted performance of 0.3147, and Mean Deviation of 0.0808 to double-check if the risk estimate we provide is consistent with the expected return of 0.0404%. The fund shows a Beta (market volatility) of 0.0418, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Anfield Universal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anfield Universal is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Anfield Universal Fixed has excellent predictability. Overlapping area represents the amount of predictability between Anfield Universal time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Anfield Universal Fixed price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Anfield Universal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anfield Universal Fixed lagged returns against current returns
Autocorrelation, which is Anfield Universal 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 Anfield Universal's mutual fund expected returns. We can calculate the autocorrelation of Anfield Universal returns to help us make a trade decision. For example, suppose you find that Anfield Universal 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 |
Anfield Universal 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 Anfield Universal mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anfield Universal mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anfield Universal mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Anfield Universal Lagged Returns
When evaluating Anfield Universal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anfield Universal mutual fund have on its future price. Anfield Universal 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, Anfield Universal autocorrelation shows the relationship between Anfield Universal mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Anfield Universal Fixed.
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 Anfield Mutual Fund
Anfield Universal financial ratios help investors to determine whether Anfield 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 Anfield with respect to the benefits of owning Anfield Universal security.
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