International Equity Index Fund Market Value
| PIDIX Fund | USD 14.99 0.30 1.96% |
| Symbol | International |
International 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 International Equity'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 International Equity.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in International Equity on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding International Equity Index or generate 0.0% return on investment in International Equity over 90 days. International Equity is related to or competes with Strategic Asset, Strategic Asset, Strategic Asset, Strategic Asset, Strategic Asset, International Small, and Strategic Asset. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in securities that ... More
International 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 International Equity'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 International Equity Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7996 | |||
| Information Ratio | 0.1704 | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.49 |
International Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Equity's standard deviation. In reality, there are many statistical measures that can use International Equity historical prices to predict the future International Equity's volatility.| Risk Adjusted Performance | 0.2116 | |||
| Jensen Alpha | 0.1556 | |||
| Total Risk Alpha | 0.13 | |||
| Sortino Ratio | 0.1623 | |||
| Treynor Ratio | 0.3156 |
International Equity March 3, 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 | 0.2116 | |||
| Market Risk Adjusted Performance | 0.3256 | |||
| Mean Deviation | 0.5691 | |||
| Semi Deviation | 0.4186 | |||
| Downside Deviation | 0.7996 | |||
| Coefficient Of Variation | 361.41 | |||
| Standard Deviation | 0.7616 | |||
| Variance | 0.5801 | |||
| Information Ratio | 0.1704 | |||
| Jensen Alpha | 0.1556 | |||
| Total Risk Alpha | 0.13 | |||
| Sortino Ratio | 0.1623 | |||
| Treynor Ratio | 0.3156 | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 0.6394 | |||
| Semi Variance | 0.1753 | |||
| Expected Short fall | (0.65) | |||
| Skewness | (0.13) | |||
| Kurtosis | 0.794 |
International Equity Backtested Returns
At this stage we consider International Mutual Fund to be very steady. International Equity holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for International Equity, which you can use to evaluate the volatility of the entity. Please check out International Equity's Market Risk Adjusted Performance of 0.3256, risk adjusted performance of 0.2116, and Downside Deviation of 0.7996 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. The fund retains a Market Volatility (i.e., Beta) of 0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Equity is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
International Equity Index has very good predictability. Overlapping area represents the amount of predictability between International Equity time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd 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 International Equity price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current International Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
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 International Mutual Fund
International Equity financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Equity security.
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