Msif Intl Equity Fund Market Value
| MSECX Fund | USD 6.10 0.01 0.16% |
| Symbol | Msif |
Msif Intl '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 Msif Intl'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 Msif Intl.
| 10/22/2024 |
| 01/15/2026 |
If you would invest 0.00 in Msif Intl on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Msif Intl Equity or generate 0.0% return on investment in Msif Intl over 450 days. Msif Intl is related to or competes with T Rowe, Pace Large, Rational Strategic, T Rowe, Astor Star, Nationwide Growth, and Rbb Fund. Under normal circumstances, at least 80 percent of the funds assets will be invested in equity securities More
Msif Intl 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 Msif Intl'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 Msif Intl Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 49.94 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.54 |
Msif Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif Intl's standard deviation. In reality, there are many statistical measures that can use Msif Intl historical prices to predict the future Msif Intl's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | (1.57) | |||
| Treynor Ratio | (0.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msif Intl'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.
Msif Intl Equity Backtested Returns
Msif Intl Equity has Sharpe Ratio of -0.12, which conveys that the entity had a -0.12 % return per unit of risk over the last 3 months. Msif Intl exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Msif Intl's Standard Deviation of 5.93, mean deviation of 1.56, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 1.92, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Msif Intl will likely underperform.
Auto-correlation | -0.31 |
Poor reverse predictability
Msif Intl Equity has poor reverse predictability. Overlapping area represents the amount of predictability between Msif Intl time series from 22nd of October 2024 to 4th of June 2025 and 4th of June 2025 to 15th of January 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 Msif Intl Equity price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Msif Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 2.85 |
Msif Intl Equity lagged returns against current returns
Autocorrelation, which is Msif Intl 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 Msif Intl's mutual fund expected returns. We can calculate the autocorrelation of Msif Intl returns to help us make a trade decision. For example, suppose you find that Msif Intl 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 |
Msif Intl 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 Msif Intl mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif Intl mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msif Intl mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif Intl Lagged Returns
When evaluating Msif Intl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif Intl mutual fund have on its future price. Msif Intl 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, Msif Intl autocorrelation shows the relationship between Msif Intl mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif Intl Equity.
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 Msif Mutual Fund
Msif Intl financial ratios help investors to determine whether Msif 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 Msif with respect to the benefits of owning Msif Intl security.
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