ALPHACENTRIC Mutual Fund Market Value


USD 24.42  0.02  0.08%   

ALPHACENTRIC HEDGED's market value is the price at which a share of ALPHACENTRIC HEDGED stock trades on a public exchange. It measures the collective expectations of ALPHACENTRIC HEDGED MARKET investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of ALPHACENTRIC HEDGED MARKET and determine expected loss or profit from investing in ALPHACENTRIC HEDGED over a given investment horizon. Please check ALPHACENTRIC HEDGED Correlation, ALPHACENTRIC HEDGED Volatility and ALPHACENTRIC HEDGED Alpha and Beta module to complement your research on ALPHACENTRIC HEDGED.

Please note, there is a significant difference between ALPHACENTRIC HEDGED's value and its price as these two are different measures arrived at by different means. Investors typically determine ALPHACENTRIC HEDGED value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ALPHACENTRIC HEDGED'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.


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 ALPHACENTRIC HEDGED'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 ALPHACENTRIC HEDGED.
No Change 0.00  0.0 
In 1 year 11 months and 22 days
If you would invest  0.00  in ALPHACENTRIC HEDGED on December 14, 2020 and sell it all today you would earn a total of 0.00 from holding ALPHACENTRIC HEDGED MARKET or generate 0.0% return on investment in ALPHACENTRIC HEDGED over 720 days. ALPHACENTRIC HEDGED is related to or competes with Home Depot, GROWTH FUND, and VANGUARD SMALL-CAP. Under normal circumstances, the fund seeks to achieve its investment objective by investing primarily in long and short ... More

ALPHACENTRIC HEDGED 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 ALPHACENTRIC HEDGED'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 ALPHACENTRIC HEDGED MARKET upside and downside potential and time the market with a certain degree of confidence.

ALPHACENTRIC HEDGED Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ALPHACENTRIC HEDGED's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALPHACENTRIC HEDGED's standard deviation. In reality, there are many statistical measures that can use ALPHACENTRIC HEDGED historical prices to predict the future ALPHACENTRIC HEDGED's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ALPHACENTRIC HEDGED'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 ALPHACENTRIC HEDGED in the context of predictive analytics.
LowEstimated ValueHigh
LowReal ValueHigh
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ALPHACENTRIC HEDGED. Your research has to be compared to or analyzed against ALPHACENTRIC HEDGED's peers to derive any actionable benefits. When done correctly, ALPHACENTRIC HEDGED'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 ALPHACENTRIC HEDGED.


We consider ALPHACENTRIC HEDGED very steady. ALPHACENTRIC HEDGED secures Sharpe Ratio (or Efficiency) of 0.0506, which signifies that the fund had 0.0506% 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 ALPHACENTRIC HEDGED MARKET, which you can use to evaluate the future volatility of the entity. Please confirm ALPHACENTRIC HEDGED risk adjusted performance of 0.0447, and Mean Deviation of 0.5376 to double-check if the risk estimate we provide is consistent with the expected return of 0.0369%.
The fund shows a Beta (market volatility) of 0.4558, which signifies possible diversification benefits within a given portfolio. Let's try to break down what ALPHACENTRIC's beta means in this case. As returns on the market increase, ALPHACENTRIC HEDGED returns are expected to increase less than the market. However, during the bear market, the loss on holding ALPHACENTRIC HEDGED will be expected to be smaller as well. Although it is important to respect ALPHACENTRIC HEDGED 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 reviewing ALPHACENTRIC HEDGED technical indicators, you can today evaluate if the expected return of 0.0369% will be sustainable into the future.



Almost perfect reverse predictability

ALPHACENTRIC HEDGED MARKET has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ALPHACENTRIC HEDGED time series from 14th of December 2020 to 9th of December 2021 and 9th of December 2021 to 4th of December 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 ALPHACENTRIC HEDGED price movement. The serial correlation of -0.79 indicates that around 79.0% of current ALPHACENTRIC HEDGED price fluctuation can be explain by its past prices.
Correlation Coefficient-0.79
Spearman Rank Test-0.78
Residual Average0.0
Price Variance0.94

ALPHACENTRIC HEDGED lagged returns against current returns

Autocorrelation, which is ALPHACENTRIC HEDGED 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 ALPHACENTRIC HEDGED's mutual fund expected returns. We can calculate the autocorrelation of ALPHACENTRIC HEDGED returns to help us make a trade decision. For example, suppose you find that ALPHACENTRIC HEDGED 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   

ALPHACENTRIC HEDGED 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 ALPHACENTRIC HEDGED mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALPHACENTRIC HEDGED mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALPHACENTRIC HEDGED mutual fund over time.
   Current vs Lagged Prices   


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

Be your own money manager

Our tools can tell you how much better you can do entering a position in ALPHACENTRIC HEDGED without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check ALPHACENTRIC HEDGED Correlation, ALPHACENTRIC HEDGED Volatility and ALPHACENTRIC HEDGED Alpha and Beta module to complement your research on ALPHACENTRIC HEDGED. You can also try Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for analysis

When running ALPHACENTRIC HEDGED price analysis, check to measure ALPHACENTRIC HEDGED'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 ALPHACENTRIC HEDGED is operating at the current time. Most of ALPHACENTRIC HEDGED's value examination focuses on studying past and present price action to predict the probability of ALPHACENTRIC HEDGED's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ALPHACENTRIC HEDGED's price. Additionally, you may evaluate how the addition of ALPHACENTRIC HEDGED to your portfolios can decrease your overall portfolio volatility.
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ALPHACENTRIC HEDGED 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, fund market cycles, or different charting patterns.
A focus of ALPHACENTRIC HEDGED technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ALPHACENTRIC HEDGED 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...