International Equities Index Fund Probability of Future Mutual Fund Price Finishing Under 7.36
| VCIEX Fund | USD 8.07 0.01 0.12% |
International |
International Equities Target Price Odds to finish below 7.36
The tendency of International Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 7.36 or more in 90 days |
| 8.07 | 90 days | 7.36 | near 1 |
Based on a normal probability distribution, the odds of International Equities to drop to $ 7.36 or more in 90 days from now is near 1 (This International Equities Index probability density function shows the probability of International Mutual Fund to fall within a particular range of prices over 90 days) . Probability of International Equities price to stay between $ 7.36 and its current price of $8.07 at the end of the 90-day period is about 57.87 .
Assuming the 90 days horizon International Equities has a beta of 0.81. This entails as returns on the market go up, International Equities average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding International Equities Index will be expected to be much smaller as well. Additionally International Equities Index has an alpha of 3.0E-4, implying that it can generate a 2.87E-4 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). International Equities Price Density |
| Price |
Predictive Modules for International Equities
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as International Equities. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Equities' 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.
International Equities Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. International Equities is not an exception. The market had few large corrections towards the International Equities' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold International Equities Index, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of International Equities within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.0003 | |
β | Beta against NYSE Composite | 0.81 | |
σ | Overall volatility | 0.20 | |
Ir | Information ratio | -0.02 |
International Equities Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of International Equities for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for International Equities can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund keeps about 10.59% of its net assets in cash |
International Equities Technical Analysis
International Equities' future price can be derived by breaking down and analyzing its technical indicators over time. International Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of International Equities Index. In general, you should focus on analyzing International Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
International Equities Predictive Forecast Models
International Equities' time-series forecasting models is one of many International Equities' mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary International Equities' historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about International Equities
Checking the ongoing alerts about International Equities for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for International Equities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund keeps about 10.59% of its net assets in cash |
Check out International Equities Backtesting, Portfolio Optimization, International Equities Correlation, International Equities Hype Analysis, International Equities Volatility, International Equities History as well as International Equities Performance. Note that the International Equities information on this page should be used as a complementary analysis to other International Equities' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.