Frontier Markets Portfolio Fund Market Value
| MSRFX Fund | USD 16.68 0.06 0.36% |
| Symbol | Frontier |
Frontier Markets '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 Frontier Markets' 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 Frontier Markets.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Frontier Markets on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Frontier Markets Portfolio or generate 0.0% return on investment in Frontier Markets over 30 days. Frontier Markets is related to or competes with Frontier Markets, Hennessy Japan, Hennessy Japan, Hennessy Japan, and Emerald Growth. The funds adviser seeks to achieve the funds investment objective by investing primarily in growth-oriented equity secur... More
Frontier Markets 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 Frontier Markets' 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 Frontier Markets Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3984 | |||
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.59 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.6765 |
Frontier Markets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontier Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontier Markets' standard deviation. In reality, there are many statistical measures that can use Frontier Markets historical prices to predict the future Frontier Markets' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | (0.05) |
Frontier Markets Por Backtested Returns
At this stage we consider Frontier Mutual Fund to be very steady. Frontier Markets Por secures Sharpe Ratio (or Efficiency) of 1.0E-4, which denotes the fund had a 1.0E-4% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Frontier Markets Portfolio, which you can use to evaluate the volatility of the entity. Please confirm Frontier Markets' Downside Deviation of 0.3984, mean deviation of 0.3386, and Coefficient Of Variation of 46407.84 to check if the risk estimate we provide is consistent with the expected return of 0.0%. The fund shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Frontier Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Frontier Markets is expected to be smaller as well.
Auto-correlation | 0.42 |
Average predictability
Frontier Markets Portfolio has average predictability. Overlapping area represents the amount of predictability between Frontier Markets time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Frontier Markets Por price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Frontier Markets price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Frontier Markets Por lagged returns against current returns
Autocorrelation, which is Frontier Markets 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 Frontier Markets' mutual fund expected returns. We can calculate the autocorrelation of Frontier Markets returns to help us make a trade decision. For example, suppose you find that Frontier Markets 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 |
Frontier Markets 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 Frontier Markets mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontier Markets mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontier Markets mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Frontier Markets Lagged Returns
When evaluating Frontier Markets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontier Markets mutual fund have on its future price. Frontier Markets 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, Frontier Markets autocorrelation shows the relationship between Frontier Markets mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Frontier Markets 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 Frontier Mutual Fund
Frontier Markets financial ratios help investors to determine whether Frontier 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 Frontier with respect to the benefits of owning Frontier Markets security.
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