Msif Emerging Markets Fund Market Value
| MEMLX Fund | USD 13.66 0.21 1.51% |
| Symbol | Msif |
Msif 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 Msif 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 Msif Emerging.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Msif Emerging on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Msif Emerging Markets or generate 0.0% return on investment in Msif Emerging over 60 days. Msif Emerging is related to or competes with Vy Umbia, Cardinal Small, Ab Small, Ancora/thelen Small-mid, Fisher Investments, Heartland Value, and Champlain Small. Under normal circumstances, at least 80 percent of the funds assets will be invested in equity securities of issuers loc... More
Msif 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 Msif 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 Msif Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 4.82 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.02 |
Msif Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif Emerging's standard deviation. In reality, there are many statistical measures that can use Msif Emerging historical prices to predict the future Msif Emerging's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.88) |
Msif Emerging Markets Backtested Returns
Msif Emerging Markets has Sharpe Ratio of -0.13, which conveys that the entity had a -0.13% return per unit of risk over the last 3 months. Msif Emerging exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Msif Emerging's Standard Deviation of 0.7654, mean deviation of 0.5759, and Risk Adjusted Performance of (0.17) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Msif Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Msif Emerging is expected to be smaller as well.
Auto-correlation | 0.69 |
Good predictability
Msif Emerging Markets has good predictability. Overlapping area represents the amount of predictability between Msif Emerging time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Msif Emerging Markets price movement. The serial correlation of 0.69 indicates that around 69.0% of current Msif Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Msif Emerging Markets lagged returns against current returns
Autocorrelation, which is Msif 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 Msif Emerging's mutual fund expected returns. We can calculate the autocorrelation of Msif Emerging returns to help us make a trade decision. For example, suppose you find that Msif 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 |
Msif 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 Msif Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif 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 Msif Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif Emerging Lagged Returns
When evaluating Msif Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif Emerging mutual fund have on its future price. Msif 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, Msif Emerging autocorrelation shows the relationship between Msif Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif Emerging Markets.
Regressed Prices |
| Timeline |
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Other Information on Investing in Msif Mutual Fund
Msif Emerging financial ratios help investors to determine whether Msif 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 Msif with respect to the benefits of owning Msif Emerging security.
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