International E Equity Fund Market Value
| DFIEX Fund | USD 20.48 0.19 0.94% |
| Symbol | International |
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 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 International.
| 12/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in International on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding International E Equity or generate 0.0% return on investment in International over 30 days. International is related to or competes with Us E, Us E, Emerging Markets, Fidelity Otc, Midcap Fund, Schwab Total, and Strategic Advisers. The fund purchases a broad and diverse group of securities of non-U.S More
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 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 International E Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7946 | |||
| Information Ratio | 0.0235 | |||
| Maximum Drawdown | 2.72 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.19 |
International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International's standard deviation. In reality, there are many statistical measures that can use International historical prices to predict the future International's volatility.| Risk Adjusted Performance | 0.0817 | |||
| Jensen Alpha | 0.0679 | |||
| Total Risk Alpha | 0.016 | |||
| Sortino Ratio | 0.0213 | |||
| Treynor Ratio | 0.8132 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 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.
International E Equity Backtested Returns
At this stage we consider International Mutual Fund to be very steady. International E Equity holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for International E Equity, which you can use to evaluate the volatility of the entity. Please check out International's Risk Adjusted Performance of 0.0817, downside deviation of 0.7946, and Market Risk Adjusted Performance of 0.8232 to validate if the risk estimate we provide is consistent with the expected return of 0.0991%. The fund retains a Market Volatility (i.e., Beta) of 0.0896, which attests to not very significant fluctuations relative to the market. As returns on the market increase, International's returns are expected to increase less than the market. However, during the bear market, the loss of holding International is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
International E Equity has poor predictability. Overlapping area represents the amount of predictability between International time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th of January 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 International E Equity price movement. The serial correlation of 0.25 indicates that over 25.0% of current International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
International E Equity lagged returns against current returns
Autocorrelation, which is International 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's mutual fund expected returns. We can calculate the autocorrelation of International returns to help us make a trade decision. For example, suppose you find that International 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International 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 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Lagged Returns
When evaluating International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International mutual fund have on its future price. International 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 autocorrelation shows the relationship between International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International E Equity.
Regressed Prices |
| Timeline |
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Other Information on Investing in International Mutual Fund
International 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 security.
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