Europe 30 Profund Fund Market Value
| UEPIX Fund | USD 17.73 0.13 0.73% |
| Symbol | Europe |
Europe 30 '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 Europe 30'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 Europe 30.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in Europe 30 on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding Europe 30 Profund or generate 0.0% return on investment in Europe 30 over 90 days. Europe 30 is related to or competes with Semiconductor Ultrasector, Balanced Fund, Qs Small, T Rowe, Legg Mason, and Qs Growth. The fund invests in securities that the fund Advisors believes, in combination, should track the performance of the inde... More
Europe 30 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 Europe 30'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 Europe 30 Profund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7488 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.23 |
Europe 30 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Europe 30's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Europe 30's standard deviation. In reality, there are many statistical measures that can use Europe 30 historical prices to predict the future Europe 30's volatility.| Risk Adjusted Performance | 0.1338 | |||
| Jensen Alpha | 0.1037 | |||
| Total Risk Alpha | 0.0013 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.4 |
Europe 30 Profund Backtested Returns
At this stage we consider Europe Mutual Fund to be very steady. Europe 30 Profund secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Europe 30 Profund, which you can use to evaluate the volatility of the entity. Please confirm Europe 30's Downside Deviation of 0.7488, mean deviation of 0.5724, and Coefficient Of Variation of 588.57 to check if the risk estimate we provide is consistent with the expected return of 0.0828%. The fund shows a Beta (market volatility) of 0.0811, which means not very significant fluctuations relative to the market. As returns on the market increase, Europe 30's returns are expected to increase less than the market. However, during the bear market, the loss of holding Europe 30 is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Europe 30 Profund has poor predictability. Overlapping area represents the amount of predictability between Europe 30 time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th of August 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 Europe 30 Profund price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Europe 30 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Europe 30 Profund lagged returns against current returns
Autocorrelation, which is Europe 30 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 Europe 30's mutual fund expected returns. We can calculate the autocorrelation of Europe 30 returns to help us make a trade decision. For example, suppose you find that Europe 30 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 |
Europe 30 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 Europe 30 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Europe 30 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Europe 30 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Europe 30 Lagged Returns
When evaluating Europe 30's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Europe 30 mutual fund have on its future price. Europe 30 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, Europe 30 autocorrelation shows the relationship between Europe 30 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Europe 30 Profund.
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 Europe Mutual Fund
Europe 30 financial ratios help investors to determine whether Europe 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 Europe with respect to the benefits of owning Europe 30 security.
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