Arbitrage Tactical is up 0.2055 percent despite modest market slide

This article is intended for all current Arbitrage Tactical investors and for investors considering a position in the fund. . I will inspect if investors should continue to be optimistic for the fund outlook. We will cover Arbitrage Tactical Equity I in this post. What is Arbitrage Tactical Target Price Odds to finish over Current Price? Based on normal probability distribution, the odds of Arbitrage Tactical to move above current price in 30 days from now is about 28.6%. The Arbitrage Tactical Equity I probability density function shows the probability of Arbitrage Tactical Fund to fall within a particular range of prices over 30 days . Assuming 30 trading days horizon, Arbitrage Tactical Equity I has beta of -0.02 . This suggests as returns on benchmark increase, returns on holding Arbitrage Tactical are expected to decrease at a much smaller rate. During bear market, however, Arbitrage Tactical Equity I is likely to outperform the market. Additionally Arbitrage Tactical Equity I has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming S&P 500.
Published over a year ago
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Reviewed by Vlad Skutelnik

The entity dividends can provide a clue to current valuation of the fund. Arbitrage Tactical one year expected dividend income is about $0.07 per share.

Breaking down the case for Arbitrage Tactical

The firm has beta of 0.0. The returns on MARKET and Arbitrage Tactical are completely uncorrelated. Arbitrage Tactical Equity I shows Mean Deviation of 0.3602 and Risk Adjusted Performance of (0.030092). The small decline in market price for the last few months could raise concerns from investors as the entity closed today at a share price of 9.75 on 1.000 in volume. The fund money managers did not add much value to Arbitrage Tactical investors in December. However, diversifying your holdings with Arbitrage Tactical Equity I or similar funds can still protect your portfolio during high-volatility market scenarios. The fund standard deviation of daily returns for 30 days (very short) investing horizon is currently 0.5442. The very small Fund volatility is a good signal to investors with longer term investment horizons. Arbitrage Tactical preserves 2.11m of net asset. Arbitrage Tactical is selling for 9.75. This is 0.21 percent up. Today highest was 9.75.
The bottom line is that we believe that at this point Arbitrage Tactical is Fairly Valued with Below average chance of distress within the next 2 months. Our overall buy-or-sell recommendation on the fund is Hold

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Editorial Staff

This story should be regarded as informational only and should not be considered a solicitation to sell or buy any financial products. Macroaxis does not express any opinion as to the present or future value of any investments referred to in this post. This post may not be reproduced without the consent of Macroaxis LLC. Macroaxis LLC and Ellen Johnson do not own shares of Arbitrage Tactical Equity. Please refer to our Terms of Use for any information regarding our disclosure principles.

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