Iprofile Emerging Markets Fund Market Value
| 0P0001LY12 | 45.39 0.07 0.15% |
| Symbol | IProfile |
IProfile 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 IProfile Emerging's 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 IProfile Emerging.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in IProfile Emerging on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding iProfile Emerging Markets or generate 0.0% return on investment in IProfile Emerging over 90 days.
IProfile 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 IProfile Emerging's 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 iProfile Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7381 | |||
| Information Ratio | 0.0949 | |||
| Maximum Drawdown | 4.67 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 1.8 |
IProfile Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IProfile Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IProfile Emerging's standard deviation. In reality, there are many statistical measures that can use IProfile Emerging historical prices to predict the future IProfile Emerging's volatility.| Risk Adjusted Performance | 0.2806 | |||
| Jensen Alpha | 0.2251 | |||
| Total Risk Alpha | 0.093 | |||
| Sortino Ratio | 0.1055 | |||
| Treynor Ratio | 1.96 |
iProfile Emerging Markets Backtested Returns
IProfile Emerging appears to be very steady, given 3 months investment horizon. iProfile Emerging Markets holds Efficiency (Sharpe) Ratio of 0.31, which attests that the entity had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iProfile Emerging Markets, which you can use to evaluate the volatility of the entity. Please utilize IProfile Emerging's Market Risk Adjusted Performance of 1.97, downside deviation of 0.7381, and Risk Adjusted Performance of 0.2806 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IProfile Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding IProfile Emerging is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
iProfile Emerging Markets has very good predictability. Overlapping area represents the amount of predictability between IProfile Emerging time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 iProfile Emerging Markets price movement. The serial correlation of 0.83 indicates that around 83.0% of current IProfile Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
iProfile Emerging Markets lagged returns against current returns
Autocorrelation, which is IProfile Emerging 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 IProfile Emerging's fund expected returns. We can calculate the autocorrelation of IProfile Emerging returns to help us make a trade decision. For example, suppose you find that IProfile Emerging has exhibited high autocorrelation historically, and you observe that the 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 |
IProfile 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 IProfile Emerging fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IProfile Emerging fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IProfile Emerging fund over time.
Current vs Lagged Prices |
| Timeline |
IProfile Emerging Lagged Returns
When evaluating IProfile Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IProfile Emerging fund have on its future price. IProfile 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, IProfile Emerging autocorrelation shows the relationship between IProfile Emerging fund current value and its past values and can show if there is a momentum factor associated with investing in iProfile Emerging Markets.
Regressed Prices |
| Timeline |
Pair Trading with IProfile Emerging
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IProfile Emerging position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IProfile Emerging will appreciate offsetting losses from the drop in the long position's value.Moving together with IProfile Fund
| 0.62 | 0P0001FAU8 | TD Comfort Balanced | PairCorr |
The ability to find closely correlated positions to IProfile Emerging could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IProfile Emerging when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IProfile Emerging - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iProfile Emerging Markets to buy it.
The correlation of IProfile Emerging is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IProfile Emerging moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iProfile Emerging Markets moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IProfile Emerging can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
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