Tcw Emerging Markets Fund Market Value
| TGINX Fund | USD 8.58 0.05 0.59% |
| Symbol | Tcw |
Tcw 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 Tcw 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 Tcw Emerging.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Tcw Emerging on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Tcw Emerging Markets or generate 0.0% return on investment in Tcw Emerging over 60 days. Tcw Emerging is related to or competes with Fidelity New, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, and High-yield Municipal. Under normal circumstances, the fund invests at least 80 percent of the value of its net assets, plus any borrowings for... More
Tcw 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 Tcw 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 Tcw Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2961 | |||
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 1.76 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.4662 |
Tcw Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tcw Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tcw Emerging's standard deviation. In reality, there are many statistical measures that can use Tcw Emerging historical prices to predict the future Tcw Emerging's volatility.| Risk Adjusted Performance | 0.0315 | |||
| Jensen Alpha | 0.0023 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.38) | |||
| Treynor Ratio | 0.1683 |
Tcw Emerging Markets Backtested Returns
At this stage we consider Tcw Mutual Fund to be very steady. Tcw Emerging Markets owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0578, which indicates the fund had a 0.0578% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Tcw Emerging Markets, which you can use to evaluate the volatility of the fund. Please validate Tcw Emerging's Risk Adjusted Performance of 0.0315, semi deviation of 0.1879, and Coefficient Of Variation of 1597.92 to confirm if the risk estimate we provide is consistent with the expected return of 0.0172%. The entity has a beta of 0.0486, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tcw Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tcw Emerging is expected to be smaller as well.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Tcw Emerging Markets has insignificant reverse predictability. Overlapping area represents the amount of predictability between Tcw Emerging time series from 28th of September 2024 to 28th of October 2024 and 28th of October 2024 to 27th 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 Tcw Emerging Markets price movement. The serial correlation of -0.19 indicates that over 19.0% of current Tcw Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Tcw Emerging Markets lagged returns against current returns
Autocorrelation, which is Tcw 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 Tcw Emerging's mutual fund expected returns. We can calculate the autocorrelation of Tcw Emerging returns to help us make a trade decision. For example, suppose you find that Tcw 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 |
Tcw 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 Tcw Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tcw 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 Tcw Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tcw Emerging Lagged Returns
When evaluating Tcw Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tcw Emerging mutual fund have on its future price. Tcw 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, Tcw Emerging autocorrelation shows the relationship between Tcw Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tcw 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 Tcw Mutual Fund
Tcw Emerging financial ratios help investors to determine whether Tcw 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 Tcw with respect to the benefits of owning Tcw Emerging security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
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