Rbc Emerging Markets Fund Market Value
| REMVX Fund | USD 7.95 0.01 0.13% |
| Symbol | Rbc |
Rbc Emerging '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 Rbc Emerging'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 Rbc Emerging.
| 01/23/2025 |
| 04/23/2025 |
If you would invest 0.00 in Rbc Emerging on January 23, 2025 and sell it all today you would earn a total of 0.00 from holding Rbc Emerging Markets or generate 0.0% return on investment in Rbc Emerging over 90 days. Rbc Emerging is related to or competes with Rbc Small, Rbc Enterprise, Rbc Enterprise, Rbc Emerging, Rbc Small, Rbc Short, and Rbc Short. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80 percent of its ... More
Rbc Emerging 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 Rbc Emerging'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 Rbc Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.1129 | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 1.76 |
Rbc Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rbc Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rbc Emerging's standard deviation. In reality, there are many statistical measures that can use Rbc Emerging historical prices to predict the future Rbc Emerging's volatility.| Risk Adjusted Performance | 0.0426 | |||
| Jensen Alpha | 0.0139 | |||
| Total Risk Alpha | 0.1639 | |||
| Sortino Ratio | 0.1019 | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rbc Emerging'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.
Rbc Emerging Markets Backtested Returns
At this stage we consider Rbc Mutual Fund to be not too volatile. Rbc Emerging Markets maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Rbc Emerging Markets, which you can use to evaluate the volatility of the fund. Please check Rbc Emerging's Risk Adjusted Performance of 0.0426, semi deviation of 1.6, and Coefficient Of Variation of 3791.31 to confirm if the risk estimate we provide is consistent with the expected return of 0.0102%. The fund holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Rbc Emerging are expected to decrease at a much lower rate. During the bear market, Rbc Emerging is likely to outperform the market.
Auto-correlation | -0.65 |
Very good reverse predictability
Rbc Emerging Markets has very good reverse predictability. Overlapping area represents the amount of predictability between Rbc Emerging time series from 23rd of January 2025 to 9th of March 2025 and 9th of March 2025 to 23rd of April 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 Rbc Emerging Markets price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Rbc Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Rbc Emerging Markets lagged returns against current returns
Autocorrelation, which is Rbc Emerging 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 Rbc Emerging's mutual fund expected returns. We can calculate the autocorrelation of Rbc Emerging returns to help us make a trade decision. For example, suppose you find that Rbc Emerging 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 |
Rbc Emerging 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 Rbc Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rbc Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rbc Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Rbc Emerging Lagged Returns
When evaluating Rbc Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rbc Emerging mutual fund have on its future price. Rbc Emerging 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, Rbc Emerging autocorrelation shows the relationship between Rbc Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Rbc Emerging Markets.
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 Rbc Mutual Fund
Rbc Emerging financial ratios help investors to determine whether Rbc 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 Rbc with respect to the benefits of owning Rbc Emerging security.
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