Parametric International Equity Fund Price on September 23, 2024
| EAISX Fund | USD 14.65 0.11 0.76% |
Below is the normalized historical share price chart for Parametric International Equity extending back to April 01, 2010. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Parametric International stands at 14.65, as last reported on the 28th of November, with the highest price reaching 14.65 and the lowest price hitting 14.65 during the day.
If you're considering investing in Parametric Mutual Fund, it is important to understand the factors that can impact its price. Parametric International maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the entity had a -0.13% return per unit of risk over the last 3 months. Parametric International exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Parametric International's Risk Adjusted Performance of (0.09), coefficient of variation of (814.37), and Variance of 0.511 to confirm the risk estimate we provide.
Parametric Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Parametric |
Sharpe Ratio = -0.1268
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| Negative Returns | EAISX |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Parametric International is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Parametric International by adding Parametric International to a well-diversified portfolio.
Parametric International Valuation on September 23, 2024
It is possible to determine the worth of Parametric International on a given historical date. On September 23, 2024 Parametric was worth 15.57 at the beginning of the trading date compared to the closed value of 15.57. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Parametric International mutual fund. Still, in general, we apply an absolute valuation method to find Parametric International's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Parametric International where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Parametric International's related companies.
| Open | High | Low | Close | Volume | |
| 15.53 | 15.53 | 15.53 | 15.53 | 1.00 | |
09/23/2024 | 15.57 | 15.57 | 15.57 | 15.57 | 1.00 |
| 15.70 | 15.70 | 15.70 | 15.70 | 1.00 |
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Parametric International Trading Date Momentum on September 23, 2024
| On September 24 2024 Parametric International Equity was traded for 15.70 at the closing time. The highest daily price throughout the period was 15.70 and the lowest price was 15.70 . There was no trading activity during the period 1.0. Lack of trading volume on 09/24/2024 added to the next day price jump. The overall trading delta to closing price of the next trading day was 0.83% . The trading delta at closing time to current closing price is 0.39% . |
Parametric International Fundamentals Correlations and Trends
By evaluating Parametric International's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Parametric International's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Parametric financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Parametric International Mutual Fund history
Parametric International investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Parametric is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Parametric International will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Parametric International stock prices may prove useful in developing a viable investing in Parametric International
Under normal market conditions, the fund invests at least 80 percent of its net assets in a diversified portfolio of equity securities . It invests primarily in companies domiciled in and tied economically to one or more countries represented in the MSCI Europe, Australasia, Far East Index and may include securities trading in the form of depositary receipts.
Parametric International Mutual Fund Technical Analysis
Parametric International 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.
Price Boundaries
Parametric International Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
Parametric International Equity cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Parametric International November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how Parametric International mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Parametric International shares will generate the highest return on investment. By undertsting and applying Parametric International mutual fund market strength indicators, traders can identify Parametric International Equity entry and exit signals to maximize returns
Parametric International Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Parametric International's price direction in advance. Along with the technical and fundamental analysis of Parametric Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Parametric to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.38) |
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| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Parametric Mutual Fund
Parametric International financial ratios help investors to determine whether Parametric 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 Parametric with respect to the benefits of owning Parametric International security.
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