TERIX Mutual Fund Market Value

TERIX -  USA Fund  

USD 26.39  0.17  0.65%

All Terrain's market value is the price at which a share of All Terrain stock trades on a public exchange. It measures the collective expectations of All Terrain Opportunity investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of All Terrain Opportunity and determine expected loss or profit from investing in All Terrain over a given investment horizon. Additionally, take a look at All Terrain Hype Analysis, All Terrain Correlation, Portfolio Optimization, All Terrain Volatility, as well as analyze All Terrain Alpha and Beta and All Terrain Performance.
Symbol
Backtest

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

All Terrain '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 All Terrain'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 All Terrain.
0.00
04/27/2021
No Change 0.00  0.0 
In 3 months and 1 day
07/26/2021
0.00
If you would invest  0.00  in All Terrain on April 27, 2021 and sell it all today you would earn a total of 0.00 from holding All Terrain Opportunity or generate 0.0% return on investment in All Terrain over 90 days. All Terrain is related to or competes with Blackrock Tactical, John Hancock, Grant Park, Grant Park, GMO Sgm, Invesco Macro, and Invesco Macro. The investment seeks capital appreciation with positive returns in all market conditions

All Terrain 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 All Terrain'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 All Terrain Opportunity upside and downside potential and time the market with a certain degree of confidence.

All Terrain Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for All Terrain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as All Terrain's standard deviation. In reality, there are many statistical measures that can use All Terrain historical prices to predict the future All Terrain's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of All Terrain'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 All Terrain in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
26.1626.3926.62
Details
Intrinsic
Valuation
LowReal ValueHigh
26.0926.3226.55
Details
Naive
Forecast
LowNext ValueHigh
26.1226.3426.57
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
25.9526.1926.43
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as All Terrain. Your research has to be compared to or analyzed against All Terrain's peers to derive any actionable benefits. When done correctly, All Terrain'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 All Terrain Opportunity.

All Terrain Opportunity Backtested Returns

We consider All Terrain very steady. All Terrain Opportunity secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the fund had 0.1% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for All Terrain Opportunity, which you can use to evaluate the future volatility of the entity. Please confirm All Terrain Opportunity Risk Adjusted Performance of 0.0451, mean deviation of 0.1671, and Downside Deviation of 0.2437 to double-check if the risk estimate we provide is consistent with the expected return of 0.0233%.
The fund shows a Beta (market volatility) of 0.1465, which signifies not very significant fluctuations relative to the market. Let's try to break down what TERIX's beta means in this case. As returns on the market increase, All Terrain returns are expected to increase less than the market. However, during the bear market, the loss on holding All Terrain will be expected to be smaller as well. Although it is extremely important to respect All Terrain Opportunity historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing All Terrain Opportunity technical indicators, you can presently evaluate if the expected return of 0.0233% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.39)   

Poor reverse predictability

All Terrain Opportunity has poor reverse predictability. Overlapping area represents the amount of predictability between All Terrain time series from 27th of April 2021 to 11th of June 2021 and 11th of June 2021 to 26th of July 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of All Terrain Opportunity price movement. The serial correlation of -0.39 indicates that just about 39.0% of current All Terrain price fluctuation can be explain by its past prices. Given that All Terrain Opportunity has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of All Terrain for similar time interval.
Correlation Coefficient-0.39
Spearman Rank Test-0.36
Residual Average0.0
Price Variance0.02

All Terrain Opportunity lagged returns against current returns

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

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

All Terrain Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in All Terrain without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, take a look at All Terrain Hype Analysis, All Terrain Correlation, Portfolio Optimization, All Terrain Volatility, as well as analyze All Terrain Alpha and Beta and All Terrain Performance. Note that the All Terrain Opportunity information on this page should be used as a complementary analysis to other All Terrain'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

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When running All Terrain Opportunity price analysis, check to measure All Terrain'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 All Terrain is operating at the current time. Most of All Terrain's value examination focuses on studying past and present price action to predict the probability of All Terrain's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move All Terrain's price. Additionally, you may evaluate how the addition of All Terrain to your portfolios can decrease your overall portfolio volatility.
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All Terrain 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 All Terrain technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of All Terrain 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...