Axs Thomson Reuters Fund Market Value
| LDVIX Fund | USD 30.06 0.11 0.36% |
| Symbol | Axs |
Axs Thomson '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 Axs Thomson'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 Axs Thomson.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Axs Thomson on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Axs Thomson Reuters or generate 0.0% return on investment in Axs Thomson over 90 days. Axs Thomson is related to or competes with Touchstone Premium, Ab Bond, Artisan High, Intermediate-term, Multisector Bond, and Ambrus Core. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus any borrowings for investme... More
Axs Thomson 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 Axs Thomson'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 Axs Thomson Reuters upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.1906 | |||
| Maximum Drawdown | 7.09 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 3.47 |
Axs Thomson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Axs Thomson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Axs Thomson's standard deviation. In reality, there are many statistical measures that can use Axs Thomson historical prices to predict the future Axs Thomson's volatility.| Risk Adjusted Performance | 0.2577 | |||
| Jensen Alpha | 0.2769 | |||
| Total Risk Alpha | 0.2193 | |||
| Sortino Ratio | 0.2285 | |||
| Treynor Ratio | 0.3236 |
Axs Thomson Reuters Backtested Returns
Axs Thomson appears to be very steady, given 3 months investment horizon. Axs Thomson Reuters secures Sharpe Ratio (or Efficiency) of 0.37, which signifies that the fund had a 0.37 % return per unit of risk over the last 3 months. By analyzing Axs Thomson's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please makes use of Axs Thomson's Risk Adjusted Performance of 0.2577, downside deviation of 1.46, and Mean Deviation of 1.33 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.44, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Axs Thomson will likely underperform.
Auto-correlation | 0.82 |
Very good predictability
Axs Thomson Reuters has very good predictability. Overlapping area represents the amount of predictability between Axs Thomson time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Axs Thomson Reuters price movement. The serial correlation of 0.82 indicates that around 82.0% of current Axs Thomson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Axs Thomson Reuters lagged returns against current returns
Autocorrelation, which is Axs Thomson 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 Axs Thomson's mutual fund expected returns. We can calculate the autocorrelation of Axs Thomson returns to help us make a trade decision. For example, suppose you find that Axs Thomson 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 |
Axs Thomson 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 Axs Thomson mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Axs Thomson mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Axs Thomson mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Axs Thomson Lagged Returns
When evaluating Axs Thomson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Axs Thomson mutual fund have on its future price. Axs Thomson 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, Axs Thomson autocorrelation shows the relationship between Axs Thomson mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Axs Thomson Reuters.
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 Axs Mutual Fund
Axs Thomson financial ratios help investors to determine whether Axs 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 Axs with respect to the benefits of owning Axs Thomson security.
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