Wcm International Small Fund Market Value
| WCMSX Fund | USD 25.17 0.33 1.33% |
| Symbol | Wcm |
Wcm 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 Wcm 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 Wcm International.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in Wcm International on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding Wcm International Small or generate 0.0% return on investment in Wcm International over 30 days. Wcm International is related to or competes with Transamerica Intermediate, Artisan High, Versatile Bond, Maryland Tax-free, T Rowe, and Oklahoma Municipal. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities or depositor... More
Wcm 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 Wcm 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 Wcm International Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.19 |
Wcm International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wcm International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wcm International's standard deviation. In reality, there are many statistical measures that can use Wcm International historical prices to predict the future Wcm International's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wcm International'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.
Wcm International Small Backtested Returns
Wcm International Small shows Sharpe Ratio of -0.0577, which attests that the fund had a -0.0577 % return per unit of risk over the last 3 months. Wcm International Small exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wcm International's Market Risk Adjusted Performance of (0.10), mean deviation of 0.6647, and Standard Deviation of 0.8801 to validate the risk estimate we provide. The entity maintains a market beta of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wcm International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wcm International is expected to be smaller as well.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Wcm International Small has insignificant reverse predictability. Overlapping area represents the amount of predictability between Wcm International time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th 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 Wcm International Small price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Wcm International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Wcm International Small lagged returns against current returns
Autocorrelation, which is Wcm 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 Wcm International's mutual fund expected returns. We can calculate the autocorrelation of Wcm International returns to help us make a trade decision. For example, suppose you find that Wcm 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 |
Wcm 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 Wcm International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wcm 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 Wcm International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Wcm International Lagged Returns
When evaluating Wcm International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wcm International mutual fund have on its future price. Wcm 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, Wcm International autocorrelation shows the relationship between Wcm International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Wcm International Small.
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 Wcm Mutual Fund
Wcm International financial ratios help investors to determine whether Wcm 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 Wcm with respect to the benefits of owning Wcm International security.
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