International Value Fund Probability of Future Mutual Fund Price Finishing Over 8.73
| ACVDX Fund | USD 8.73 0.03 0.34% |
International |
International Value Target Price Odds to finish over 8.73
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 move above the current price in 90 days |
| 8.73 | 90 days | 8.73 | roughly 97.0 |
Based on a normal probability distribution, the odds of International Value to move above the current price in 90 days from now is roughly 97.0 (This International Value Fund probability density function shows the probability of International Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon International Value has a beta of 0.4. This suggests as returns on the market go up, International Value average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding International Value Fund will be expected to be much smaller as well. Additionally International Value Fund has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. International Value Price Density |
| Price |
Predictive Modules for International Value
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 Value. 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 Value'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.
International Value Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. International Value is not an exception. The market had few large corrections towards the International Value's 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 Value Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of International Value within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.13 | |
β | Beta against Dow Jones | 0.40 | |
σ | Overall volatility | 0.18 | |
Ir | Information ratio | -0.25 |
International Value 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 Value for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for International Value can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| International Value generated a negative expected return over the last 90 days | |
| The fund holds 97.8% of its assets under management (AUM) in equities |
International Value Technical Analysis
International Value's 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 Value Fund. In general, you should focus on analyzing International Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
International Value Predictive Forecast Models
International Value's time-series forecasting models is one of many International Value's 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 Value's 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 Value
Checking the ongoing alerts about International Value for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for International Value help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| International Value generated a negative expected return over the last 90 days | |
| The fund holds 97.8% of its assets under management (AUM) in equities |
Other Information on Investing in International Mutual Fund
International Value financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Value security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios |