Advisors Mutual Fund Market Value

ACTIX
 Fund
  

USD 9.33  0.04  0.43%   

Advisors Capital's market value is the price at which a share of Advisors Capital stock trades on a public exchange. It measures the collective expectations of Advisors Capital Tactical investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Advisors Capital Tactical and determine expected loss or profit from investing in Advisors Capital over a given investment horizon. Please continue to Advisors Capital Hype Analysis, Advisors Capital Correlation, Portfolio Optimization, Advisors Capital Volatility, as well as analyze Advisors Capital Alpha and Beta and Advisors Capital Performance.
Symbol

Please note, there is a significant difference between Advisors Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine Advisors Capital value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advisors Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Advisors Capital '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 Capital'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 Capital.
0.00
03/19/2022
No Change 0.00  0.0 
In 4 months and 31 days
08/16/2022
0.00
If you would invest  0.00  in Advisors Capital on March 19, 2022 and sell it all today you would earn a total of 0.00 from holding Advisors Capital Tactical or generate 0.0% return on investment in Advisors Capital over 150 days. The fund invests primarily in stocks of medium to large companies that the portfolio managers believe are undervalued at...More

Advisors Capital 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 Capital'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 Capital Tactical upside and downside potential and time the market with a certain degree of confidence.

Advisors Capital Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Advisors Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advisors Capital's standard deviation. In reality, there are many statistical measures that can use Advisors Capital historical prices to predict the future Advisors Capital's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Advisors Capital'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. Please use the tools below to analyze the current value of Advisors Capital in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.959.339.71
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Intrinsic
Valuation
LowReal ValueHigh
8.919.299.67
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Advisors Capital. Your research has to be compared to or analyzed against Advisors Capital's peers to derive any actionable benefits. When done correctly, Advisors Capital's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Advisors Capital Tactical.

Advisors Capital Tactical Backtested Returns

We consider Advisors Capital very steady. Advisors Capital Tactical secures Sharpe Ratio (or Efficiency) of 0.0631, which signifies that the fund had 0.0631% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Advisors Capital Tactical, which you can use to evaluate the future volatility of the entity. Please confirm Advisors Capital Tactical Risk Adjusted Performance of 0.034, downside deviation of 0.4158, and Mean Deviation of 0.2665 to double-check if the risk estimate we provide is consistent with the expected return of 0.0237%.
The fund shows a Beta (market volatility) of 0.0266, which signifies not very significant fluctuations relative to the market. Let's try to break down what Advisors's beta means in this case. As returns on the market increase, Advisors Capital returns are expected to increase less than the market. However, during the bear market, the loss on holding Advisors Capital will be expected to be smaller as well. Although it is important to respect Advisors Capital Tactical historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Advisors Capital Tactical technical indicators, you can presently evaluate if the expected return of 0.0237% will be sustainable into the future.

Auto-correlation

    
  -0.43  

Modest reverse predictability

Advisors Capital Tactical has modest reverse predictability. Overlapping area represents the amount of predictability between Advisors Capital time series from 19th of March 2022 to 2nd of June 2022 and 2nd of June 2022 to 16th of August 2022. 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 Capital Tactical price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Advisors Capital price fluctuation can be explain by its past prices.
Correlation Coefficient-0.43
Spearman Rank Test-0.5
Residual Average0.0
Price Variance0.01

Advisors Capital Tactical lagged returns against current returns

Autocorrelation, which is Advisors Capital 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 Capital's mutual fund expected returns. We can calculate the autocorrelation of Advisors Capital returns to help us make a trade decision. For example, suppose you find that Advisors Capital mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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Advisors Capital 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 Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advisors Capital 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 Capital mutual fund over time.
   Current vs Lagged Prices   
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       Timeline  

Advisors Capital Lagged Returns

When evaluating Advisors Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advisors Capital mutual fund have on its future price. Advisors Capital 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 Capital autocorrelation shows the relationship between Advisors Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Advisors Capital Tactical.
   Regressed Prices   
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       Timeline  

Advisors Capital Investors Sentiment

The influence of Advisors Capital's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Advisors. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Advisors Capital in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Advisors Capital's short interest history, or implied volatility extrapolated from Advisors Capital options trading.
Please continue to Advisors Capital Hype Analysis, Advisors Capital Correlation, Portfolio Optimization, Advisors Capital Volatility, as well as analyze Advisors Capital Alpha and Beta and Advisors Capital Performance. Note that the Advisors Capital Tactical information on this page should be used as a complementary analysis to other Advisors Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for Advisors Mutual Fund analysis

When running Advisors Capital Tactical price analysis, check to measure Advisors Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Advisors Capital is operating at the current time. Most of Advisors Capital's value examination focuses on studying past and present price action to predict the probability of Advisors Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Advisors Capital's price. Additionally, you may evaluate how the addition of Advisors Capital to your portfolios can decrease your overall portfolio volatility.
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Advisors Capital technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Advisors Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Advisors Capital trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...