Rems International Real Fund Market Value
| REIFX Fund | USD 11.95 0.02 0.17% |
| Symbol | Rems |
Rems International '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 Rems International'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 Rems International.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Rems International on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Rems International Real or generate 0.0% return on investment in Rems International over 720 days. Rems International is related to or competes with Third Avenue, Third Avenue, Alpine Realty, The Fairholme, and Cohen Steers. Under normal conditions, the fund invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in equity securities of companies principally engaged in the real estate industry outside of the United States. More
Rems International 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 Rems International'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 Rems International Real upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 4.23 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.39 |
Rems International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rems International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rems International's standard deviation. In reality, there are many statistical measures that can use Rems International historical prices to predict the future Rems International's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 1.6 |
Rems International Real Backtested Returns
Rems International Real maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the entity had a -0.14% return per unit of risk over the last 3 months. Rems International Real exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rems International's Risk Adjusted Performance of (0.08), variance of 0.6301, and Coefficient Of Variation of (983.34) to confirm the risk estimate we provide. The fund holds a Beta of -0.0567, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rems International are expected to decrease at a much lower rate. During the bear market, Rems International is likely to outperform the market.
Auto-correlation | -0.36 |
Poor reverse predictability
Rems International Real has poor reverse predictability. Overlapping area represents the amount of predictability between Rems International time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Rems International Real price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Rems International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Rems International Real lagged returns against current returns
Autocorrelation, which is Rems International 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 Rems International's mutual fund expected returns. We can calculate the autocorrelation of Rems International returns to help us make a trade decision. For example, suppose you find that Rems International 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 |
Rems International 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 Rems International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rems International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rems International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rems International Lagged Returns
When evaluating Rems International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rems International mutual fund have on its future price. Rems International 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, Rems International autocorrelation shows the relationship between Rems International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rems International Real.
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 Rems Mutual Fund
Rems International financial ratios help investors to determine whether Rems 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 Rems with respect to the benefits of owning Rems International security.
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