Domini Impact International Fund Market Value
| DOMOX Fund | USD 12.24 0.00 0.00% |
| Symbol | Domini |
Domini Impact '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 Domini Impact'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 Domini Impact.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Domini Impact on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Domini Impact International or generate 0.0% return on investment in Domini Impact over 90 days. Domini Impact is related to or competes with Virtus Kar, T Rowe, 1919 Socially, Wcm Focused, Sit Emerging, Sound Shore, and Hartford Schroders. The fund primarily invests in mid- and large- capitalization companies located in Europe, the Asia-Pacific region, and t... More
Domini Impact 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 Domini Impact'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 Domini Impact International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8258 | |||
| Information Ratio | 0.1499 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.41 |
Domini Impact Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Domini Impact's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Domini Impact's standard deviation. In reality, there are many statistical measures that can use Domini Impact historical prices to predict the future Domini Impact's volatility.| Risk Adjusted Performance | 0.1654 | |||
| Jensen Alpha | 0.1548 | |||
| Total Risk Alpha | 0.1185 | |||
| Sortino Ratio | 0.1434 | |||
| Treynor Ratio | 21.53 |
Domini Impact February 19, 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 | 0.1654 | |||
| Market Risk Adjusted Performance | 21.54 | |||
| Mean Deviation | 0.6116 | |||
| Semi Deviation | 0.5602 | |||
| Downside Deviation | 0.8258 | |||
| Coefficient Of Variation | 478.42 | |||
| Standard Deviation | 0.7896 | |||
| Variance | 0.6234 | |||
| Information Ratio | 0.1499 | |||
| Jensen Alpha | 0.1548 | |||
| Total Risk Alpha | 0.1185 | |||
| Sortino Ratio | 0.1434 | |||
| Treynor Ratio | 21.53 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.41 | |||
| Downside Variance | 0.6819 | |||
| Semi Variance | 0.3138 | |||
| Expected Short fall | (0.74) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.2177 |
Domini Impact Intern Backtested Returns
Domini Impact appears to be very steady, given 3 months investment horizon. Domini Impact Intern secures Sharpe Ratio (or Efficiency) of 0.35, which denotes the fund had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Domini Impact International, which you can use to evaluate the volatility of the entity. Please utilize Domini Impact's Downside Deviation of 0.8258, coefficient of variation of 478.42, and Mean Deviation of 0.6116 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.0072, which means not very significant fluctuations relative to the market. As returns on the market increase, Domini Impact's returns are expected to increase less than the market. However, during the bear market, the loss of holding Domini Impact is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Domini Impact International has good predictability. Overlapping area represents the amount of predictability between Domini Impact time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th 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 Domini Impact Intern price movement. The serial correlation of 0.79 indicates that around 79.0% of current Domini Impact price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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 Domini Mutual Fund
Domini Impact financial ratios help investors to determine whether Domini 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 Domini with respect to the benefits of owning Domini Impact security.
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