Sentinel International Equity Fund Market Value

SWRLX Fund  USD 15.88  0.02  0.13%   
Sentinel International's market value is the price at which a share of Sentinel International trades on a public exchange. It measures the collective expectations of Sentinel International Equity investors about its performance. Sentinel International is trading at 15.88 as of the 26th of November 2024; that is 0.13% up since the beginning of the trading day. The fund's open price was 15.86.
With this module, you can estimate the performance of a buy and hold strategy of Sentinel International Equity and determine expected loss or profit from investing in Sentinel International over a given investment horizon. Check out Sentinel International Correlation, Sentinel International Volatility and Sentinel International Alpha and Beta module to complement your research on Sentinel International.
Symbol

Please note, there is a significant difference between Sentinel International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sentinel International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sentinel International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Sentinel 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 Sentinel 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 Sentinel International.
0.00
10/27/2024
No Change 0.00  0.0 
In 30 days
11/26/2024
0.00
If you would invest  0.00  in Sentinel International on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Sentinel International Equity or generate 0.0% return on investment in Sentinel International over 30 days. Sentinel International is related to or competes with Touchstone Small, Touchstone Sands, Mid Cap, Mid Cap, Mid Cap, Sentinel Small, and Touchstone Sustainability. The fund normally invests at least 80 percent of its assets in value securities More

Sentinel 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 Sentinel 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 Sentinel International Equity upside and downside potential and time the market with a certain degree of confidence.

Sentinel International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinel International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinel International's standard deviation. In reality, there are many statistical measures that can use Sentinel International historical prices to predict the future Sentinel International's volatility.
Hype
Prediction
LowEstimatedHigh
15.0315.8816.73
Details
Intrinsic
Valuation
LowRealHigh
15.1616.0116.86
Details
Naive
Forecast
LowNextHigh
14.8015.6516.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.8415.8915.94
Details

Sentinel International Backtested Returns

Sentinel International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0596, which indicates the fund had a -0.0596% return per unit of risk over the last 3 months. Sentinel International Equity exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sentinel International's Coefficient Of Variation of (2,483), risk adjusted performance of (0.03), and Variance of 0.7203 to confirm the risk estimate we provide. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sentinel International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sentinel International is expected to be smaller as well.

Auto-correlation

    
  0.57  

Modest predictability

Sentinel International Equity has modest predictability. Overlapping area represents the amount of predictability between Sentinel International time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Sentinel International price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Sentinel International price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test-0.41
Residual Average0.0
Price Variance0.01

Sentinel International lagged returns against current returns

Autocorrelation, which is Sentinel 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 Sentinel International's mutual fund expected returns. We can calculate the autocorrelation of Sentinel International returns to help us make a trade decision. For example, suppose you find that Sentinel 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  

Sentinel 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 Sentinel International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinel 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 Sentinel International mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Sentinel International Lagged Returns

When evaluating Sentinel International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinel International mutual fund have on its future price. Sentinel 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, Sentinel International autocorrelation shows the relationship between Sentinel International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sentinel International Equity.
   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 Sentinel Mutual Fund

Sentinel International financial ratios help investors to determine whether Sentinel 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 Sentinel with respect to the benefits of owning Sentinel International security.
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