Dws Global Macro Fund Market Value
| DBIWX Fund | USD 10.75 0.02 0.19% |
| Symbol | Dws |
Dws Global '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 Global'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 Global.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Dws Global on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Dws Global Macro or generate 0.0% return on investment in Dws Global over 90 days. Dws Global is related to or competes with Morgan Stanley, Vanguard Global, Qs Global, Ultranasdaq-100 Profund, L Mason, Qs Growth, and The Tocqueville. The fund invests in equities , bonds, structured notes, money market instruments, exchange traded funds , and cash More
Dws Global 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 Global'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 Global Macro upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3445 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.82 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.5747 |
Dws Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dws Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dws Global's standard deviation. In reality, there are many statistical measures that can use Dws Global historical prices to predict the future Dws Global's volatility.| Risk Adjusted Performance | 0.2015 | |||
| Jensen Alpha | 0.0437 | |||
| Total Risk Alpha | 0.0199 | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.4315 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dws Global'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.
Dws Global Macro Backtested Returns
At this stage we consider Dws Mutual Fund to be very steady. Dws Global Macro secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Dws Global Macro, which you can use to evaluate the volatility of the entity. Please confirm Dws Global's Mean Deviation of 0.2251, coefficient of variation of 420.54, and Standard Deviation of 0.3055 to check if the risk estimate we provide is consistent with the expected return of 0.0663%. The fund shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Dws Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dws Global is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
Dws Global Macro has below average predictability. Overlapping area represents the amount of predictability between Dws Global time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Dws Global Macro price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Dws Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dws Global Macro lagged returns against current returns
Autocorrelation, which is Dws Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Dws Global returns to help us make a trade decision. For example, suppose you find that Dws Global 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 Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dws Global 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 Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dws Global Lagged Returns
When evaluating Dws Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dws Global mutual fund have on its future price. Dws Global 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 Global autocorrelation shows the relationship between Dws Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dws Global Macro.
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 Global 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 Global security.
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