Origin Emerging Markets Fund Market Value
| POEFX Fund | USD 10.20 0.03 0.29% |
| Symbol | Origin |
Origin 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 Origin 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 Origin Emerging.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Origin Emerging on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Origin Emerging Markets or generate 0.0% return on investment in Origin Emerging over 540 days. Origin Emerging is related to or competes with Jhancock Diversified, Huber Capital, Lord Abbett, Calvert Conservative, and American Funds. The fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securitie... More
Origin 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 Origin 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 Origin Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.69 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 1.54 |
Origin Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Origin Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Origin Emerging's standard deviation. In reality, there are many statistical measures that can use Origin Emerging historical prices to predict the future Origin Emerging's volatility.| Risk Adjusted Performance | 0.012 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.0053 |
Origin Emerging Markets Backtested Returns
At this stage we consider Origin Mutual Fund to be very steady. Origin Emerging Markets maintains Sharpe Ratio (i.e., Efficiency) of 0.0517, which implies the entity had a 0.0517% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Origin Emerging Markets, which you can use to evaluate the volatility of the fund. Please check Origin Emerging's Coefficient Of Variation of 8148.2, semi deviation of 0.9194, and Risk Adjusted Performance of 0.012 to confirm if the risk estimate we provide is consistent with the expected return of 0.0524%. The fund holds a Beta of 0.52, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Origin Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Origin Emerging is expected to be smaller as well.
Auto-correlation | -0.27 |
Weak reverse predictability
Origin Emerging Markets has weak reverse predictability. Overlapping area represents the amount of predictability between Origin Emerging time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Origin Emerging Markets price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Origin Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Origin Emerging Markets lagged returns against current returns
Autocorrelation, which is Origin 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 Origin Emerging's mutual fund expected returns. We can calculate the autocorrelation of Origin Emerging returns to help us make a trade decision. For example, suppose you find that Origin 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 |
Origin 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 Origin Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Origin 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 Origin Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Origin Emerging Lagged Returns
When evaluating Origin Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Origin Emerging mutual fund have on its future price. Origin 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, Origin Emerging autocorrelation shows the relationship between Origin Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Origin 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 Origin Mutual Fund
Origin Emerging financial ratios help investors to determine whether Origin 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 Origin with respect to the benefits of owning Origin Emerging security.
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