Mexico Equity And Fund Market Value
| MXE Fund | USD 13.41 0.09 0.68% |
| Symbol | Mexico |
Mexico Equity '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 Mexico Equity's 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 Mexico Equity.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Mexico Equity on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Mexico Equity And or generate 0.0% return on investment in Mexico Equity over 90 days. Mexico Equity is related to or competes with First Trust, Amg Managers, Scharf Balanced, Riverpark Large, Nuveen Large, Nuveen Large, and Amg River. Mexico Equity Income Fund Inc. is a closed ended balanced mutual fund launched and managed by Pichardo Asset Management,... More
Mexico Equity 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 Mexico Equity's 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 Mexico Equity And upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7638 | |||
| Information Ratio | 0.2113 | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.9 |
Mexico Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mexico Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mexico Equity's standard deviation. In reality, there are many statistical measures that can use Mexico Equity historical prices to predict the future Mexico Equity's volatility.| Risk Adjusted Performance | 0.2221 | |||
| Jensen Alpha | 0.2452 | |||
| Total Risk Alpha | 0.1756 | |||
| Sortino Ratio | 0.2526 | |||
| Treynor Ratio | 1.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mexico Equity'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.
Mexico Equity January 27, 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 | 0.2221 | |||
| Market Risk Adjusted Performance | 1.01 | |||
| Mean Deviation | 0.7218 | |||
| Semi Deviation | 0.3237 | |||
| Downside Deviation | 0.7638 | |||
| Coefficient Of Variation | 333.32 | |||
| Standard Deviation | 0.9129 | |||
| Variance | 0.8334 | |||
| Information Ratio | 0.2113 | |||
| Jensen Alpha | 0.2452 | |||
| Total Risk Alpha | 0.1756 | |||
| Sortino Ratio | 0.2526 | |||
| Treynor Ratio | 1.0 | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.9 | |||
| Downside Variance | 0.5834 | |||
| Semi Variance | 0.1048 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 0.4192 | |||
| Kurtosis | 0.421 |
Mexico Equity And Backtested Returns
Mexico Equity appears to be very steady, given 3 months investment horizon. Mexico Equity And has Sharpe Ratio of 0.27, which conveys that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mexico Equity, which you can use to evaluate the volatility of the fund. Please exercise Mexico Equity's Risk Adjusted Performance of 0.2221, mean deviation of 0.7218, and Downside Deviation of 0.7638 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mexico Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mexico Equity is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Mexico Equity And has very good predictability. Overlapping area represents the amount of predictability between Mexico Equity time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Mexico Equity And price movement. The serial correlation of 0.82 indicates that around 82.0% of current Mexico Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Mexico Fund
Mexico Equity financial ratios help investors to determine whether Mexico 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 Mexico with respect to the benefits of owning Mexico Equity security.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |