Dws Emerging Markets Fund Market Value
| SEKRX Fund | USD 18.70 0.45 2.35% |
| Symbol | Dws |
Dws 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 Dws 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 Dws Emerging.
| 10/15/2024 |
| 11/14/2024 |
If you would invest 0.00 in Dws Emerging on October 15, 2024 and sell it all today you would earn a total of 0.00 from holding Dws Emerging Markets or generate 0.0% return on investment in Dws Emerging over 30 days. Dws Emerging is related to or competes with Artisan Emerging, Rbc Emerging, Kinetics Market, Calvert Developed, Transamerica Emerging, Sp Midcap, and Extended Market. Under normal circumstances, the fund invests at least 80 percent of net assets, plus the amount of any borrowings for in... More
Dws 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 Dws 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 Dws Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.85 |
Dws Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dws Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dws Emerging's standard deviation. In reality, there are many statistical measures that can use Dws Emerging historical prices to predict the future Dws Emerging's volatility.| Risk Adjusted Performance | 0.0459 | |||
| Jensen Alpha | 0.0667 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.40) |
Dws Emerging Markets Backtested Returns
At this stage we consider Dws Mutual Fund to be very steady. Dws Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.0133, which denotes the fund had a 0.0133% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Dws Emerging Markets, which you can use to evaluate the volatility of the entity. Please confirm Dws Emerging's Coefficient Of Variation of 1759.12, mean deviation of 0.7952, and Downside Deviation of 1.03 to check if the risk estimate we provide is consistent with the expected return of 0.0137%. The fund shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dws Emerging are expected to decrease at a much lower rate. During the bear market, Dws Emerging is likely to outperform the market.
Auto-correlation | 0.22 |
Weak predictability
Dws Emerging Markets has weak predictability. Overlapping area represents the amount of predictability between Dws Emerging time series from 15th of October 2024 to 30th of October 2024 and 30th of October 2024 to 14th of November 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 Dws Emerging Markets price movement. The serial correlation of 0.22 indicates that over 22.0% of current Dws Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Dws Emerging Markets lagged returns against current returns
Autocorrelation, which is Dws 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 Dws Emerging's mutual fund expected returns. We can calculate the autocorrelation of Dws Emerging returns to help us make a trade decision. For example, suppose you find that Dws 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 |
Dws 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 Dws Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dws 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 Dws Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dws Emerging Lagged Returns
When evaluating Dws Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dws Emerging mutual fund have on its future price. Dws 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, Dws Emerging autocorrelation shows the relationship between Dws Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dws 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 Dws Mutual Fund
Dws Emerging financial ratios help investors to determine whether Dws 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 Dws with respect to the benefits of owning Dws Emerging security.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |