Asg Managed Futures Fund Price on April 16, 2024
| AMFNX Fund | USD 9.80 0.07 0.71% |
Below is the normalized historical share price chart for Asg Managed Futures extending back to May 01, 2017. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Asg Managed stands at 9.80, as last reported on the 4th of May, with the highest price reaching 9.80 and the lowest price hitting 9.80 during the day.
If you're considering investing in Asg Mutual Fund, it is important to understand the factors that can impact its price. We consider Asg Managed very steady. Asg Managed Futures secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the fund had a 0.16% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Asg Managed Futures, which you can use to evaluate the volatility of the entity. Please confirm Asg Managed's risk adjusted performance of 0.108, and Mean Deviation of 0.5127 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%.
Asg Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Asg |
Sharpe Ratio = 0.1614
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | AMFNX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Asg Managed is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Asg Managed by adding it to a well-diversified portfolio.
Asg Managed Valuation on April 16, 2024
It is possible to determine the worth of Asg Managed on a given historical date. On April 16, 2024 Asg was worth 10.08 at the beginning of the trading date compared to the closed value of 10.08. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Asg Managed mutual fund. Still, in general, we apply an absolute valuation method to find Asg Managed's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Asg Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Asg Managed's related companies.
| Open | High | Low | Close | Volume | |
| 10.16 | 10.16 | 10.16 | 10.16 | 1.00 | |
04/16/2024 | 10.08 | 10.08 | 10.08 | 10.08 | 1.00 |
| 10.01 | 10.01 | 10.01 | 10.01 | 1.00 |
| Backtest Asg Managed | | | Asg Managed History | | | Asg Managed Valuation | Previous | Next |
Asg Managed Trading Date Momentum on April 16, 2024
| On April 17 2024 Asg Managed Futures was traded for 10.01 at the closing time. The highest daily price throughout the period was 10.01 and the lowest price was 10.01 . There was no trading activity during the period 1.0. Lack of trading volume on 04/17/2024 added to the next day price reduction. The overall trading delta to closing price of the next trading day was 0.69% . The overall trading delta to current closing price is 1.79% . |
Asg Managed Futures Fundamentals Correlations and Trends
By evaluating Asg Managed's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Asg Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Asg financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Asg Managed Mutual Fund history
Asg Managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Asg is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Asg Managed Futures will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Asg Managed stock prices may prove useful in developing a viable investing in Asg Managed
The Adviser typically will make extensive use of a variety of derivative instruments, including futures and forward contracts, to capture the exposures suggested by its absolute return strategy while also seeking to add value through volatility management. The Adviser uses proprietary quantitative models to identify price trends in equity, fixed-income, currency and commodity instruments across time periods of various lengths.
Asg Managed Mutual Fund Technical Analysis
Asg Managed 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.
Price Boundaries
Asg Managed Period Price Range
Low | April 16, 2024
| High |
10.08 | 10.08 |
Asg Managed May 4, 2024 Market Strength
Market strength indicators help investors to evaluate how Asg Managed mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Asg Managed shares will generate the highest return on investment. By undertsting and applying Asg Managed mutual fund market strength indicators, traders can identify Asg Managed Futures entry and exit signals to maximize returns
Asg Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Asg Managed's price direction in advance. Along with the technical and fundamental analysis of Asg Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Asg to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.108 | |||
| Jensen Alpha | 0.0874 | |||
| Total Risk Alpha | 0.0541 | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | 0.3498 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Asg Managed Futures. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.