AAAPX Mutual Fund Market Value

AAAPX
 Fund
  

USD 12.53  0.03  0.24%   

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

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

Dws Rreef '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 Dws Rreef'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 Dws Rreef.
0.00
07/20/2022
No Change 0.00  0.0 
In 30 days
08/19/2022
0.00
If you would invest  0.00  in Dws Rreef on July 20, 2022 and sell it all today you would earn a total of 0.00 from holding Dws Rreef Real or generate 0.0% return on investment in Dws Rreef over 30 days. Dws Rreef is related to or competes with B of A. The fund will invest at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, i... More

Dws Rreef 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 Dws Rreef'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 Dws Rreef Real upside and downside potential and time the market with a certain degree of confidence.

Dws Rreef Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dws Rreef's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dws Rreef's standard deviation. In reality, there are many statistical measures that can use Dws Rreef historical prices to predict the future Dws Rreef's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Dws Rreef'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 Dws Rreef in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
11.3712.5013.63
Details
Intrinsic
Valuation
LowReal ValueHigh
11.0512.1813.31
Details
Naive
Forecast
LowNext ValueHigh
11.4912.6213.75
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11.6212.1812.73
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dws Rreef. Your research has to be compared to or analyzed against Dws Rreef's peers to derive any actionable benefits. When done correctly, Dws Rreef'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 Dws Rreef Real.

Dws Rreef Real Backtested Returns

Dws Rreef Real secures Sharpe Ratio (or Efficiency) of -0.0095, which denotes the fund had -0.0095% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting 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. Dws Rreef Real exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dws Rreef Real Mean Deviation of 0.8764, coefficient of variation of 5086.41, and Downside Deviation of 1.37 to check the risk estimate we provide.
The fund shows a Beta (market volatility) of -0.0186, which means not very significant fluctuations relative to the market. Let's try to break down what AAAPX's beta means in this case. As returns on the market increase, returns on owning Dws Rreef are expected to decrease at a much lower rate. During the bear market, Dws Rreef is likely to outperform the market. Even though it is essential to pay attention to Dws Rreef Real historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting 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. Dws Rreef Real exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.94  

Excellent predictability

Dws Rreef Real has excellent predictability. Overlapping area represents the amount of predictability between Dws Rreef time series from 20th of July 2022 to 4th of August 2022 and 4th of August 2022 to 19th of August 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 Dws Rreef Real price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Dws Rreef price fluctuation can be explain by its past prices.
Correlation Coefficient0.94
Spearman Rank Test0.98
Residual Average0.0
Price Variance0.02

Dws Rreef Real lagged returns against current returns

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

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

Dws Rreef Lagged Returns

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

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 Dws Rreef 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, Dws Rreef's short interest history, or implied volatility extrapolated from Dws Rreef options trading.

Pair Trading with Dws Rreef

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Dws Rreef position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dws Rreef will appreciate offsetting losses from the drop in the long position's value.

Moving together with Dws Rreef

0.87JPMJP Morgan Chase Fiscal Year End 13th of January 2023 PairCorr
0.82HPQHp Inc Fiscal Year End 22nd of November 2022 PairCorr
0.66DISWalt Disney Fiscal Year End 9th of November 2022 PairCorr
The ability to find closely correlated positions to Dws Rreef could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dws Rreef when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Dws Rreef - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Dws Rreef Real to buy it.
The correlation of Dws Rreef is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Dws Rreef moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dws Rreef Real moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Dws Rreef can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Dws Rreef Correlation, Dws Rreef Volatility and Dws Rreef Alpha and Beta module to complement your research on Dws Rreef. Note that the Dws Rreef Real information on this page should be used as a complementary analysis to other Dws Rreef'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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for AAAPX Mutual Fund analysis

When running Dws Rreef Real price analysis, check to measure Dws Rreef'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 Dws Rreef is operating at the current time. Most of Dws Rreef's value examination focuses on studying past and present price action to predict the probability of Dws Rreef's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Dws Rreef's price. Additionally, you may evaluate how the addition of Dws Rreef to your portfolios can decrease your overall portfolio volatility.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Dws Rreef 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 Dws Rreef technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Dws Rreef 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...