Global Franchise Portfolio Fund Market Value
| MSFAX Fund | USD 29.37 0.28 0.94% |
| Symbol | Global |
Global Franchise '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 Franchise'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 Franchise.
| 03/10/2025 |
| 01/04/2026 |
If you would invest 0.00 in Global Franchise on March 10, 2025 and sell it all today you would earn a total of 0.00 from holding Global Franchise Portfolio or generate 0.0% return on investment in Global Franchise over 300 days. Global Franchise is related to or competes with Global Franchise, Global Franchise, Gmo Emerging, Columbia Select, Merger Fund, Merger Fund, and Touchstone Sands. Under normal market conditions, the fund invests in securities of issuers from at least three different countries, which... More
Global Franchise 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 Franchise'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 Franchise Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6693 | |||
| Information Ratio | 0.0483 | |||
| Maximum Drawdown | 15.15 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 0.9192 |
Global Franchise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Franchise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Franchise's standard deviation. In reality, there are many statistical measures that can use Global Franchise historical prices to predict the future Global Franchise's volatility.| Risk Adjusted Performance | 0.0654 | |||
| Jensen Alpha | 0.1306 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1354 | |||
| Treynor Ratio | 0.5134 |
Global Franchise Por Backtested Returns
At this stage we consider Global Mutual Fund to be very steady. Global Franchise Por holds Efficiency (Sharpe) Ratio of 0.0848, which attests that the entity had a 0.0848 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Global Franchise Por, which you can use to evaluate the volatility of the entity. Please check out Global Franchise's Risk Adjusted Performance of 0.0654, market risk adjusted performance of 0.5234, and Downside Deviation of 0.6693 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. The fund retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Global Franchise's returns are expected to increase less than the market. However, during the bear market, the loss of holding Global Franchise is expected to be smaller as well.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Global Franchise Portfolio has insignificant reverse predictability. Overlapping area represents the amount of predictability between Global Franchise time series from 10th of March 2025 to 7th of August 2025 and 7th of August 2025 to 4th 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 Global Franchise Por price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Global Franchise price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 1.55 |
Global Franchise Por lagged returns against current returns
Autocorrelation, which is Global Franchise 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 Global Franchise's mutual fund expected returns. We can calculate the autocorrelation of Global Franchise returns to help us make a trade decision. For example, suppose you find that Global Franchise 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 |
Global Franchise 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 Global Franchise mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Franchise mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Franchise mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Global Franchise Lagged Returns
When evaluating Global Franchise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Franchise mutual fund have on its future price. Global Franchise 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, Global Franchise autocorrelation shows the relationship between Global Franchise mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Global Franchise Portfolio.
Regressed Prices |
| Timeline |
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Other Information on Investing in Global Mutual Fund
Global Franchise 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 Franchise security.
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