Global E Portfolio Fund Market Value
| MLMSX Fund | USD 23.86 0.24 1.02% |
| Symbol | Global |
Global E '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 Global E'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 Global E.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Global E on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Global E Portfolio or generate 0.0% return on investment in Global E over 90 days. Global E is related to or competes with Mfs Core, American Beacon, Lazard International, Fidelity Worldwide, Wells Fargo, Fidelity Worldwide, and Fuller Thaler. The Adviser seeks to achieve the funds investment objective by investing primarily in U.S More
Global E 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 Global E'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 Global E Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9731 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.14 |
Global E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global E's standard deviation. In reality, there are many statistical measures that can use Global E historical prices to predict the future Global E's volatility.| Risk Adjusted Performance | 0.036 | |||
| Jensen Alpha | 6.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0348 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global E'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.
Global E March 5, 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 | 0.036 | |||
| Market Risk Adjusted Performance | 0.0448 | |||
| Mean Deviation | 0.6748 | |||
| Semi Deviation | 0.9164 | |||
| Downside Deviation | 0.9731 | |||
| Coefficient Of Variation | 2174.64 | |||
| Standard Deviation | 0.8798 | |||
| Variance | 0.7741 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 6.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0348 | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.9469 | |||
| Semi Variance | 0.8398 | |||
| Expected Short fall | (0.66) | |||
| Skewness | (0.25) | |||
| Kurtosis | 0.8563 |
Global E Portfolio Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global E Portfolio holds Efficiency (Sharpe) Ratio of 0.0344, which attests that the entity had a 0.0344 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Global E Portfolio, which you can use to evaluate the volatility of the entity. Please check out Global E's Market Risk Adjusted Performance of 0.0448, risk adjusted performance of 0.036, and Downside Deviation of 0.9731 to validate if the risk estimate we provide is consistent with the expected return of 0.0316%. The fund retains a Market Volatility (i.e., Beta) of 0.88, which attests to possible diversification benefits within a given portfolio. Global E returns are very sensitive to returns on the market. As the market goes up or down, Global E is expected to follow.
Auto-correlation | -0.3 |
Weak reverse predictability
Global E Portfolio has weak reverse predictability. Overlapping area represents the amount of predictability between Global E time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 Global E Portfolio price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Global E price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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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 Global Mutual Fund
Global E financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global E security.
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