Templeton Emerging Markets Fund Market Value
| TEI Fund | USD 5.48 0.07 1.29% |
| Symbol | Templeton |
Templeton 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 Templeton Emerging's 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 Templeton Emerging.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Templeton Emerging on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Templeton Emerging Markets or generate 0.0% return on investment in Templeton Emerging over 30 days. Templeton Emerging is related to or competes with Franklin Templeton, Western Asset, MFS Multimarket, Aberdeen Asia, Aberdeen Australia, Aberdeen Japan, and Stone Harbor. Templeton Emerging Markets Income Fund is a closed-ended fixed income mutual fund launched by Franklin Resources, Inc More
Templeton 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 Templeton Emerging's 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 Templeton Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.972 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.86 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.53 |
Templeton Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Templeton Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Templeton Emerging's standard deviation. In reality, there are many statistical measures that can use Templeton Emerging historical prices to predict the future Templeton Emerging's volatility.| Risk Adjusted Performance | 0.04 | |||
| Jensen Alpha | (0.0002) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0893 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Templeton Emerging's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Templeton Emerging Backtested Returns
Templeton Emerging is not too volatile at the moment. Templeton Emerging owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0877, which indicates the fund had a 0.0877 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Templeton Emerging Markets, which you can use to evaluate the volatility of the fund. Please validate Templeton Emerging's Coefficient Of Variation of 2143.45, risk adjusted performance of 0.04, and Semi Deviation of 0.8564 to confirm if the risk estimate we provide is consistent with the expected return of 0.0786%. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Templeton Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Templeton Emerging is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Templeton Emerging Markets has below average predictability. Overlapping area represents the amount of predictability between Templeton Emerging time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Templeton Emerging price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Templeton Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Templeton Emerging lagged returns against current returns
Autocorrelation, which is Templeton Emerging 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 Templeton Emerging's fund expected returns. We can calculate the autocorrelation of Templeton Emerging returns to help us make a trade decision. For example, suppose you find that Templeton Emerging has exhibited high autocorrelation historically, and you observe that the 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 |
Templeton 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 Templeton Emerging fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Templeton Emerging fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Templeton Emerging fund over time.
Current vs Lagged Prices |
| Timeline |
Templeton Emerging Lagged Returns
When evaluating Templeton Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Templeton Emerging fund have on its future price. Templeton 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, Templeton Emerging autocorrelation shows the relationship between Templeton Emerging fund current value and its past values and can show if there is a momentum factor associated with investing in Templeton Emerging Markets.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Templeton Fund
Templeton Emerging financial ratios help investors to determine whether Templeton 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 Templeton with respect to the benefits of owning Templeton Emerging security.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |