Aew Real Estate Fund Market Value
| NRCFX Fund | USD 11.80 0.03 0.25% |
| Symbol | Aew |
Aew Real '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 Aew Real'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 Aew Real.
| 04/14/2024 |
| 05/14/2024 |
If you would invest 0.00 in Aew Real on April 14, 2024 and sell it all today you would earn a total of 0.00 from holding Aew Real Estate or generate 0.0% return on investment in Aew Real over 30 days. Aew Real is related to or competes with Dfa Global, Dfa International, Vanguard Global, Global Real, Global Real, and Global Real. The investment seeks to provide investors with above-average income and long-term growth of capital More
Aew Real 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 Aew Real'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 Aew Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 5.37 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.85 |
Aew Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aew Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aew Real's standard deviation. In reality, there are many statistical measures that can use Aew Real historical prices to predict the future Aew Real's volatility.| Risk Adjusted Performance | 0.0188 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1581 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aew Real'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.
Aew Real Estate Backtested Returns
We consider Aew Real very steady. Aew Real Estate secures Sharpe Ratio (or Efficiency) of 0.0439, which signifies that the fund had a 0.0439% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aew Real Estate, which you can use to evaluate the volatility of the entity. Please confirm Aew Real's Risk Adjusted Performance of 0.0188, downside deviation of 1.04, and Mean Deviation of 0.7616 to double-check if the risk estimate we provide is consistent with the expected return of 0.0436%. The fund shows a Beta (market volatility) of 0.0907, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aew Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aew Real is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
Aew Real Estate has good predictability. Overlapping area represents the amount of predictability between Aew Real time series from 14th of April 2024 to 29th of April 2024 and 29th of April 2024 to 14th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aew Real Estate price movement. The serial correlation of 0.78 indicates that around 78.0% of current Aew Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Aew Real Estate lagged returns against current returns
Autocorrelation, which is Aew Real 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 Aew Real's mutual fund expected returns. We can calculate the autocorrelation of Aew Real returns to help us make a trade decision. For example, suppose you find that Aew Real 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 |
Aew Real 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 Aew Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aew Real mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aew Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Aew Real Lagged Returns
When evaluating Aew Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aew Real mutual fund have on its future price. Aew Real 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, Aew Real autocorrelation shows the relationship between Aew Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aew Real Estate.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Aew Real Correlation, Aew Real Volatility and Aew Real Alpha and Beta module to complement your research on Aew Real. Note that the Aew Real Estate information on this page should be used as a complementary analysis to other Aew Real'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 the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Aew Real 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.