Amundi MSCI (UK) Market Value
| 0P0001PY0U | 1,195 0.00 0.00% |
| Symbol | Amundi |
Amundi MSCI '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 Amundi MSCI's 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 Amundi MSCI.
| 01/09/2023 |
| 12/29/2024 |
If you would invest 0.00 in Amundi MSCI on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Amundi MSCI UK or generate 0.0% return on investment in Amundi MSCI over 720 days. Amundi MSCI is related to or competes with Polar Capital, Sanlam Global, Global Opportunities. Amundi MSCI is entity of United Kingdom. It is traded as Fund on LSE exchange. More
Amundi MSCI 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 Amundi MSCI's 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 Amundi MSCI UK upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.0 |
Amundi MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amundi MSCI's standard deviation. In reality, there are many statistical measures that can use Amundi MSCI historical prices to predict the future Amundi MSCI's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (2.55) |
Amundi MSCI UK Backtested Returns
Amundi MSCI UK secures Sharpe Ratio (or Efficiency) of -0.0774, which signifies that the fund had a -0.0774% return per unit of risk over the last 3 months. Amundi MSCI UK exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amundi MSCI's Risk Adjusted Performance of (0.05), standard deviation of 0.703, and Mean Deviation of 0.5563 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0202, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amundi MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi MSCI is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
Amundi MSCI UK has poor reverse predictability. Overlapping area represents the amount of predictability between Amundi MSCI time series from 9th of January 2023 to 4th of January 2024 and 4th of January 2024 to 29th 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 Amundi MSCI UK price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Amundi MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 3102.19 |
Amundi MSCI UK lagged returns against current returns
Autocorrelation, which is Amundi MSCI 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 Amundi MSCI's fund expected returns. We can calculate the autocorrelation of Amundi MSCI returns to help us make a trade decision. For example, suppose you find that Amundi MSCI has exhibited high autocorrelation historically, and you observe that the 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 |
Amundi MSCI 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 Amundi MSCI fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amundi MSCI fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amundi MSCI fund over time.
Current vs Lagged Prices |
| Timeline |
Amundi MSCI Lagged Returns
When evaluating Amundi MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amundi MSCI fund have on its future price. Amundi MSCI 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, Amundi MSCI autocorrelation shows the relationship between Amundi MSCI fund current value and its past values and can show if there is a momentum factor associated with investing in Amundi MSCI UK.
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 Amundi Fund
Amundi MSCI financial ratios help investors to determine whether Amundi 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 Amundi with respect to the benefits of owning Amundi MSCI security.
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |