Eagle International Stock Fund Market Value
| EISDX Fund | USD 26.82 0.05 0.19% |
| Symbol | Eagle |
Eagle International '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 Eagle International'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 Eagle International.
| 06/25/2024 |
| 07/20/2025 |
If you would invest 0.00 in Eagle International on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Eagle International Stock or generate 0.0% return on investment in Eagle International over 390 days. Eagle International is related to or competes with Chartwell Short, Carillon Chartwell, Chartwell Short, Carillon Chartwell, Eagle Growth, Eagle Growth, and Eagle Growth. The fund normally invests at least 80 percent of its net assets in equity securities of companies economically tied to c... More
Eagle International 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 Eagle International'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 Eagle International Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6148 | |||
| Information Ratio | 0.1056 | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (0.77) | |||
| Potential Upside | 1.28 |
Eagle International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eagle International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eagle International's standard deviation. In reality, there are many statistical measures that can use Eagle International historical prices to predict the future Eagle International's volatility.| Risk Adjusted Performance | 0.3038 | |||
| Jensen Alpha | 0.1437 | |||
| Total Risk Alpha | 0.1092 | |||
| Sortino Ratio | 0.1075 | |||
| Treynor Ratio | 0.4846 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Eagle International'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.
Eagle International Stock Backtested Returns
Eagle International appears to be very steady, given 3 months investment horizon. Eagle International Stock secures Sharpe Ratio (or Efficiency) of 0.33, which denotes the fund had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Eagle International Stock, which you can use to evaluate the volatility of the entity. Please utilize Eagle International's Downside Deviation of 0.6148, coefficient of variation of 302.55, and Mean Deviation of 0.4833 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eagle International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eagle International is expected to be smaller as well.
Auto-correlation | 0.06 |
Virtually no predictability
Eagle International Stock has virtually no predictability. Overlapping area represents the amount of predictability between Eagle International time series from 25th of June 2024 to 6th of January 2025 and 6th of January 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 Eagle International Stock price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Eagle International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 1.83 |
Eagle International Stock lagged returns against current returns
Autocorrelation, which is Eagle International 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 Eagle International's mutual fund expected returns. We can calculate the autocorrelation of Eagle International returns to help us make a trade decision. For example, suppose you find that Eagle International 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 |
Eagle International 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 Eagle International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eagle International mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eagle International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Eagle International Lagged Returns
When evaluating Eagle International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eagle International mutual fund have on its future price. Eagle International 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, Eagle International autocorrelation shows the relationship between Eagle International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Eagle International Stock.
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 Eagle Mutual Fund
Eagle International financial ratios help investors to determine whether Eagle 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 Eagle with respect to the benefits of owning Eagle International security.
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