The Eafe Pure Fund Market Value
| BSGPX Fund | USD 13.02 0.22 1.72% |
| Symbol | Eafe |
Eafe Pure '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 Eafe Pure'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 Eafe Pure.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Eafe Pure on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding The Eafe Pure or generate 0.0% return on investment in Eafe Pure over 90 days. Eafe Pure is related to or competes with Touchstone Total, Western Asset, Rbc Ultra-short, Federated Total, Siit High, Intermediate-term, and Ab Bond. The fund invests at least 80 percent of its net assets in common stocks and other equity securities of companies whose p... More
Eafe Pure 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 Eafe Pure'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 The Eafe Pure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1282 | |||
| Maximum Drawdown | 4.64 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.62 |
Eafe Pure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eafe Pure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eafe Pure's standard deviation. In reality, there are many statistical measures that can use Eafe Pure historical prices to predict the future Eafe Pure's volatility.| Risk Adjusted Performance | 0.0279 | |||
| Jensen Alpha | 0.0339 | |||
| Total Risk Alpha | 0.1478 | |||
| Sortino Ratio | 0.1208 | |||
| Treynor Ratio | 0.1752 |
Eafe Pure Backtested Returns
At this stage we consider Eafe Mutual Fund to be very steady. Eafe Pure secures Sharpe Ratio (or Efficiency) of 0.0305, which denotes the fund had a 0.0305 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Eafe Pure, which you can use to evaluate the volatility of the entity. Please confirm Eafe Pure's Risk Adjusted Performance of 0.0279, semi deviation of 1.02, and Downside Deviation of 1.08 to check if the risk estimate we provide is consistent with the expected return of 0.0309%. The fund shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Eafe Pure's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eafe Pure is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
The Eafe Pure has virtually no predictability. Overlapping area represents the amount of predictability between Eafe Pure time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Eafe Pure price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Eafe Pure price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Eafe Pure lagged returns against current returns
Autocorrelation, which is Eafe Pure 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 Eafe Pure's mutual fund expected returns. We can calculate the autocorrelation of Eafe Pure returns to help us make a trade decision. For example, suppose you find that Eafe Pure 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 |
Eafe Pure 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 Eafe Pure mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eafe Pure mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eafe Pure mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Eafe Pure Lagged Returns
When evaluating Eafe Pure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eafe Pure mutual fund have on its future price. Eafe Pure 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, Eafe Pure autocorrelation shows the relationship between Eafe Pure mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Eafe Pure.
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 Eafe Mutual Fund
Eafe Pure financial ratios help investors to determine whether Eafe 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 Eafe with respect to the benefits of owning Eafe Pure security.
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| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |