Ivy Emerging Markets Fund Market Value
| IPOIX Fund | USD 19.97 0.03 0.15% |
| Symbol | Ivy |
Ivy 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 Ivy 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 Ivy Emerging.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Ivy Emerging on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Ivy Emerging Markets or generate 0.0% return on investment in Ivy Emerging over 30 days. Ivy Emerging is related to or competes with Origin Emerging, Vanguard Developed, Ab All, Doubleline Emerging, Siit Emerging, and Goldman Sachs. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities, primarily comm... More
Ivy 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 Ivy 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 Ivy Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 4.42 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.5 |
Ivy Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ivy Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ivy Emerging's standard deviation. In reality, there are many statistical measures that can use Ivy Emerging historical prices to predict the future Ivy Emerging's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.1) |
Ivy Emerging Markets Backtested Returns
At this stage we consider Ivy Mutual Fund to be very steady. Ivy Emerging Markets holds Efficiency (Sharpe) Ratio of 0.0106, which attests that the entity had a 0.0106% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Ivy Emerging Markets, which you can use to evaluate the volatility of the entity. Please check out Ivy Emerging's Market Risk Adjusted Performance of (0.09), standard deviation of 0.92, and Risk Adjusted Performance of (0.02) to validate if the risk estimate we provide is consistent with the expected return of 0.0095%. The fund retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ivy Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ivy Emerging is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
Ivy Emerging Markets has poor predictability. Overlapping area represents the amount of predictability between Ivy Emerging time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 Ivy Emerging Markets price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Ivy Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ivy Emerging Markets lagged returns against current returns
Autocorrelation, which is Ivy Emerging 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 Ivy Emerging's mutual fund expected returns. We can calculate the autocorrelation of Ivy Emerging returns to help us make a trade decision. For example, suppose you find that Ivy Emerging 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 |
Ivy Emerging 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 Ivy Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ivy Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ivy Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ivy Emerging Lagged Returns
When evaluating Ivy Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ivy Emerging mutual fund have on its future price. Ivy Emerging 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, Ivy Emerging autocorrelation shows the relationship between Ivy Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ivy Emerging Markets.
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 Ivy Mutual Fund
Ivy Emerging financial ratios help investors to determine whether Ivy 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 Ivy with respect to the benefits of owning Ivy Emerging security.
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