Accelerate Canadian Long Fund Market Value
| ATSX Fund | CAD 30.51 0.06 0.20% |
| Symbol | Accelerate |
Accelerate Canadian '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 Accelerate Canadian's 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 Accelerate Canadian.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Accelerate Canadian on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Accelerate Canadian Long or generate 0.0% return on investment in Accelerate Canadian over 90 days. Accelerate Canadian is related to or competes with Accelerate Arbitrage, Accelerate Absolute, and RBC Select. ACCELERATE ENHANCED is traded on Toronto Stock Exchange in Canada. More
Accelerate Canadian 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 Accelerate Canadian's 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 Accelerate Canadian Long upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.783 | |||
| Information Ratio | 0.1008 | |||
| Maximum Drawdown | 5.05 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 1.72 |
Accelerate Canadian Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Accelerate Canadian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Accelerate Canadian's standard deviation. In reality, there are many statistical measures that can use Accelerate Canadian historical prices to predict the future Accelerate Canadian's volatility.| Risk Adjusted Performance | 0.2409 | |||
| Jensen Alpha | 0.2534 | |||
| Total Risk Alpha | 0.0958 | |||
| Sortino Ratio | 0.1151 | |||
| Treynor Ratio | (0.89) |
Accelerate Canadian Long Backtested Returns
As of now, Accelerate Fund is very steady. Accelerate Canadian Long secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Accelerate Canadian Long, which you can use to evaluate the volatility of the entity. Please confirm Accelerate Canadian's risk adjusted performance of 0.2409, and Mean Deviation of 0.6619 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Accelerate Canadian are expected to decrease at a much lower rate. During the bear market, Accelerate Canadian is likely to outperform the market.
Auto-correlation | 0.66 |
Good predictability
Accelerate Canadian Long has good predictability. Overlapping area represents the amount of predictability between Accelerate Canadian time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Accelerate Canadian Long price movement. The serial correlation of 0.66 indicates that around 66.0% of current Accelerate Canadian price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Accelerate Canadian Long lagged returns against current returns
Autocorrelation, which is Accelerate Canadian 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 Accelerate Canadian's fund expected returns. We can calculate the autocorrelation of Accelerate Canadian returns to help us make a trade decision. For example, suppose you find that Accelerate Canadian has exhibited high autocorrelation historically, and you observe that the 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 |
Accelerate Canadian 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 Accelerate Canadian fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Accelerate Canadian fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Accelerate Canadian fund over time.
Current vs Lagged Prices |
| Timeline |
Accelerate Canadian Lagged Returns
When evaluating Accelerate Canadian's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Accelerate Canadian fund have on its future price. Accelerate Canadian 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, Accelerate Canadian autocorrelation shows the relationship between Accelerate Canadian fund current value and its past values and can show if there is a momentum factor associated with investing in Accelerate Canadian Long.
Regressed Prices |
| Timeline |
Pair Trading with Accelerate Canadian
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Accelerate Canadian position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Accelerate Canadian will appreciate offsetting losses from the drop in the long position's value.Moving together with Accelerate Fund
| 0.88 | 0P00007694 | Fidelity ClearPath 2045 | PairCorr |
| 0.84 | 0P0000U5JR | Manulife All Cap | PairCorr |
The ability to find closely correlated positions to Accelerate Canadian could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Accelerate Canadian when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Accelerate Canadian - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Accelerate Canadian Long to buy it.
The correlation of Accelerate Canadian is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Accelerate Canadian moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Accelerate Canadian Long moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Accelerate Canadian can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Accelerate Fund
Accelerate Canadian financial ratios help investors to determine whether Accelerate 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 Accelerate with respect to the benefits of owning Accelerate Canadian security.
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