Parametric Intl Equity Fund Technical Analysis
| ESISX Fund | USD 16.09 0.15 0.92% |
As of the 31st of January, Parametric Intl holds the Risk Adjusted Performance of 0.1332, semi deviation of 0.0673, and Coefficient Of Variation of 565.2. Parametric Intl Equity technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the fund's future prices.
Parametric Intl Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Parametric, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ParametricParametric |
Parametric Intl '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 Parametric Intl'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 Parametric Intl.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Parametric Intl on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Parametric Intl Equity or generate 0.0% return on investment in Parametric Intl over 90 days. Parametric Intl is related to or competes with Vy(r) Clarion, T Rowe, Fidelity Real, Ivy Advantus, Nexpoint Real, and T Rowe. Under normal market conditions, the fund invests at least 80 percent of its net assets in a diversified portfolio of equ... More
Parametric Intl 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 Parametric Intl'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 Parametric Intl Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5922 | |||
| Information Ratio | 0.1327 | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.01 |
Parametric Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Parametric Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Parametric Intl's standard deviation. In reality, there are many statistical measures that can use Parametric Intl historical prices to predict the future Parametric Intl's volatility.| Risk Adjusted Performance | 0.1332 | |||
| Jensen Alpha | 0.2073 | |||
| Total Risk Alpha | 0.1371 | |||
| Sortino Ratio | 0.3102 | |||
| Treynor Ratio | 0.4353 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Parametric Intl'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.
Parametric Intl January 31, 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 | 0.1332 | |||
| Market Risk Adjusted Performance | 0.4453 | |||
| Mean Deviation | 0.6482 | |||
| Semi Deviation | 0.0673 | |||
| Downside Deviation | 0.5922 | |||
| Coefficient Of Variation | 565.2 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.92 | |||
| Information Ratio | 0.1327 | |||
| Jensen Alpha | 0.2073 | |||
| Total Risk Alpha | 0.1371 | |||
| Sortino Ratio | 0.3102 | |||
| Treynor Ratio | 0.4353 | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.01 | |||
| Downside Variance | 0.3506 | |||
| Semi Variance | 0.0045 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 5.87 | |||
| Kurtosis | 42.48 |
Parametric Intl Equity Backtested Returns
Parametric Intl appears to be very steady, given 3 months investment horizon. Parametric Intl Equity maintains Sharpe Ratio (i.e., Efficiency) of 0.19, which implies the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Parametric Intl Equity, which you can use to evaluate the volatility of the fund. Please evaluate Parametric Intl's Coefficient Of Variation of 565.2, semi deviation of 0.0673, and Risk Adjusted Performance of 0.1332 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.54, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Parametric Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Parametric Intl is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
Parametric Intl Equity has below average predictability. Overlapping area represents the amount of predictability between Parametric Intl time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Parametric Intl Equity price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Parametric Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Parametric Intl technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Parametric Intl Equity Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Parametric Intl Equity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Parametric Intl Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Parametric Intl Equity on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Parametric Intl Equity based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Parametric Intl Equity price pattern first instead of the macroeconomic environment surrounding Parametric Intl Equity. By analyzing Parametric Intl's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Parametric Intl's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Parametric Intl specific price patterns or momentum indicators. Please read more on our technical analysis page.
Parametric Intl January 31, 2026 Technical Indicators
Most technical analysis of Parametric help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Parametric from various momentum indicators to cycle indicators. When you analyze Parametric charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1332 | |||
| Market Risk Adjusted Performance | 0.4453 | |||
| Mean Deviation | 0.6482 | |||
| Semi Deviation | 0.0673 | |||
| Downside Deviation | 0.5922 | |||
| Coefficient Of Variation | 565.2 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.92 | |||
| Information Ratio | 0.1327 | |||
| Jensen Alpha | 0.2073 | |||
| Total Risk Alpha | 0.1371 | |||
| Sortino Ratio | 0.3102 | |||
| Treynor Ratio | 0.4353 | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (0.95) | |||
| Potential Upside | 1.01 | |||
| Downside Variance | 0.3506 | |||
| Semi Variance | 0.0045 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 5.87 | |||
| Kurtosis | 42.48 |
Parametric Intl January 31, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Parametric stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 16.09 | ||
| Day Typical Price | 16.09 | ||
| Price Action Indicator | (0.07) |
Other Information on Investing in Parametric Mutual Fund
Parametric Intl financial ratios help investors to determine whether Parametric 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 Parametric with respect to the benefits of owning Parametric Intl security.
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