Global Franchise Portfolio Fund Market Value
| MSFAX Fund | USD 34.31 4.05 10.56% |
| Symbol | Global |
Global Franchise '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 Global Franchise'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 Global Franchise.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Global Franchise on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Global Franchise Portfolio or generate 0.0% return on investment in Global Franchise over 30 days. Global Franchise is related to or competes with Emerging Markets, Global Fixed, Global Fixed, Global Fixed, Global E, Global E, and Global Centrated. Under normal market conditions, the fund invests in securities of issuers from at least three different countries, which... More
Global Franchise 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 Global Franchise'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 Global Franchise Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 2.81 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 0.769 |
Global Franchise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Franchise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Franchise's standard deviation. In reality, there are many statistical measures that can use Global Franchise historical prices to predict the future Global Franchise's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.68) |
Global Franchise Por Backtested Returns
Global Franchise Por holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of risk over the last 3 months. Global Franchise Por exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Global Franchise's Market Risk Adjusted Performance of (0.67), risk adjusted performance of (0.07), and Standard Deviation of 1.4 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Franchise's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Franchise is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
Global Franchise Portfolio has weak reverse predictability. Overlapping area represents the amount of predictability between Global Franchise time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 Global Franchise Por price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Global Franchise price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
Global Franchise Por lagged returns against current returns
Autocorrelation, which is Global Franchise 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 Global Franchise's mutual fund expected returns. We can calculate the autocorrelation of Global Franchise returns to help us make a trade decision. For example, suppose you find that Global Franchise 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 |
Global Franchise 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 Global Franchise mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Franchise mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Franchise mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Global Franchise Lagged Returns
When evaluating Global Franchise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Franchise mutual fund have on its future price. Global Franchise 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, Global Franchise autocorrelation shows the relationship between Global Franchise mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Global Franchise Portfolio.
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 Global Mutual Fund
Global Franchise financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global Franchise security.
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