World Ex Val Fund Market Value
| DFWVX Fund | USD 15.30 0.03 0.20% |
| Symbol | World |
World Ex '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 World Ex'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 World Ex.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in World Ex on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding World Ex Val or generate 0.0% return on investment in World Ex over 90 days. World Ex is related to or competes with Aig Government, Federated Government, Blackrock, Ridgeworth Seix, Franklin Adjustable, and Dunham Corporate/govern. The Portfolio seeks to achieve its investment objective through exposure to a broad portfolio of securities of non-U.S More
World Ex 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 World Ex'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 World Ex Val upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6011 | |||
| Information Ratio | 0.1612 | |||
| Maximum Drawdown | 2.75 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 1.18 |
World Ex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for World Ex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as World Ex's standard deviation. In reality, there are many statistical measures that can use World Ex historical prices to predict the future World Ex's volatility.| Risk Adjusted Performance | 0.3726 | |||
| Jensen Alpha | 0.1821 | |||
| Total Risk Alpha | 0.143 | |||
| Sortino Ratio | 0.1545 | |||
| Treynor Ratio | 0.7033 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of World Ex'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.
World Ex Val Backtested Returns
World Ex appears to be very steady, given 3 months investment horizon. World Ex Val shows Sharpe Ratio of 0.38, which attests that the fund had a 0.38 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for World Ex Val, which you can use to evaluate the volatility of the fund. Please utilize World Ex's Mean Deviation of 0.4374, coefficient of variation of 246.58, and Market Risk Adjusted Performance of 0.7133 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, World Ex's returns are expected to increase less than the market. However, during the bear market, the loss of holding World Ex is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
World Ex Val has very good predictability. Overlapping area represents the amount of predictability between World Ex time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 World Ex Val price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current World Ex price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
World Ex Val lagged returns against current returns
Autocorrelation, which is World Ex 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 World Ex's mutual fund expected returns. We can calculate the autocorrelation of World Ex returns to help us make a trade decision. For example, suppose you find that World Ex 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 |
World Ex 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 World Ex mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if World Ex mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in World Ex mutual fund over time.
Current vs Lagged Prices |
| Timeline |
World Ex Lagged Returns
When evaluating World Ex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of World Ex mutual fund have on its future price. World Ex 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, World Ex autocorrelation shows the relationship between World Ex mutual fund current value and its past values and can show if there is a momentum factor associated with investing in World Ex Val.
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 World Mutual Fund
World Ex financial ratios help investors to determine whether World 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 World with respect to the benefits of owning World Ex security.
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