Frontier Markets Portfolio Fund Market Value

MSRFX Fund  USD 15.70  0.10  0.64%   
Frontier Markets' market value is the price at which a share of Frontier Markets trades on a public exchange. It measures the collective expectations of Frontier Markets Portfolio investors about its performance. Frontier Markets is trading at 15.70 as of the 28th of March 2024; that is 0.64% increase since the beginning of the trading day. The fund's open price was 15.6.
With this module, you can estimate the performance of a buy and hold strategy of Frontier Markets Portfolio and determine expected loss or profit from investing in Frontier Markets over a given investment horizon. Check out Frontier Markets Correlation, Frontier Markets Volatility and Frontier Markets Alpha and Beta module to complement your research on Frontier Markets.
Symbol

Please note, there is a significant difference between Frontier Markets' value and its price as these two are different measures arrived at by different means. Investors typically determine if Frontier Markets is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Frontier Markets' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Frontier Markets '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 Frontier Markets' 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 Frontier Markets.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Frontier Markets on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Frontier Markets Portfolio or generate 0.0% return on investment in Frontier Markets over 30 days. Frontier Markets is related to or competes with USCF Gold, International Equity, Global Advantage, Advantage Portfolio, Small Pany, Small Pany, and Small Pany. The funds adviser seeks to achieve the funds investment objective by investing primarily in growth-oriented equity secur... More

Frontier Markets 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 Frontier Markets' 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 Frontier Markets Portfolio upside and downside potential and time the market with a certain degree of confidence.

Frontier Markets Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontier Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontier Markets' standard deviation. In reality, there are many statistical measures that can use Frontier Markets historical prices to predict the future Frontier Markets' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frontier Markets' 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.
Hype
Prediction
LowEstimatedHigh
15.1215.7016.28
Details
Intrinsic
Valuation
LowRealHigh
14.2114.7917.27
Details
Naive
Forecast
LowNextHigh
15.2715.8516.43
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.4915.6215.74
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Frontier Markets. Your research has to be compared to or analyzed against Frontier Markets' peers to derive any actionable benefits. When done correctly, Frontier Markets' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Frontier Markets Por.

Frontier Markets Por Backtested Returns

We consider Frontier Markets very steady. Frontier Markets Por secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Frontier Markets Portfolio, which you can use to evaluate the volatility of the entity. Please confirm Frontier Markets' Downside Deviation of 0.5566, coefficient of variation of 550.28, and Mean Deviation of 0.4545 to check if the risk estimate we provide is consistent with the expected return of 0.0963%. The fund shows a Beta (market volatility) of -0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frontier Markets are expected to decrease at a much lower rate. During the bear market, Frontier Markets is likely to outperform the market.

Auto-correlation

    
  0.25  

Poor predictability

Frontier Markets Portfolio has poor predictability. Overlapping area represents the amount of predictability between Frontier Markets time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Frontier Markets Por price movement. The serial correlation of 0.25 indicates that over 25.0% of current Frontier Markets price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.27
Residual Average0.0
Price Variance0.02

Frontier Markets Por lagged returns against current returns

Autocorrelation, which is Frontier Markets 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 Frontier Markets' mutual fund expected returns. We can calculate the autocorrelation of Frontier Markets returns to help us make a trade decision. For example, suppose you find that Frontier Markets 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  

Frontier Markets 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 Frontier Markets mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontier Markets mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontier Markets mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Frontier Markets Lagged Returns

When evaluating Frontier Markets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontier Markets mutual fund have on its future price. Frontier Markets 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, Frontier Markets autocorrelation shows the relationship between Frontier Markets mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Frontier Markets Portfolio.
   Regressed Prices   
       Timeline  

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Check out Frontier Markets Correlation, Frontier Markets Volatility and Frontier Markets Alpha and Beta module to complement your research on Frontier Markets.
Note that the Frontier Markets Por information on this page should be used as a complementary analysis to other Frontier Markets' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

Complementary Tools for Frontier Mutual Fund analysis

When running Frontier Markets' price analysis, check to measure Frontier Markets' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Frontier Markets is operating at the current time. Most of Frontier Markets' value examination focuses on studying past and present price action to predict the probability of Frontier Markets' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Frontier Markets' price. Additionally, you may evaluate how the addition of Frontier Markets to your portfolios can decrease your overall portfolio volatility.
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Frontier Markets 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.
A focus of Frontier Markets technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Frontier Markets trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...