Advisors Inner Circle Fund Market Value
| BNIVX Fund | USD 11.70 0.01 0.09% |
| Symbol | Advisors |
Advisors Inner '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 Advisors Inner'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 Advisors Inner.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Advisors Inner on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Advisors Inner Circle or generate 0.0% return on investment in Advisors Inner over 90 days. Under normal circumstances, the fund invests in at least three countries, and invests at least 40 percent of its total a... More
Advisors Inner 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 Advisors Inner'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 Advisors Inner Circle upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6462 | |||
| Information Ratio | 0.0219 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.07 |
Advisors Inner Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisors Inner's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisors Inner's standard deviation. In reality, there are many statistical measures that can use Advisors Inner historical prices to predict the future Advisors Inner's volatility.| Risk Adjusted Performance | 0.3221 | |||
| Jensen Alpha | 0.2256 | |||
| Total Risk Alpha | 0.0748 | |||
| Sortino Ratio | 0.0213 | |||
| Treynor Ratio | (7.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Advisors Inner'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.
Advisors Inner Circle Backtested Returns
At this stage we consider Advisors Mutual Fund to be very steady. Advisors Inner Circle secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the fund had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Advisors Inner Circle, which you can use to evaluate the volatility of the entity. Please confirm Advisors Inner's Mean Deviation of 0.5065, risk adjusted performance of 0.3221, and Downside Deviation of 0.6462 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 -0.0295, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Advisors Inner are expected to decrease at a much lower rate. During the bear market, Advisors Inner is likely to outperform the market.
Auto-correlation | 0.75 |
Good predictability
Advisors Inner Circle has good predictability. Overlapping area represents the amount of predictability between Advisors Inner 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 Advisors Inner Circle price movement. The serial correlation of 0.75 indicates that around 75.0% of current Advisors Inner price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Advisors Inner Circle lagged returns against current returns
Autocorrelation, which is Advisors Inner 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 Advisors Inner's mutual fund expected returns. We can calculate the autocorrelation of Advisors Inner returns to help us make a trade decision. For example, suppose you find that Advisors Inner 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 |
Advisors Inner 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 Advisors Inner mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisors Inner mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advisors Inner mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Advisors Inner Lagged Returns
When evaluating Advisors Inner's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisors Inner mutual fund have on its future price. Advisors Inner 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, Advisors Inner autocorrelation shows the relationship between Advisors Inner mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Advisors Inner Circle.
Regressed Prices |
| Timeline |
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Other Information on Investing in Advisors Mutual Fund
Advisors Inner financial ratios help investors to determine whether Advisors 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 Advisors with respect to the benefits of owning Advisors Inner security.
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