Rbc Emerging Markets Fund Market Value
| RECIX Fund | 12.77 0.10 0.78% |
| Symbol | Rbc |
Rbc 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 Rbc 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 Rbc Emerging.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in Rbc Emerging on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding Rbc Emerging Markets or generate 0.0% return on investment in Rbc Emerging over 180 days. Rbc Emerging is related to or competes with Dimensional Retirement, Tiaa Cref, Qs Moderate, Calvert Moderate, Fidelity Managed, and Multimanager Lifestyle. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80 percent of its ... More
Rbc 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 Rbc 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 Rbc Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 3.29 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.24 |
Rbc Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbc Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbc Emerging's standard deviation. In reality, there are many statistical measures that can use Rbc Emerging historical prices to predict the future Rbc Emerging's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.18) |
Rbc Emerging Markets Backtested Returns
Rbc Emerging Markets maintains Sharpe Ratio (i.e., Efficiency) of -0.0419, which implies the entity had a -0.0419% return per unit of risk over the last 3 months. Rbc Emerging Markets exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rbc Emerging's Risk Adjusted Performance of (0.07), variance of 0.6749, and Coefficient Of Variation of (1,016) to confirm the risk estimate we provide. The fund holds a Beta of 0.5, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rbc Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rbc Emerging is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Rbc Emerging Markets has insignificant reverse predictability. Overlapping area represents the amount of predictability between Rbc Emerging time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th of November 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 Rbc Emerging Markets price movement. The serial correlation of -0.18 indicates that over 18.0% of current Rbc Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Rbc Emerging Markets lagged returns against current returns
Autocorrelation, which is Rbc 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 Rbc Emerging's mutual fund expected returns. We can calculate the autocorrelation of Rbc Emerging returns to help us make a trade decision. For example, suppose you find that Rbc 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 |
Rbc 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 Rbc Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbc 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 Rbc Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rbc Emerging Lagged Returns
When evaluating Rbc Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbc Emerging mutual fund have on its future price. Rbc 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, Rbc Emerging autocorrelation shows the relationship between Rbc Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rbc Emerging Markets.
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 Rbc Mutual Fund
Rbc Emerging financial ratios help investors to determine whether Rbc 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 Rbc with respect to the benefits of owning Rbc Emerging security.
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