Emerging Markets Portfolio Fund Market Value
| MSELX Fund | USD 13.41 0.10 0.74% |
| Symbol | Emerging |
Emerging Markets '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 Emerging Markets' 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 Emerging Markets.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Emerging Markets on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Emerging Markets Portfolio or generate 0.0% return on investment in Emerging Markets over 90 days. Emerging Markets is related to or competes with Emerging Markets, Global Fixed, Global Core, Global Core, Global Concentrated, Global E, and Global E. The fund seeks to maximize returns by investing primarily in quality growth-oriented equity securities in emerging marke... More
Emerging Markets 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 Emerging Markets' 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 Emerging Markets Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 54.41 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.85 |
Emerging Markets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emerging Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emerging Markets' standard deviation. In reality, there are many statistical measures that can use Emerging Markets historical prices to predict the future Emerging Markets' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.64) | |||
| Total Risk Alpha | (0.92) | |||
| Treynor Ratio | (0.97) |
Emerging Markets 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 | (0.06) | |||
| Market Risk Adjusted Performance | (0.96) | |||
| Mean Deviation | 1.89 | |||
| Coefficient Of Variation | (1,112) | |||
| Standard Deviation | 6.71 | |||
| Variance | 45.02 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | (0.64) | |||
| Total Risk Alpha | (0.92) | |||
| Treynor Ratio | (0.97) | |||
| Maximum Drawdown | 54.41 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.85 | |||
| Skewness | (7.76) | |||
| Kurtosis | 61.91 |
Emerging Markets Por Backtested Returns
Emerging Markets Por secures Sharpe Ratio (or Efficiency) of -0.0984, which denotes the fund had a -0.0984 % return per unit of risk over the last 3 months. Emerging Markets Portfolio exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Emerging Markets' Mean Deviation of 1.89, variance of 45.02, and Standard Deviation of 6.71 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.63, which means possible diversification benefits within a given portfolio. As returns on the market increase, Emerging Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Emerging Markets is expected to be smaller as well.
Auto-correlation | -0.6 |
Good reverse predictability
Emerging Markets Portfolio has good reverse predictability. Overlapping area represents the amount of predictability between Emerging Markets 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 Emerging Markets Por price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Emerging Markets price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 Emerging Mutual Fund
Emerging Markets financial ratios help investors to determine whether Emerging 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 Emerging with respect to the benefits of owning Emerging Markets security.
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