Davis International Fund Market Value
| DILAX Fund | USD 17.05 0.16 0.95% |
| Symbol | 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.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Davis International on November 22, 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 Chartwell Short, Calvert Short, Siit Ultra, Angel Oak, Franklin Federal, Vanguard Short-term, and Astor Long/short. 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 | 1.0 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.45 |
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 | 0.0323 | |||
| Jensen Alpha | 0.0196 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2084 |
Davis International February 20, 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 | 0.0323 | |||
| Market Risk Adjusted Performance | 0.2184 | |||
| Mean Deviation | 0.695 | |||
| Semi Deviation | 0.9486 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 2490.32 | |||
| Standard Deviation | 0.906 | |||
| Variance | 0.8209 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0196 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2084 | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.45 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.8998 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.08) | |||
| Kurtosis | (0.07) |
Davis International Backtested Returns
At this stage we consider Davis Mutual Fund to be very steady. Davis International secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Davis International Fund, which you can use to evaluate the volatility of the entity. Please confirm Davis International's Downside Deviation of 1.0, coefficient of variation of 2490.32, and Mean Deviation of 0.695 to check if the risk estimate we provide is consistent with the expected return of 0.13%. The fund shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. 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 | -0.63 |
Very good reverse predictability
Davis International Fund has very good reverse predictability. Overlapping area represents the amount of predictability between Davis International time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 -0.63 indicates that roughly 63.0% of current Davis International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 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.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |