Aristotlesaul Global Equity Fund Market Value
| AIOOX Fund | 12.39 0.15 1.23% |
| Symbol | Aristotlesaul |
Aristotlesaul Global '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 Aristotlesaul Global'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 Aristotlesaul Global.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Aristotlesaul Global on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Aristotlesaul Global Equity or generate 0.0% return on investment in Aristotlesaul Global over 90 days. Aristotlesaul Global is related to or competes with Barings High, Ab High, Needham Aggressive, Artisan High, Americafirst Monthly, Fidelity American, and Morningstar Aggressive. More
Aristotlesaul Global 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 Aristotlesaul Global'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 Aristotlesaul Global Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7108 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.36 |
Aristotlesaul Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristotlesaul Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristotlesaul Global's standard deviation. In reality, there are many statistical measures that can use Aristotlesaul Global historical prices to predict the future Aristotlesaul Global's volatility.| Risk Adjusted Performance | 0.2866 | |||
| Jensen Alpha | 0.1123 | |||
| Total Risk Alpha | 0.0506 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4775 |
Aristotlesaul Global Backtested Returns
Aristotlesaul Global appears to be very steady, given 3 months investment horizon. Aristotlesaul Global secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the fund had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Aristotlesaul Global Equity, which you can use to evaluate the volatility of the entity. Please makes use of Aristotlesaul Global's Downside Deviation of 0.7108, mean deviation of 0.4682, and Risk Adjusted Performance of 0.2866 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aristotlesaul Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aristotlesaul Global is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
Aristotlesaul Global Equity has good predictability. Overlapping area represents the amount of predictability between Aristotlesaul Global time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Aristotlesaul Global price movement. The serial correlation of 0.78 indicates that around 78.0% of current Aristotlesaul Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Aristotlesaul Global lagged returns against current returns
Autocorrelation, which is Aristotlesaul Global 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 Aristotlesaul Global's mutual fund expected returns. We can calculate the autocorrelation of Aristotlesaul Global returns to help us make a trade decision. For example, suppose you find that Aristotlesaul Global 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 |
Aristotlesaul Global 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 Aristotlesaul Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristotlesaul Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristotlesaul Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aristotlesaul Global Lagged Returns
When evaluating Aristotlesaul Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristotlesaul Global mutual fund have on its future price. Aristotlesaul Global 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, Aristotlesaul Global autocorrelation shows the relationship between Aristotlesaul Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aristotlesaul Global Equity.
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.| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp |
Other Information on Investing in Aristotlesaul Mutual Fund
Aristotlesaul Global financial ratios help investors to determine whether Aristotlesaul 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 Aristotlesaul with respect to the benefits of owning Aristotlesaul Global security.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |