International Value Fund Market Value
| ACEVX Fund | USD 10.93 0.08 0.74% |
| Symbol | International |
International Value '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 International Value'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 International Value.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in International Value on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding International Value Fund or generate 0.0% return on investment in International Value over 30 days. International Value is related to or competes with Janus High, Janus High, Janus High, Mfs Blended, Janus High, Dreyfus Midcap, and Royce Opportunity. In selecting stocks for the fund, the portfolio managers will normally invest at least 65 percent of net assets in secur... More
International Value 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 International Value'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 International Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.14 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.19 |
International Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Value's standard deviation. In reality, there are many statistical measures that can use International Value historical prices to predict the future International Value's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.02) |
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 Backtested Returns
At this stage we consider International Mutual Fund to be not too volatile. International Value holds Efficiency (Sharpe) Ratio of 0.0122, which attests that the entity had a 0.0122 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for International Value, which you can use to evaluate the volatility of the entity. Please check out International Value's Market Risk Adjusted Performance of (0.01), insignificant risk adjusted performance, and Standard Deviation of 1.24 to validate if the risk estimate we provide is consistent with the expected return of 0.0155%. The fund retains a Market Volatility (i.e., Beta) of 0.87, which attests to possible diversification benefits within a given portfolio. International Value returns are very sensitive to returns on the market. As the market goes up or down, International Value is expected to follow.
Auto-correlation | -0.51 |
Good reverse predictability
International Value Fund has good reverse predictability. Overlapping area represents the amount of predictability between International Value time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of International Value price movement. The serial correlation of -0.51 indicates that about 51.0% of current International Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
International Value lagged returns against current returns
Autocorrelation, which is International Value 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 International Value's mutual fund expected returns. We can calculate the autocorrelation of International Value returns to help us make a trade decision. For example, suppose you find that International Value 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 |
International Value 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 International Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Value Lagged Returns
When evaluating International Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Value mutual fund have on its future price. International Value 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, International Value autocorrelation shows the relationship between International Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International Value Fund.
Regressed Prices |
| Timeline |
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 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.
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