Templeton International Bond Fund Market Value
| FCNBX Fund | USD 6.62 0.01 0.15% |
| Symbol | Templeton |
Templeton 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 Templeton 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 Templeton International.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Templeton International on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Templeton International Bond or generate 0.0% return on investment in Templeton International over 90 days. Templeton International is related to or competes with Siit High, Dodge Cox, Ab Bond, Ab Bond, and Rbc Ultra-short. Under normal market conditions, the fund invests at least 80 percent of its net assets in bonds More
Templeton 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 Templeton 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 Templeton International Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4006 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 2.29 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.7911 |
Templeton International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Templeton International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Templeton International's standard deviation. In reality, there are many statistical measures that can use Templeton International historical prices to predict the future Templeton International's volatility.| Risk Adjusted Performance | 0.2166 | |||
| Jensen Alpha | 0.0873 | |||
| Total Risk Alpha | 0.0308 | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 4.34 |
Templeton International Backtested Returns
At this stage we consider Templeton Mutual Fund to be very steady. Templeton International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Templeton International Bond, which you can use to evaluate the volatility of the fund. Please validate Templeton International's Standard Deviation of 0.4068, risk adjusted performance of 0.2166, and Downside Deviation of 0.4006 to confirm if the risk estimate we provide is consistent with the expected return of 0.0859%. The entity has a beta of 0.0208, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Templeton International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Templeton International is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
Templeton International Bond has below average predictability. Overlapping area represents the amount of predictability between Templeton International time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Templeton International price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Templeton International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Templeton International lagged returns against current returns
Autocorrelation, which is Templeton 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 Templeton International's mutual fund expected returns. We can calculate the autocorrelation of Templeton International returns to help us make a trade decision. For example, suppose you find that Templeton 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 |
Templeton 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 Templeton International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Templeton 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 Templeton International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Templeton International Lagged Returns
When evaluating Templeton International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Templeton International mutual fund have on its future price. Templeton 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, Templeton International autocorrelation shows the relationship between Templeton International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Templeton International Bond.
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 Templeton Mutual Fund
Templeton International financial ratios help investors to determine whether Templeton 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 Templeton with respect to the benefits of owning Templeton International security.
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