Vy Templeton Foreign Fund Market Value
| IFTSX Fund | USD 10.21 0.02 0.20% |
| Symbol | Vy(r) |
Vy(r) Templeton '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 Vy(r) Templeton'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 Vy(r) Templeton.
| 06/30/2023 |
| 01/20/2025 |
If you would invest 0.00 in Vy(r) Templeton on June 30, 2023 and sell it all today you would earn a total of 0.00 from holding Vy Templeton Foreign or generate 0.0% return on investment in Vy(r) Templeton over 570 days. Vy(r) Templeton is related to or competes with Rbc Global, Dreyfusstandish Global, Rational Strategic, Issachar Fund, and Legg Mason. The Portfolio invests primarily in equity securities included in the MSCI EAFE Value Index More
Vy(r) Templeton 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 Vy(r) Templeton'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 Vy Templeton Foreign upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.22 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 0.8867 |
Vy(r) Templeton Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) Templeton's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) Templeton's standard deviation. In reality, there are many statistical measures that can use Vy(r) Templeton historical prices to predict the future Vy(r) Templeton's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vy(r) Templeton'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.
Vy Templeton Foreign Backtested Returns
Vy Templeton Foreign retains Efficiency (Sharpe Ratio) of -0.0445, which indicates the fund had a -0.0445 % return per unit of price deviation over the last 3 months. Vy(r) Templeton exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy(r) Templeton's Risk Adjusted Performance of (0.05), standard deviation of 0.6329, and Mean Deviation of 0.4724 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.0944, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vy(r) Templeton's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy(r) Templeton is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Vy Templeton Foreign has poor predictability. Overlapping area represents the amount of predictability between Vy(r) Templeton time series from 30th of June 2023 to 10th of April 2024 and 10th of April 2024 to 20th of January 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 Vy Templeton Foreign price movement. The serial correlation of 0.25 indicates that over 25.0% of current Vy(r) Templeton price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Vy Templeton Foreign lagged returns against current returns
Autocorrelation, which is Vy(r) Templeton 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 Vy(r) Templeton's mutual fund expected returns. We can calculate the autocorrelation of Vy(r) Templeton returns to help us make a trade decision. For example, suppose you find that Vy(r) Templeton 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 |
Vy(r) Templeton 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 Vy(r) Templeton mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy(r) Templeton mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy(r) Templeton mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy(r) Templeton Lagged Returns
When evaluating Vy(r) Templeton's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy(r) Templeton mutual fund have on its future price. Vy(r) Templeton 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, Vy(r) Templeton autocorrelation shows the relationship between Vy(r) Templeton mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Templeton Foreign.
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 Vy(r) Mutual Fund
Vy(r) Templeton financial ratios help investors to determine whether Vy(r) 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 Vy(r) with respect to the benefits of owning Vy(r) Templeton security.
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