International Equity Series Fund Probability of Future Mutual Fund Price Finishing Over 11.22
| TFESX Fund | USD 10.60 0.02 0.19% |
International |
International Equity Target Price Odds to finish over 11.22
The tendency of International Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 11.22 or more in 90 days |
| 10.60 | 90 days | 11.22 | about 98.0 |
Based on a normal probability distribution, the odds of International Equity to move over $ 11.22 or more in 90 days from now is about 98.0 (This International Equity Series probability density function shows the probability of International Mutual Fund to fall within a particular range of prices over 90 days) . Probability of International Equity price to stay between its current price of $ 10.60 and $ 11.22 at the end of the 90-day period is about 1.7 .
Assuming the 90 days horizon International Equity has a beta of 0.0583. This usually implies as returns on the market go up, International Equity average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding International Equity Series will be expected to be much smaller as well. Additionally International Equity Series has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. International Equity Price Density |
| Price |
Predictive Modules for International Equity
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as International Equity. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Equity'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.
International Equity Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. International Equity is not an exception. The market had few large corrections towards the International Equity's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold International Equity Series, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of International Equity within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.29 | |
β | Beta against Dow Jones | 0.06 | |
σ | Overall volatility | 0.59 | |
Ir | Information ratio | -0.18 |
International Equity Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of International Equity for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for International Equity can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| International Equity generated a negative expected return over the last 90 days | |
| The fund maintains 97.04% of its assets in stocks |
International Equity Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of International Mutual Fund often depends not only on the future outlook of the current and potential International Equity's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. International Equity's indicators that are reflective of the short sentiment are summarized in the table below.
International Equity Technical Analysis
International Equity's future price can be derived by breaking down and analyzing its technical indicators over time. International Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of International Equity Series. In general, you should focus on analyzing International Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
International Equity Predictive Forecast Models
International Equity's time-series forecasting models is one of many International Equity's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary International Equity's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about International Equity
Checking the ongoing alerts about International Equity for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for International Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| International Equity generated a negative expected return over the last 90 days | |
| The fund maintains 97.04% of its assets in stocks |
Other Information on Investing in International Mutual Fund
International Equity financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Equity security.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |