Tsw Emerging Markets Fund Market Value
| TSWMX Fund | USD 9.37 0.01 0.11% |
| Symbol | Tsw |
Tsw 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 Tsw 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 Tsw Emerging.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Tsw Emerging on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Tsw Emerging Markets or generate 0.0% return on investment in Tsw Emerging over 30 days. Tsw Emerging is related to or competes with Meeder Funds, and Aig Government. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of companies th... More
Tsw 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 Tsw 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 Tsw Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 4.54 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 1.17 |
Tsw Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tsw Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tsw Emerging's standard deviation. In reality, there are many statistical measures that can use Tsw Emerging historical prices to predict the future Tsw Emerging's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.09) |
Tsw Emerging Markets Backtested Returns
At this stage we consider Tsw Mutual Fund to be very steady. Tsw Emerging Markets owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0103, which indicates the fund had a 0.0103% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Tsw Emerging Markets, which you can use to evaluate the volatility of the fund. Please validate Tsw Emerging's Variance of 0.6071, risk adjusted performance of (0.02), and Coefficient Of Variation of (4,356) to confirm if the risk estimate we provide is consistent with the expected return of 0.0079%. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tsw Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tsw Emerging is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Tsw Emerging Markets has insignificant reverse predictability. Overlapping area represents the amount of predictability between Tsw Emerging time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Tsw Emerging Markets price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Tsw Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tsw Emerging Markets lagged returns against current returns
Autocorrelation, which is Tsw 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 Tsw Emerging's mutual fund expected returns. We can calculate the autocorrelation of Tsw Emerging returns to help us make a trade decision. For example, suppose you find that Tsw 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 |
Tsw 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 Tsw Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tsw 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 Tsw Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tsw Emerging Lagged Returns
When evaluating Tsw Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tsw Emerging mutual fund have on its future price. Tsw 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, Tsw Emerging autocorrelation shows the relationship between Tsw Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tsw 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 Tsw Mutual Fund
Tsw Emerging financial ratios help investors to determine whether Tsw 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 Tsw with respect to the benefits of owning Tsw Emerging security.
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