Msvif Emerging Mkts Fund Market Value
| MBDBX Fund | USD 5.50 0.01 0.18% |
| Symbol | Msvif |
Please note, there is a significant difference between Msvif Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Msvif Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Msvif Emerging's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Msvif 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 Msvif 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 Msvif Emerging.
| 02/01/2023 |
| 01/21/2025 |
If you would invest 0.00 in Msvif Emerging on February 1, 2023 and sell it all today you would earn a total of 0.00 from holding Msvif Emerging Mkts or generate 0.0% return on investment in Msvif Emerging over 720 days. Msvif Emerging is related to or competes with Simt Real, American Century, Nexpoint Real, Dunham Real, Rems Real, Jhancock Real, and Fidelity Real. Msvif Emerging is entity of United States More
Msvif 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 Msvif 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 Msvif Emerging Mkts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3441 | |||
| Information Ratio | 0.0045 | |||
| Maximum Drawdown | 1.66 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.5587 |
Msvif Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msvif Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msvif Emerging's standard deviation. In reality, there are many statistical measures that can use Msvif Emerging historical prices to predict the future Msvif Emerging's volatility.| Risk Adjusted Performance | 0.0655 | |||
| Jensen Alpha | 0.0202 | |||
| Total Risk Alpha | 0.0136 | |||
| Sortino Ratio | 0.0041 | |||
| Treynor Ratio | 0.4473 |
Msvif Emerging Mkts Backtested Returns
At this stage we consider Msvif Mutual Fund to be very steady. Msvif Emerging Mkts has Sharpe Ratio of 0.15, which conveys that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Msvif Emerging, which you can use to evaluate the volatility of the fund. Please verify Msvif Emerging's Downside Deviation of 0.3441, risk adjusted performance of 0.0655, and Mean Deviation of 0.2301 to check out if the risk estimate we provide is consistent with the expected return of 0.0466%. The fund secures a Beta (Market Risk) of 0.0472, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Msvif Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Msvif Emerging is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Msvif Emerging Mkts has modest predictability. Overlapping area represents the amount of predictability between Msvif Emerging time series from 1st of February 2023 to 27th of January 2024 and 27th of January 2024 to 21st 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 Msvif Emerging Mkts price movement. The serial correlation of 0.5 indicates that about 50.0% of current Msvif Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Msvif Emerging Mkts lagged returns against current returns
Autocorrelation, which is Msvif 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 Msvif Emerging's mutual fund expected returns. We can calculate the autocorrelation of Msvif Emerging returns to help us make a trade decision. For example, suppose you find that Msvif 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 |
Msvif 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 Msvif Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msvif 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 Msvif Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msvif Emerging Lagged Returns
When evaluating Msvif Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msvif Emerging mutual fund have on its future price. Msvif 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, Msvif Emerging autocorrelation shows the relationship between Msvif Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msvif Emerging Mkts.
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 Msvif Mutual Fund
Msvif Emerging financial ratios help investors to determine whether Msvif 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 Msvif with respect to the benefits of owning Msvif Emerging security.
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