Vy Templeton Foreign Fund Market Value
| IFTAX Fund | USD 10.29 0.09 0.88% |
| Symbol | Vy(r) |
Vy(r) Templeton '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 Vy(r) Templeton'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 Vy(r) Templeton.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Vy(r) Templeton on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Vy Templeton Foreign or generate 0.0% return on investment in Vy(r) Templeton over 540 days. Vy(r) Templeton is related to or competes with Virtus Real, Tiaa-cref Real, Amg Managers, Deutsche Real, Jhancock Real, Columbia Real, and Us Real. The Portfolio invests primarily in equity securities included in the MSCI EAFE Value Index More
Vy(r) Templeton 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 Vy(r) Templeton'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 Vy Templeton Foreign upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 2.77 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 0.9699 |
Vy(r) Templeton Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vy(r) Templeton's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vy(r) Templeton's standard deviation. In reality, there are many statistical measures that can use Vy(r) Templeton historical prices to predict the future Vy(r) Templeton's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.37) |
Vy Templeton Foreign Backtested Returns
Vy Templeton Foreign retains Efficiency (Sharpe Ratio) of -0.0809, which indicates the fund had a -0.0809% return per unit of price deviation over the last 3 months. Vy(r) Templeton exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vy(r) Templeton's Standard Deviation of 0.6164, mean deviation of 0.4883, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vy(r) Templeton's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vy(r) Templeton is expected to be smaller as well.
Auto-correlation | 0.56 |
Modest predictability
Vy Templeton Foreign has modest predictability. Overlapping area represents the amount of predictability between Vy(r) Templeton time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vy Templeton Foreign price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Vy(r) Templeton price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Vy Templeton Foreign lagged returns against current returns
Autocorrelation, which is Vy(r) Templeton 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 Vy(r) Templeton's mutual fund expected returns. We can calculate the autocorrelation of Vy(r) Templeton returns to help us make a trade decision. For example, suppose you find that Vy(r) Templeton 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 |
Vy(r) Templeton 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 Vy(r) Templeton mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vy(r) Templeton mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vy(r) Templeton mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vy(r) Templeton Lagged Returns
When evaluating Vy(r) Templeton's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vy(r) Templeton mutual fund have on its future price. Vy(r) Templeton 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, Vy(r) Templeton autocorrelation shows the relationship between Vy(r) Templeton mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vy Templeton Foreign.
Regressed Prices |
| Timeline |
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 Vy(r) Mutual Fund
Vy(r) Templeton financial ratios help investors to determine whether Vy(r) 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 Vy(r) with respect to the benefits of owning Vy(r) Templeton security.
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