Abs Insights Emerging Fund Market Value
| IEMSX Fund | 11.78 0.07 0.60% |
| Symbol | Abs |
Abs Insights '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 Abs Insights' 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 Abs Insights.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Abs Insights on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Abs Insights Emerging or generate 0.0% return on investment in Abs Insights over 90 days.
Abs Insights 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 Abs Insights' 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 Abs Insights Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5412 | |||
| Information Ratio | 0.1864 | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 1.39 |
Abs Insights Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abs Insights' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abs Insights' standard deviation. In reality, there are many statistical measures that can use Abs Insights historical prices to predict the future Abs Insights' volatility.| Risk Adjusted Performance | 0.3731 | |||
| Jensen Alpha | 0.267 | |||
| Total Risk Alpha | 0.163 | |||
| Sortino Ratio | 0.2303 | |||
| Treynor Ratio | (5.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Abs Insights' 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.
Abs Insights Emerging Backtested Returns
Abs Insights appears to be very steady, given 3 months investment horizon. Abs Insights Emerging secures Sharpe Ratio (or Efficiency) of 0.4, which signifies that the fund had a 0.4 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Abs Insights Emerging, which you can use to evaluate the volatility of the entity. Please makes use of Abs Insights' Mean Deviation of 0.5093, coefficient of variation of 247.15, and Risk Adjusted Performance of 0.3731 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.0469, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Abs Insights are expected to decrease at a much lower rate. During the bear market, Abs Insights is likely to outperform the market.
Auto-correlation | 0.84 |
Very good predictability
Abs Insights Emerging has very good predictability. Overlapping area represents the amount of predictability between Abs Insights time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Abs Insights Emerging price movement. The serial correlation of 0.84 indicates that around 84.0% of current Abs Insights price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Abs Insights Emerging lagged returns against current returns
Autocorrelation, which is Abs Insights 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 Abs Insights' mutual fund expected returns. We can calculate the autocorrelation of Abs Insights returns to help us make a trade decision. For example, suppose you find that Abs Insights 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 |
Abs Insights 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 Abs Insights mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abs Insights mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abs Insights mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Abs Insights Lagged Returns
When evaluating Abs Insights' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abs Insights mutual fund have on its future price. Abs Insights 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, Abs Insights autocorrelation shows the relationship between Abs Insights mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Abs Insights Emerging.
Regressed Prices |
| Timeline |
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