Emerging Markets Fund Market Value

EMRYX Fund  USD 14.57  0.23  1.55%   
Emerging Markets' market value is the price at which a share of Emerging Markets trades on a public exchange. It measures the collective expectations of Emerging Markets Fund investors about its performance. Emerging Markets is trading at 14.57 as of the 25th of July 2024; that is 1.55% down since the beginning of the trading day. The fund's open price was 14.8.
With this module, you can estimate the performance of a buy and hold strategy of Emerging Markets Fund and determine expected loss or profit from investing in Emerging Markets over a given investment horizon. Check out Emerging Markets Correlation, Emerging Markets Volatility and Emerging Markets Alpha and Beta module to complement your research on Emerging Markets.

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

Emerging Markets '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 Emerging Markets' 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 Emerging Markets.
No Change 0.00  0.0 
In 1 year 11 months and 21 days
If you would invest  0.00  in Emerging Markets on August 5, 2022 and sell it all today you would earn a total of 0.00 from holding Emerging Markets Fund or generate 0.0% return on investment in Emerging Markets over 720 days. Emerging Markets is related to or competes with Fisher Investments, Dodge Cox, T Rowe, Nuveen Large, Wasatch Large, and Old Westbury. Under normal conditions, the fund invests at least 80 percent of its net assets in securities of companies that are orga... More

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

Emerging Markets Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Emerging Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emerging Markets' standard deviation. In reality, there are many statistical measures that can use Emerging Markets historical prices to predict the future Emerging Markets' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Emerging Markets' 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.
Band Projection (param)
LowerMiddle BandUpper

Emerging Markets Backtested Returns

At this stage we consider Emerging Mutual Fund to be very steady. Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.0403, which denotes the fund had a 0.0403% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Emerging Markets Fund, which you can use to evaluate the volatility of the entity. Please confirm Emerging Markets' Downside Deviation of 0.7804, mean deviation of 0.5924, and Coefficient Of Variation of 918.72 to check if the risk estimate we provide is consistent with the expected return of 0.0313%. The fund shows a Beta (market volatility) of 0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, Emerging Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Emerging Markets is expected to be smaller as well.



Good predictability

Emerging Markets Fund has good predictability. Overlapping area represents the amount of predictability between Emerging Markets time series from 5th of August 2022 to 31st of July 2023 and 31st of July 2023 to 25th of July 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 Emerging Markets price movement. The serial correlation of 0.66 indicates that around 66.0% of current Emerging Markets price fluctuation can be explain by its past prices.
Correlation Coefficient0.66
Spearman Rank Test0.54
Residual Average0.0
Price Variance0.71

Emerging Markets lagged returns against current returns

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

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

Emerging Markets Lagged Returns

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

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 Emerging Mutual Fund

Emerging Markets financial ratios help investors to determine whether Emerging 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 Emerging with respect to the benefits of owning Emerging Markets security.
Investing Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Global Correlations
Find global opportunities by holding instruments from different markets
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments