Martin Currie Emerging Fund Market Value
| MCEIX Fund | USD 18.94 0.27 1.45% |
| Symbol | Martin |
Martin Currie '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 Martin Currie'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 Martin Currie.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Martin Currie on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Martin Currie Emerging or generate 0.0% return on investment in Martin Currie over 90 days. Martin Currie is related to or competes with Martin Currie, Martin Currie, Utilities Fund, Heartland Value, Small Cap, Prudential Jennison, and Prudential Jennison. Under normal market conditions, the fund pursues its objective by investing at least 80 percent of its net assets plus b... More
Martin Currie 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 Martin Currie'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 Martin Currie Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8702 | |||
| Information Ratio | 0.0581 | |||
| Maximum Drawdown | 4.35 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.69 |
Martin Currie Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Martin Currie's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Martin Currie's standard deviation. In reality, there are many statistical measures that can use Martin Currie historical prices to predict the future Martin Currie's volatility.| Risk Adjusted Performance | 0.122 | |||
| Jensen Alpha | 0.0807 | |||
| Total Risk Alpha | 0.0395 | |||
| Sortino Ratio | 0.0657 | |||
| Treynor Ratio | 0.194 |
Martin Currie February 9, 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 | 0.122 | |||
| Market Risk Adjusted Performance | 0.204 | |||
| Mean Deviation | 0.7583 | |||
| Semi Deviation | 0.7317 | |||
| Downside Deviation | 0.8702 | |||
| Coefficient Of Variation | 670.67 | |||
| Standard Deviation | 0.9848 | |||
| Variance | 0.9698 | |||
| Information Ratio | 0.0581 | |||
| Jensen Alpha | 0.0807 | |||
| Total Risk Alpha | 0.0395 | |||
| Sortino Ratio | 0.0657 | |||
| Treynor Ratio | 0.194 | |||
| Maximum Drawdown | 4.35 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 0.7573 | |||
| Semi Variance | 0.5353 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.4175 | |||
| Kurtosis | 0.631 |
Martin Currie Emerging Backtested Returns
At this stage we consider Martin Mutual Fund to be very steady. Martin Currie Emerging has Sharpe Ratio of 0.18, which conveys that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Martin Currie, which you can use to evaluate the volatility of the fund. Please verify Martin Currie's Downside Deviation of 0.8702, mean deviation of 0.7583, and Risk Adjusted Performance of 0.122 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The fund secures a Beta (Market Risk) of 0.71, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Martin Currie's returns are expected to increase less than the market. However, during the bear market, the loss of holding Martin Currie is expected to be smaller as well.
Auto-correlation | -0.02 |
Very weak reverse predictability
Martin Currie Emerging has very weak reverse predictability. Overlapping area represents the amount of predictability between Martin Currie time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Martin Currie Emerging price movement. The serial correlation of -0.02 indicates that only 2.0% of current Martin Currie price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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 Martin Mutual Fund
Martin Currie financial ratios help investors to determine whether Martin 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 Martin with respect to the benefits of owning Martin Currie security.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |