International Opportunities Fund Market Value
| AIOIX Fund | USD 11.03 0.14 1.29% |
| Symbol | International |
International Opportunities '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 International Opportunities' 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 International Opportunities.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in International Opportunities on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding International Opportunities Fund or generate 0.0% return on investment in International Opportunities over 90 days. International Opportunities is related to or competes with Emerging Markets, Global Growth, Small Cap, Small Company, and Heritage Fund. The fund invests primarily in equity securities of companies that are small-sized at the time of purchase and are locate... More
International Opportunities 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 International Opportunities' 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 International Opportunities Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.764 | |||
| Information Ratio | 0.0653 | |||
| Maximum Drawdown | 3.2 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.43 |
International Opportunities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Opportunities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Opportunities' standard deviation. In reality, there are many statistical measures that can use International Opportunities historical prices to predict the future International Opportunities' volatility.| Risk Adjusted Performance | 0.3241 | |||
| Jensen Alpha | 0.1868 | |||
| Total Risk Alpha | 0.0871 | |||
| Sortino Ratio | 0.0612 | |||
| Treynor Ratio | 0.7905 |
International Opportunities Backtested Returns
International Opportunities appears to be very steady, given 3 months investment horizon. International Opportunities holds Efficiency (Sharpe) Ratio of 0.37, which attests that the entity had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for International Opportunities, which you can use to evaluate the volatility of the entity. Please utilize International Opportunities' Downside Deviation of 0.764, market risk adjusted performance of 0.8005, and Risk Adjusted Performance of 0.3241 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Opportunities' returns are expected to increase less than the market. However, during the bear market, the loss of holding International Opportunities is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
International Opportunities Fund has very good predictability. Overlapping area represents the amount of predictability between International Opportunities 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 International Opportunities price movement. The serial correlation of 0.84 indicates that around 84.0% of current International Opportunities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
International Opportunities lagged returns against current returns
Autocorrelation, which is International Opportunities 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 International Opportunities' mutual fund expected returns. We can calculate the autocorrelation of International Opportunities returns to help us make a trade decision. For example, suppose you find that International Opportunities 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 |
International Opportunities 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 International Opportunities mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Opportunities mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Opportunities mutual fund over time.
Current vs Lagged Prices |
| Timeline |
International Opportunities Lagged Returns
When evaluating International Opportunities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Opportunities mutual fund have on its future price. International Opportunities 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, International Opportunities autocorrelation shows the relationship between International Opportunities mutual fund current value and its past values and can show if there is a momentum factor associated with investing in International Opportunities Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
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Other Information on Investing in International Mutual Fund
International Opportunities financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Opportunities security.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |