Putnam Emerging Markets Fund Market Value
| PEMMX Fund | USD 18.32 0.03 0.16% |
| Symbol | Putnam |
Putnam Emerging '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 Putnam Emerging'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 Putnam Emerging.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Putnam Emerging on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Putnam Emerging Markets or generate 0.0% return on investment in Putnam Emerging over 180 days. Putnam Emerging is related to or competes with Matthews Asia, Dreyfus Natural, Eaton Vance, Blackrock Glbl, Blackrock Glbl, and Matthews China. The fund invests mainly in common stocks of emerging market companies of any size that the advisor believes have favorab... More
Putnam Emerging 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 Putnam Emerging'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 Putnam Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8768 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.48 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.36 |
Putnam Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Putnam Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Putnam Emerging's standard deviation. In reality, there are many statistical measures that can use Putnam Emerging historical prices to predict the future Putnam Emerging's volatility.| Risk Adjusted Performance | 0.0353 | |||
| Jensen Alpha | 0.0227 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2519 |
Putnam Emerging Markets Backtested Returns
At this stage we consider Putnam Mutual Fund to be very steady. Putnam Emerging Markets maintains Sharpe Ratio (i.e., Efficiency) of 0.07, which implies the entity had a 0.07 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Putnam Emerging Markets, which you can use to evaluate the volatility of the fund. Please check Putnam Emerging's Semi Deviation of 0.8387, risk adjusted performance of 0.0353, and Coefficient Of Variation of 2113.93 to confirm if the risk estimate we provide is consistent with the expected return of 0.0621%. The fund holds a Beta of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, Putnam Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Putnam Emerging is expected to be smaller as well.
Auto-correlation | 0.03 |
Virtually no predictability
Putnam Emerging Markets has virtually no predictability. Overlapping area represents the amount of predictability between Putnam Emerging time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Putnam Emerging Markets price movement. The serial correlation of 0.03 indicates that only 3.0% of current Putnam Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Putnam Emerging Markets lagged returns against current returns
Autocorrelation, which is Putnam Emerging 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 Putnam Emerging's mutual fund expected returns. We can calculate the autocorrelation of Putnam Emerging returns to help us make a trade decision. For example, suppose you find that Putnam Emerging 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 |
Putnam Emerging 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 Putnam Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Putnam Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Putnam Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Putnam Emerging Lagged Returns
When evaluating Putnam Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Putnam Emerging mutual fund have on its future price. Putnam Emerging 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, Putnam Emerging autocorrelation shows the relationship between Putnam Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Putnam Emerging Markets.
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 Putnam Mutual Fund
Putnam Emerging financial ratios help investors to determine whether Putnam 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 Putnam with respect to the benefits of owning Putnam Emerging security.
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