Davis International Fund Net Income
| DILYX Fund | USD 16.97 0.05 0.29% |
As of the 3rd of February, Davis International shows the Mean Deviation of 0.6802, downside deviation of 1.03, and Coefficient Of Variation of 1304.77. Davis International technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices.
Davis International's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Davis International's valuation are provided below:Davis International Fund does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Davis |
Davis International '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 Davis International'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 Davis International.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Davis International on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Davis International Fund or generate 0.0% return on investment in Davis International over 90 days. Davis International is related to or competes with Davis Government, Davis International, Davis Real, Davis International, Davis Real, and Davis New. The fund will invest significantly in issuers organized or located outside of the U.S More
Davis International 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 Davis International'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 Davis International Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0163 | |||
| Maximum Drawdown | 4.23 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.47 |
Davis International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davis International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davis International's standard deviation. In reality, there are many statistical measures that can use Davis International historical prices to predict the future Davis International's volatility.| Risk Adjusted Performance | 0.0582 | |||
| Jensen Alpha | 0.0257 | |||
| Total Risk Alpha | 0.0031 | |||
| Sortino Ratio | 0.0147 | |||
| Treynor Ratio | 0.0792 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Davis International'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.
Davis International February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0582 | |||
| Market Risk Adjusted Performance | 0.0892 | |||
| Mean Deviation | 0.6802 | |||
| Semi Deviation | 0.8978 | |||
| Downside Deviation | 1.03 | |||
| Coefficient Of Variation | 1304.77 | |||
| Standard Deviation | 0.9245 | |||
| Variance | 0.8546 | |||
| Information Ratio | 0.0163 | |||
| Jensen Alpha | 0.0257 | |||
| Total Risk Alpha | 0.0031 | |||
| Sortino Ratio | 0.0147 | |||
| Treynor Ratio | 0.0792 | |||
| Maximum Drawdown | 4.23 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.47 | |||
| Downside Variance | 1.05 | |||
| Semi Variance | 0.8061 | |||
| Expected Short fall | (0.69) | |||
| Skewness | (0.16) | |||
| Kurtosis | 0.7163 |
Davis International Backtested Returns
At this stage we consider Davis Mutual Fund to be very steady. Davis International secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Davis International Fund, which you can use to evaluate the volatility of the entity. Please confirm Davis International's Coefficient Of Variation of 1304.77, mean deviation of 0.6802, and Downside Deviation of 1.03 to check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 0.77, which means possible diversification benefits within a given portfolio. As returns on the market increase, Davis International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Davis International is expected to be smaller as well.
Auto-correlation | -0.42 |
Modest reverse predictability
Davis International Fund has modest reverse predictability. Overlapping area represents the amount of predictability between Davis International time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Davis International price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Davis International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Davis International Fund reported net income of 0.0. This indicator is about the same for the Davis Funds average (which is currently at 0.0) family and about the same as Foreign Large Blend (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Davis Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Davis International's current stock value. Our valuation model uses many indicators to compare Davis International value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Davis International competition to find correlations between indicators driving Davis International's intrinsic value. More Info.Davis International Fund is rated # 5 fund in price to earning among similar funds. It also is rated # 5 fund in price to book among similar funds fabricating about 0.10 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Davis International Fund is roughly 9.55 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Davis International's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Davis International
The fund consists of 83.02% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Davis International's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Davis Fundamentals
| Price To Earning | 20.25 X | ||||
| Price To Book | 2.12 X | ||||
| Price To Sales | 1.48 X | ||||
| Total Asset | 231.77 M | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 4.65 % | ||||
| One Year Return | 35.55 % | ||||
| Three Year Return | 15.94 % | ||||
| Five Year Return | 3.92 % | ||||
| Ten Year Return | 5.49 % | ||||
| Net Asset | 265.05 M | ||||
| Minimum Initial Investment | 5 M | ||||
| Last Dividend Paid | 0.01 | ||||
| Cash Position Weight | 10.40 % | ||||
| Equity Positions Weight | 83.02 % |
About Davis International Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Davis International Fund's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Davis International using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Davis International Fund based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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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 Davis Mutual Fund
Davis International financial ratios help investors to determine whether Davis 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 Davis with respect to the benefits of owning Davis International security.
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