Origin Emerging Markets Fund Market Value

POEIX Fund  USD 10.06  0.02  0.20%   
Origin Emerging's market value is the price at which a share of Origin Emerging trades on a public exchange. It measures the collective expectations of Origin Emerging Markets investors about its performance. Origin Emerging is trading at 10.06 as of the 28th of March 2024; that is -0.2 percent decrease since the beginning of the trading day. The fund's open price was 10.08.
With this module, you can estimate the performance of a buy and hold strategy of Origin Emerging Markets and determine expected loss or profit from investing in Origin Emerging over a given investment horizon. Check out Origin Emerging Correlation, Origin Emerging Volatility and Origin Emerging Alpha and Beta module to complement your research on Origin Emerging.
Symbol

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

Origin 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 Origin 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 Origin Emerging.
0.00
06/07/2022
No Change 0.00  0.0 
In 1 year 9 months and 23 days
03/28/2024
0.00
If you would invest  0.00  in Origin Emerging on June 7, 2022 and sell it all today you would earn a total of 0.00 from holding Origin Emerging Markets or generate 0.0% return on investment in Origin Emerging over 660 days. Origin Emerging is related to or competes with State Farm, Strategic Asset, Strategic Asset, Strategic Asset, Strategic Asset, International Equity, and Strategic Asset. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securitie... More

Origin 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 Origin 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 Origin Emerging Markets upside and downside potential and time the market with a certain degree of confidence.

Origin Emerging Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Origin Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Origin Emerging's standard deviation. In reality, there are many statistical measures that can use Origin Emerging historical prices to predict the future Origin Emerging's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Origin Emerging'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
9.2810.0410.80
Details
Intrinsic
Valuation
LowRealHigh
9.219.9710.73
Details
Naive
Forecast
LowNextHigh
9.3110.0710.82
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.0510.0710.09
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Origin Emerging. Your research has to be compared to or analyzed against Origin Emerging's peers to derive any actionable benefits. When done correctly, Origin Emerging's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Origin Emerging Markets.

Origin Emerging Markets Backtested Returns

We consider Origin Emerging very steady. Origin Emerging Markets maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Origin Emerging Markets, which you can use to evaluate the volatility of the fund. Please check Origin Emerging's Semi Deviation of 0.5875, coefficient of variation of 726.76, and Risk Adjusted Performance of 0.079 to confirm if the risk estimate we provide is consistent with the expected return of 0.0847%. The fund holds a Beta of 0.81, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Origin Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Origin Emerging is expected to be smaller as well.

Auto-correlation

    
  0.38  

Below average predictability

Origin Emerging Markets has below average predictability. Overlapping area represents the amount of predictability between Origin Emerging time series from 7th of June 2022 to 3rd of May 2023 and 3rd of May 2023 to 28th of March 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 Origin Emerging Markets price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Origin Emerging price fluctuation can be explain by its past prices.
Correlation Coefficient0.38
Spearman Rank Test-0.2
Residual Average0.0
Price Variance0.14

Origin Emerging Markets lagged returns against current returns

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

Origin 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 Origin Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Origin 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 Origin Emerging mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Origin Emerging Lagged Returns

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

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Origin Emerging in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Origin Emerging's short interest history, or implied volatility extrapolated from Origin Emerging options trading.

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Check out Origin Emerging Correlation, Origin Emerging Volatility and Origin Emerging Alpha and Beta module to complement your research on Origin Emerging.
You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.

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When running Origin Emerging's price analysis, check to measure Origin Emerging's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Origin Emerging is operating at the current time. Most of Origin Emerging's value examination focuses on studying past and present price action to predict the probability of Origin Emerging's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Origin Emerging's price. Additionally, you may evaluate how the addition of Origin Emerging to your portfolios can decrease your overall portfolio volatility.
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Origin Emerging technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Origin Emerging technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Origin Emerging trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...