Deutsche Croci International Fund Market Value

SUICX Fund  USD 49.55  0.27  0.54%   
Deutsche Croci's market value is the price at which a share of Deutsche Croci trades on a public exchange. It measures the collective expectations of Deutsche Croci International investors about its performance. Deutsche Croci is trading at 49.55 as of the 12th of December 2024; that is 0.54 percent decrease since the beginning of the trading day. The fund's open price was 49.82.
With this module, you can estimate the performance of a buy and hold strategy of Deutsche Croci International and determine expected loss or profit from investing in Deutsche Croci over a given investment horizon. Check out Deutsche Croci Correlation, Deutsche Croci Volatility and Deutsche Croci Alpha and Beta module to complement your research on Deutsche Croci.
Symbol

Please note, there is a significant difference between Deutsche Croci's value and its price as these two are different measures arrived at by different means. Investors typically determine if Deutsche Croci is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deutsche Croci'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.

Deutsche Croci '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 Deutsche Croci'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 Deutsche Croci.
0.00
05/16/2024
No Change 0.00  0.0 
In 6 months and 30 days
12/12/2024
0.00
If you would invest  0.00  in Deutsche Croci on May 16, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Croci International or generate 0.0% return on investment in Deutsche Croci over 210 days. Deutsche Croci is related to or competes with Deutsche Gnma, Deutsche Short, Deutsche Short, Deutsche Science, Deutsche Science, Deutsche Science, and Deutsche Science. The fund invests at least 65 percent of its total assets in foreign equities More

Deutsche Croci 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 Deutsche Croci'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 Deutsche Croci International upside and downside potential and time the market with a certain degree of confidence.

Deutsche Croci Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Croci's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Croci's standard deviation. In reality, there are many statistical measures that can use Deutsche Croci historical prices to predict the future Deutsche Croci's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Croci'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.
Hype
Prediction
LowEstimatedHigh
49.0049.8250.64
Details
Intrinsic
Valuation
LowRealHigh
49.0349.8550.67
Details
Naive
Forecast
LowNextHigh
50.0850.9151.73
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
47.7249.1450.55
Details

Deutsche Croci Inter Backtested Returns

Deutsche Croci Inter secures Sharpe Ratio (or Efficiency) of -2.0E-4, which denotes the fund had a -2.0E-4% return per unit of risk over the last 3 months. Deutsche Croci International exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deutsche Croci's Mean Deviation of 0.6068, downside deviation of 0.7681, and Coefficient Of Variation of 6075.01 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Croci's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Croci is expected to be smaller as well.

Auto-correlation

    
  0.26  

Poor predictability

Deutsche Croci International has poor predictability. Overlapping area represents the amount of predictability between Deutsche Croci time series from 16th of May 2024 to 29th of August 2024 and 29th of August 2024 to 12th 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 Deutsche Croci Inter price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Deutsche Croci price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test-0.01
Residual Average0.0
Price Variance0.83

Deutsche Croci Inter lagged returns against current returns

Autocorrelation, which is Deutsche Croci 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 Deutsche Croci's mutual fund expected returns. We can calculate the autocorrelation of Deutsche Croci returns to help us make a trade decision. For example, suppose you find that Deutsche Croci 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  

Deutsche Croci 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 Deutsche Croci mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Croci mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Croci mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Deutsche Croci Lagged Returns

When evaluating Deutsche Croci's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Croci mutual fund have on its future price. Deutsche Croci 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, Deutsche Croci autocorrelation shows the relationship between Deutsche Croci mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Croci International.
   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 Deutsche Mutual Fund

Deutsche Croci financial ratios help investors to determine whether Deutsche 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 Deutsche with respect to the benefits of owning Deutsche Croci security.
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