Alphacentric Mutual Fund Market Value

HMXIX
 Fund
  

USD 23.68  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 Hype Analysis, Alphacentric Hedged Correlation, Portfolio Optimization, Alphacentric Hedged Volatility, as well as analyze Alphacentric Hedged Alpha and Beta and Alphacentric Hedged Performance.
Symbol
Backtest

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.

Alphacentric Hedged '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 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.
0.00
07/16/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
07/06/2022
0.00
If you would invest  0.00  in Alphacentric Hedged on July 16, 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 B of A. Under normal circumstances, the fund invests primarily in long and short futures and call and put options on futures on ...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.
Hype
Prediction
LowEstimated ValueHigh
22.8823.6824.48
Details
Intrinsic
Valuation
LowReal ValueHigh
22.8523.6524.45
Details
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.

Alphacentric Hedged Backtested Returns

Alphacentric Hedged secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the fund had -0.2% of return per unit of risk over the last month. Macroaxis standpoint towards foreseeing the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Alphacentric Hedged Market exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alphacentric Hedged risk adjusted performance of (0.34), and Mean Deviation of 0.615 to double-check the risk estimate we provide.
The fund shows a Beta (market volatility) of 0.5424, 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. Even though it is essential to pay attention to Alphacentric Hedged historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alphacentric Hedged Market exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.71  

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 16th of July 2020 to 11th of July 2021 and 11th of July 2021 to 6th of July 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 -0.71 indicates that around 71.0% of current Alphacentric Hedged price fluctuation can be explain by its past prices.
Correlation Coefficient-0.71
Spearman Rank Test-0.64
Residual Average0.0
Price Variance0.67

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 
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      Timeline 

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 
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      Timeline 

Alphacentric Hedged Lagged Returns

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 
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      Timeline 

Alphacentric Hedged Investors Sentiment

The influence of Alphacentric Hedged'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 Alphacentric. 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 Alphacentric Hedged 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, Alphacentric Hedged's short interest history, or implied volatility extrapolated from Alphacentric Hedged options trading.

Current Sentiment - HMXIX

Alphacentric Hedged Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Alphacentric Hedged Market. What is your sentiment towards investing in Alphacentric Hedged Market? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Alphacentric Hedged using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Alphacentric Hedged Hype Analysis, Alphacentric Hedged Correlation, Portfolio Optimization, Alphacentric Hedged Volatility, as well as analyze Alphacentric Hedged Alpha and Beta and Alphacentric Hedged Performance. Note that the Alphacentric Hedged information on this page should be used as a complementary analysis to other Alphacentric Hedged'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Alphacentric Mutual Fund 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, stock 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...