Global E Portfolio Fund Market Value
| MLMAX Fund | USD 22.85 0.34 1.51% |
| Symbol | Global |
Global E '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 Global E'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 Global E.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Global E on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Global E Portfolio or generate 0.0% return on investment in Global E over 90 days. Global E is related to or competes with Hsbc Funds, and Cavanal Hill. The Adviser seeks to achieve the funds investment objective by investing primarily in U.S More
Global E 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 Global E'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 Global E Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6141 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.25 |
Global E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global E's standard deviation. In reality, there are many statistical measures that can use Global E historical prices to predict the future Global E's volatility.| Risk Adjusted Performance | 0.2281 | |||
| Jensen Alpha | 0.2258 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (1.38) |
Global E Portfolio Backtested Returns
Global E appears to be very steady, given 3 months investment horizon. Global E Portfolio holds Efficiency (Sharpe) Ratio of 0.3, which attests that the entity had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Global E Portfolio, which you can use to evaluate the volatility of the entity. Please utilize Global E's Risk Adjusted Performance of 0.2281, market risk adjusted performance of (1.37), and Downside Deviation of 0.6141 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Global E are expected to decrease at a much lower rate. During the bear market, Global E is likely to outperform the market.
Auto-correlation | 0.87 |
Very good predictability
Global E Portfolio has very good predictability. Overlapping area represents the amount of predictability between Global E time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th 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 Global E Portfolio price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Global E price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Global E Portfolio lagged returns against current returns
Autocorrelation, which is Global E 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 Global E's mutual fund expected returns. We can calculate the autocorrelation of Global E returns to help us make a trade decision. For example, suppose you find that Global E 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 |
Global E 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 Global E mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global E mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global E mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Global E Lagged Returns
When evaluating Global E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global E mutual fund have on its future price. Global E 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, Global E autocorrelation shows the relationship between Global E mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Global E Portfolio.
Regressed Prices |
| Timeline |
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Other Information on Investing in Global Mutual Fund
Global E financial ratios help investors to determine whether Global 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 Global with respect to the benefits of owning Global E security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |