Pnc International Equity Fund Market Value
| PIUIX Fund | USD 24.99 0.10 0.40% |
| Symbol | Pnc |
Pnc 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 Pnc 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 Pnc International.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Pnc International on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Pnc International Equity or generate 0.0% return on investment in Pnc International over 90 days. Pnc International is related to or competes with Dreyfus Natural, Calvert Global, Franklin Natural, Hennessy, Goehring Rozencwajg, Blackrock All-cap, and Jennison Natural. The fund primarily invests in a portfolio of equity securities that are tied economically to a number of countries throu... More
Pnc 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 Pnc 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 Pnc International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6264 | |||
| Information Ratio | 0.1431 | |||
| Maximum Drawdown | 3.22 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.39 |
Pnc International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pnc International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pnc International's standard deviation. In reality, there are many statistical measures that can use Pnc International historical prices to predict the future Pnc International's volatility.| Risk Adjusted Performance | 0.3257 | |||
| Jensen Alpha | 0.2327 | |||
| Total Risk Alpha | 0.1328 | |||
| Sortino Ratio | 0.1532 | |||
| Treynor Ratio | (4.97) |
Pnc International Equity Backtested Returns
Pnc International appears to be very steady, given 3 months investment horizon. Pnc International Equity maintains Sharpe Ratio (i.e., Efficiency) of 0.34, which implies the entity had a 0.34 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pnc International Equity, which you can use to evaluate the volatility of the fund. Please evaluate Pnc International's Coefficient Of Variation of 283.34, semi deviation of 0.0832, and Risk Adjusted Performance of 0.3257 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.0456, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pnc International are expected to decrease at a much lower rate. During the bear market, Pnc International is likely to outperform the market.
Auto-correlation | 0.58 |
Modest predictability
Pnc International Equity has modest predictability. Overlapping area represents the amount of predictability between Pnc International time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Pnc International Equity price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Pnc International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Pnc International Equity lagged returns against current returns
Autocorrelation, which is Pnc 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 Pnc International's mutual fund expected returns. We can calculate the autocorrelation of Pnc International returns to help us make a trade decision. For example, suppose you find that Pnc 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 |
Pnc 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 Pnc International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pnc 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 Pnc International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Pnc International Lagged Returns
When evaluating Pnc International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pnc International mutual fund have on its future price. Pnc 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, Pnc International autocorrelation shows the relationship between Pnc International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Pnc International Equity.
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 Pnc Mutual Fund
Pnc International financial ratios help investors to determine whether Pnc 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 Pnc with respect to the benefits of owning Pnc International security.
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