Altst Strgs Fd Fund Market Value
| LTAFX Fund | USD 15.32 0.03 0.20% |
| Symbol | Altst |
Altst Strgs '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 Altst Strgs' 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 Altst Strgs.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Altst Strgs on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Altst Strgs Fd or generate 0.0% return on investment in Altst Strgs over 90 days. Altst Strgs is related to or competes with Ab Select, Tax-managed International, and Iaadx. More
Altst Strgs 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 Altst Strgs' 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 Altst Strgs Fd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8184 | |||
| Information Ratio | 0.212 | |||
| Maximum Drawdown | 5.03 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 2.27 |
Altst Strgs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altst Strgs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Altst Strgs' standard deviation. In reality, there are many statistical measures that can use Altst Strgs historical prices to predict the future Altst Strgs' volatility.| Risk Adjusted Performance | 0.3337 | |||
| Jensen Alpha | 0.2782 | |||
| Total Risk Alpha | 0.2023 | |||
| Sortino Ratio | 0.2601 | |||
| Treynor Ratio | 0.6718 |
Altst Strgs Fd Backtested Returns
Altst Strgs appears to be very steady, given 3 months investment horizon. Altst Strgs Fd secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the fund had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Altst Strgs Fd, which you can use to evaluate the volatility of the entity. Please makes use of Altst Strgs' Risk Adjusted Performance of 0.3337, downside deviation of 0.8184, and Mean Deviation of 0.7428 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Altst Strgs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Altst Strgs is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Altst Strgs Fd has good predictability. Overlapping area represents the amount of predictability between Altst Strgs 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 Altst Strgs Fd price movement. The serial correlation of 0.79 indicates that around 79.0% of current Altst Strgs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Altst Strgs Fd lagged returns against current returns
Autocorrelation, which is Altst Strgs 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 Altst Strgs' mutual fund expected returns. We can calculate the autocorrelation of Altst Strgs returns to help us make a trade decision. For example, suppose you find that Altst Strgs 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 |
Altst Strgs 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 Altst Strgs mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Altst Strgs mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Altst Strgs mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Altst Strgs Lagged Returns
When evaluating Altst Strgs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Altst Strgs mutual fund have on its future price. Altst Strgs 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, Altst Strgs autocorrelation shows the relationship between Altst Strgs mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Altst Strgs Fd.
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 Altst Mutual Fund
Altst Strgs financial ratios help investors to determine whether Altst 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 Altst with respect to the benefits of owning Altst Strgs security.
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