Auxier Focus Fund Market Value
| AUXIX Fund | USD 30.99 0.04 0.13% |
| Symbol | Auxier |
Auxier Focus '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 Auxier Focus' 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 Auxier Focus.
| 04/25/2025 |
| 05/25/2025 |
If you would invest 0.00 in Auxier Focus on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Auxier Focus Fund or generate 0.0% return on investment in Auxier Focus over 30 days. Auxier Focus is related to or competes with Gmo High, Pace High, Prudential High, Access Flex, T Rowe, Saat Tax-managed, and Aggressive Balanced. The fund invests primarily in a diversified portfolio of equity securities that the adviser believes offer growth opport... More
Auxier Focus 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 Auxier Focus' 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 Auxier Focus Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0496 | |||
| Maximum Drawdown | 6.84 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.35 |
Auxier Focus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Auxier Focus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Auxier Focus' standard deviation. In reality, there are many statistical measures that can use Auxier Focus historical prices to predict the future Auxier Focus' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0347 | |||
| Total Risk Alpha | 0.0379 | |||
| Treynor Ratio | (0.04) |
Auxier Focus Backtested Returns
Auxier Focus secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the fund had a close to zero % return per unit of risk over the last 3 months. Auxier Focus Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Auxier Focus' Standard Deviation of 1.24, risk adjusted performance of (0.02), and Mean Deviation of 0.8107 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Auxier Focus' returns are expected to increase less than the market. However, during the bear market, the loss of holding Auxier Focus is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
Auxier Focus Fund has poor predictability. Overlapping area represents the amount of predictability between Auxier Focus time series from 25th of April 2025 to 10th of May 2025 and 10th of May 2025 to 25th of May 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 Auxier Focus price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Auxier Focus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Auxier Focus lagged returns against current returns
Autocorrelation, which is Auxier Focus 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 Auxier Focus' mutual fund expected returns. We can calculate the autocorrelation of Auxier Focus returns to help us make a trade decision. For example, suppose you find that Auxier Focus 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 |
Auxier Focus 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 Auxier Focus mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Auxier Focus mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Auxier Focus mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Auxier Focus Lagged Returns
When evaluating Auxier Focus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Auxier Focus mutual fund have on its future price. Auxier Focus 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, Auxier Focus autocorrelation shows the relationship between Auxier Focus mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Auxier Focus Fund.
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 Auxier Mutual Fund
Auxier Focus financial ratios help investors to determine whether Auxier 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 Auxier with respect to the benefits of owning Auxier Focus security.
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