Msvif Emerging Mkts Fund Market Value
| MEMEX Fund | USD 13.94 0.06 0.43% |
| Symbol | Msvif |
Msvif Emerging '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 Msvif Emerging'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 Msvif Emerging.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Msvif Emerging on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Msvif Emerging Mkts or generate 0.0% return on investment in Msvif Emerging over 30 days. Msvif Emerging is related to or competes with John Hancock, Davis Financial, Vanguard Financials, Royce Global, and Mesirow Financial. Msvif Emerging is entity of United States More
Msvif Emerging 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 Msvif Emerging'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 Msvif Emerging Mkts upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.26 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.45 |
Msvif Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msvif Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msvif Emerging's standard deviation. In reality, there are many statistical measures that can use Msvif Emerging historical prices to predict the future Msvif Emerging's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msvif Emerging'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.
Msvif Emerging Mkts Backtested Returns
At this stage we consider Msvif Mutual Fund to be very steady. Msvif Emerging Mkts has Sharpe Ratio of 0.0169, which conveys that the entity had a 0.0169% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Msvif Emerging, which you can use to evaluate the volatility of the fund. Please verify Msvif Emerging's Mean Deviation of 0.7141, standard deviation of 0.9313, and Risk Adjusted Performance of (0.01) to check out if the risk estimate we provide is consistent with the expected return of 0.0153%. The fund secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Msvif Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Msvif Emerging is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Msvif Emerging Mkts has modest predictability. Overlapping area represents the amount of predictability between Msvif Emerging time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 Msvif Emerging Mkts price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Msvif Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Msvif Emerging Mkts lagged returns against current returns
Autocorrelation, which is Msvif Emerging 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 Msvif Emerging's mutual fund expected returns. We can calculate the autocorrelation of Msvif Emerging returns to help us make a trade decision. For example, suppose you find that Msvif Emerging 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 |
Msvif Emerging 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 Msvif Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msvif Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msvif Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msvif Emerging Lagged Returns
When evaluating Msvif Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msvif Emerging mutual fund have on its future price. Msvif Emerging 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, Msvif Emerging autocorrelation shows the relationship between Msvif Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msvif Emerging Mkts.
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 Msvif Mutual Fund
Msvif Emerging financial ratios help investors to determine whether Msvif 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 Msvif with respect to the benefits of owning Msvif Emerging security.
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