Msif International Advantage Fund Market Value
| IDVSX Fund | USD 24.36 0.02 0.08% |
| Symbol | Msif |
Msif International '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 Msif International'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 Msif International.
| 11/28/2024 |
| 12/28/2024 |
If you would invest 0.00 in Msif International on November 28, 2024 and sell it all today you would earn a total of 0.00 from holding Msif International Advantage or generate 0.0% return on investment in Msif International over 30 days. Msif International is related to or competes with Global Opportunity, Morgan Stanley, Growth Portfolio, and Baron Global. The fund invests primarily in established companies on an international basis, with capitalizations within the range of ... More
Msif International 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 Msif International'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 Msif International Advantage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.18 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.29 |
Msif International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif International's standard deviation. In reality, there are many statistical measures that can use Msif International historical prices to predict the future Msif International's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.2516 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msif International'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.
Msif International Backtested Returns
Msif International has Sharpe Ratio of -0.0774, which conveys that the entity had a -0.0774% return per unit of risk over the last 3 months. Msif International exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Msif International's Mean Deviation of 0.6691, risk adjusted performance of (0.01), and Standard Deviation of 0.9267 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of -0.0819, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Msif International are expected to decrease at a much lower rate. During the bear market, Msif International is likely to outperform the market.
Auto-correlation | -0.84 |
Excellent reverse predictability
Msif International Advantage has excellent reverse predictability. Overlapping area represents the amount of predictability between Msif International time series from 28th of November 2024 to 13th of December 2024 and 13th of December 2024 to 28th of December 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 Msif International price movement. The serial correlation of -0.84 indicates that around 84.0% of current Msif International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Msif International lagged returns against current returns
Autocorrelation, which is Msif International 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 Msif International's mutual fund expected returns. We can calculate the autocorrelation of Msif International returns to help us make a trade decision. For example, suppose you find that Msif International 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 |
Msif International 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 Msif International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msif International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif International Lagged Returns
When evaluating Msif International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif International mutual fund have on its future price. Msif International 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, Msif International autocorrelation shows the relationship between Msif International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif International Advantage.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Msif Mutual Fund
Msif International financial ratios help investors to determine whether Msif Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Msif with respect to the benefits of owning Msif International security.
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