Msif Global Infrastructure Fund Market Value
| MRGOX Fund | USD 13.34 0.06 0.45% |
| Symbol | Msif |
Msif Global '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 Msif Global'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 Msif Global.
| 03/25/2024 |
| 09/21/2024 |
If you would invest 0.00 in Msif Global on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Msif Global Infrastructure or generate 0.0% return on investment in Msif Global over 180 days. Msif Global is related to or competes with Qs Us, Enhanced, Old Westbury, Mutual Of, Federated Global, and Pace Large. The fund normally invests at least 80 percent of its assets in equity securities issued by companies located throughout ... More
Msif Global 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 Msif Global'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 Msif Global Infrastructure upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.763 | |||
| Information Ratio | 0.1305 | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 1.01 |
Msif Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Msif Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Msif Global's standard deviation. In reality, there are many statistical measures that can use Msif Global historical prices to predict the future Msif Global's volatility.| Risk Adjusted Performance | 0.2633 | |||
| Jensen Alpha | 0.2175 | |||
| Total Risk Alpha | 0.1076 | |||
| Sortino Ratio | 0.1072 | |||
| Treynor Ratio | (1.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Msif Global'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.
Msif Global Infrastr Backtested Returns
At this stage we consider Msif Mutual Fund to be very steady. Msif Global Infrastr has Sharpe Ratio of 0.3, which conveys that the entity had a 0.3% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Msif Global, which you can use to evaluate the volatility of the fund. Please verify Msif Global's Downside Deviation of 0.763, risk adjusted performance of 0.2633, and Mean Deviation of 0.4582 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. The fund secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Msif Global are expected to decrease at a much lower rate. During the bear market, Msif Global is likely to outperform the market.
Auto-correlation | 0.48 |
Average predictability
Msif Global Infrastructure has average predictability. Overlapping area represents the amount of predictability between Msif Global time series from 25th of March 2024 to 23rd of June 2024 and 23rd of June 2024 to 21st of September 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 Msif Global Infrastr price movement. The serial correlation of 0.48 indicates that about 48.0% of current Msif Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Msif Global Infrastr lagged returns against current returns
Autocorrelation, which is Msif Global 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 Msif Global's mutual fund expected returns. We can calculate the autocorrelation of Msif Global returns to help us make a trade decision. For example, suppose you find that Msif Global 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 |
Msif Global 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 Msif Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Msif Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Msif Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Msif Global Lagged Returns
When evaluating Msif Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Msif Global mutual fund have on its future price. Msif Global 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, Msif Global autocorrelation shows the relationship between Msif Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Msif Global Infrastructure.
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 Msif Mutual Fund
Msif Global financial ratios help investors to determine whether Msif 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 Msif with respect to the benefits of owning Msif Global security.
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