Parametric Emerging Markets Fund Market Value
| ECEMX Fund | USD 19.43 0.02 0.10% |
| Symbol | Parametric |
Parametric Emerging '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 Parametric Emerging'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 Parametric Emerging.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Parametric Emerging on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Parametric Emerging Markets or generate 0.0% return on investment in Parametric Emerging over 90 days. Parametric Emerging is related to or competes with Eaton Vance, Eaton Vance, Eaton Vance, Eaton Vance, Eaton Vance, Eaton Vance, and Eaton Vance. The fund normally invests at least 80 percent of its net assets in equity securities of companies located in emerging ma... More
Parametric Emerging 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 Parametric Emerging'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 Parametric Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6284 | |||
| Information Ratio | 0.174 | |||
| Maximum Drawdown | 2.93 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 1.11 |
Parametric Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Parametric Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Parametric Emerging's standard deviation. In reality, there are many statistical measures that can use Parametric Emerging historical prices to predict the future Parametric Emerging's volatility.| Risk Adjusted Performance | 0.2277 | |||
| Jensen Alpha | 0.144 | |||
| Total Risk Alpha | 0.1184 | |||
| Sortino Ratio | 0.1649 | |||
| Treynor Ratio | 0.4599 |
Parametric Emerging February 24, 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 | 0.2277 | |||
| Market Risk Adjusted Performance | 0.4699 | |||
| Mean Deviation | 0.4519 | |||
| Semi Deviation | 0.1866 | |||
| Downside Deviation | 0.6284 | |||
| Coefficient Of Variation | 336.57 | |||
| Standard Deviation | 0.5956 | |||
| Variance | 0.3547 | |||
| Information Ratio | 0.174 | |||
| Jensen Alpha | 0.144 | |||
| Total Risk Alpha | 0.1184 | |||
| Sortino Ratio | 0.1649 | |||
| Treynor Ratio | 0.4599 | |||
| Maximum Drawdown | 2.93 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 0.3949 | |||
| Semi Variance | 0.0348 | |||
| Expected Short fall | (0.55) | |||
| Skewness | (0.42) | |||
| Kurtosis | 1.16 |
Parametric Emerging Backtested Returns
Parametric Emerging appears to be very steady, given 3 months investment horizon. Parametric Emerging maintains Sharpe Ratio (i.e., Efficiency) of 0.33, which implies the entity had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Parametric Emerging, which you can use to evaluate the volatility of the fund. Please evaluate Parametric Emerging's Coefficient Of Variation of 336.57, risk adjusted performance of 0.2277, and Semi Deviation of 0.1866 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.36, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Parametric Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parametric Emerging is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Parametric Emerging Markets has good predictability. Overlapping area represents the amount of predictability between Parametric Emerging time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 Parametric Emerging price movement. The serial correlation of 0.67 indicates that around 67.0% of current Parametric Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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 Parametric Mutual Fund
Parametric Emerging financial ratios help investors to determine whether Parametric 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 Parametric with respect to the benefits of owning Parametric Emerging security.
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