Domini Impact International Fund Market Value
| DOMYX Fund | USD 11.85 0.10 0.84% |
| 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.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Domini Impact on November 3, 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 Growth Strategy, Federated Emerging, Artisan Emerging, Franklin Emerging, Calvert Emerging, Eagle Mlp, and Dws Emerging. Under normal circumstances, the fund primarily invests in mid- and large- capitalization companies located in Europe, th... 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 | 0.8593 | |||
| Information Ratio | 0.1249 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.4 |
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 | 0.1333 | |||
| Jensen Alpha | 0.1244 | |||
| Total Risk Alpha | 0.0937 | |||
| Sortino Ratio | 0.1115 | |||
| Treynor Ratio | 0.7152 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Domini Impact'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.
Domini Impact February 1, 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 | 0.1333 | |||
| Market Risk Adjusted Performance | 0.7252 | |||
| Mean Deviation | 0.597 | |||
| Semi Deviation | 0.6392 | |||
| Downside Deviation | 0.8593 | |||
| Coefficient Of Variation | 545.06 | |||
| Standard Deviation | 0.7671 | |||
| Variance | 0.5885 | |||
| Information Ratio | 0.1249 | |||
| Jensen Alpha | 0.1244 | |||
| Total Risk Alpha | 0.0937 | |||
| Sortino Ratio | 0.1115 | |||
| Treynor Ratio | 0.7152 | |||
| Maximum Drawdown | 3.35 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.7384 | |||
| Semi Variance | 0.4085 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.36) | |||
| Kurtosis | 0.1206 |
Domini Impact Intern Backtested Returns
At this stage we consider Domini Mutual Fund to be slightly risky. Domini Impact Intern secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Domini Impact International, which you can use to evaluate the volatility of the entity. Please confirm Domini Impact's Downside Deviation of 0.8593, coefficient of variation of 545.06, and Mean Deviation of 0.597 to check if the risk estimate we provide is consistent with the expected return of 0.14%. The fund shows a Beta (market volatility) of 0.18, 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 | 0.44 |
Average predictability
Domini Impact International has average predictability. Overlapping area represents the amount of predictability between Domini Impact time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 0.44 indicates that just about 44.0% of current Domini Impact price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |