International Equities Index Fund Market Value
| VCIEX Fund | USD 10.55 0.10 0.96% |
| Symbol | International |
International Equities '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 International Equities' 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 International Equities.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in International Equities on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding International Equities Index or generate 0.0% return on investment in International Equities over 90 days. International Equities is related to or competes with Smallcap World, Aqr Long-short, Franklin Equity, Tax-managed International, Gmo Global, and Morningstar International. The fund invests, under normal circumstances, at least 80 percent of net assets in stocks that are in the index More
International Equities 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 International Equities' 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 International Equities Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6689 | |||
| Information Ratio | 0.0489 | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.17 |
International Equities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Equities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Equities' standard deviation. In reality, there are many statistical measures that can use International Equities historical prices to predict the future International Equities' volatility.| Risk Adjusted Performance | 0.121 | |||
| Jensen Alpha | 0.0585 | |||
| Total Risk Alpha | 0.0388 | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 0.1627 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Equities' 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.
International Equities January 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.121 | |||
| Market Risk Adjusted Performance | 0.1727 | |||
| Mean Deviation | 0.5387 | |||
| Semi Deviation | 0.4785 | |||
| Downside Deviation | 0.6689 | |||
| Coefficient Of Variation | 599.89 | |||
| Standard Deviation | 0.6652 | |||
| Variance | 0.4424 | |||
| Information Ratio | 0.0489 | |||
| Jensen Alpha | 0.0585 | |||
| Total Risk Alpha | 0.0388 | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | 0.1627 | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.17 | |||
| Downside Variance | 0.4475 | |||
| Semi Variance | 0.2289 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.25) | |||
| Kurtosis | (0.26) |
International Equities Backtested Returns
At this stage we consider International Mutual Fund to be very steady. International Equities holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for International Equities, which you can use to evaluate the volatility of the entity. Please check out International Equities' Downside Deviation of 0.6689, risk adjusted performance of 0.121, and Market Risk Adjusted Performance of 0.1727 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The fund retains a Market Volatility (i.e., Beta) of 0.62, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Equities' returns are expected to increase less than the market. However, during the bear market, the loss of holding International Equities is expected to be smaller as well.
Auto-correlation | -0.08 |
Very weak reverse predictability
International Equities Index has very weak reverse predictability. Overlapping area represents the amount of predictability between International Equities time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of International Equities price movement. The serial correlation of -0.08 indicates that barely 8.0% of current International Equities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 International Mutual Fund
International Equities financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Equities security.
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