Ep Emerging Markets Fund Market Value
| EPASX Fund | USD 10.83 0.03 0.28% |
| Symbol | EPASX |
Ep 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 Ep Emerging'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 Ep Emerging.
| 04/04/2025 |
| 07/03/2025 |
If you would invest 0.00 in Ep Emerging on April 4, 2025 and sell it all today you would earn a total of 0.00 from holding Ep Emerging Markets or generate 0.0% return on investment in Ep Emerging over 90 days. Ep Emerging is related to or competes with T Rowe, Aqr Global, Rbb Fund, Scharf Global, Morningstar Global, and Dodge Cox. The fund seeks to achieve its investment objective by investing at least 80 percent of its net assets in equity securiti... More
Ep 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 Ep Emerging'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 Ep Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0058 | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.18 |
Ep Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ep Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ep Emerging's standard deviation. In reality, there are many statistical measures that can use Ep Emerging historical prices to predict the future Ep Emerging's volatility.| Risk Adjusted Performance | 0.2031 | |||
| Jensen Alpha | 0.1185 | |||
| Total Risk Alpha | 0.0504 | |||
| Sortino Ratio | 0.0047 | |||
| Treynor Ratio | (1.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ep Emerging'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.
Ep Emerging Markets Backtested Returns
Ep Emerging appears to be very steady, given 3 months investment horizon. Ep Emerging Markets retains Efficiency (Sharpe Ratio) of 0.25, which denotes the fund had a 0.25 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Ep Emerging, which you can use to evaluate the volatility of the entity. Please utilize Ep Emerging's Downside Deviation of 1.15, market risk adjusted performance of (1.47), and Standard Deviation of 0.9357 to check if our risk estimates are consistent with your expectations. The fund owns a Beta (Systematic Risk) of -0.0746, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ep Emerging are expected to decrease at a much lower rate. During the bear market, Ep Emerging is likely to outperform the market.
Auto-correlation | 0.85 |
Very good predictability
Ep Emerging Markets has very good predictability. Overlapping area represents the amount of predictability between Ep Emerging time series from 4th of April 2025 to 19th of May 2025 and 19th of May 2025 to 3rd 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 Ep Emerging Markets price movement. The serial correlation of 0.85 indicates that around 85.0% of current Ep Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ep Emerging Markets lagged returns against current returns
Autocorrelation, which is Ep Emerging 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 Ep Emerging's mutual fund expected returns. We can calculate the autocorrelation of Ep Emerging returns to help us make a trade decision. For example, suppose you find that Ep Emerging 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 |
Ep 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 Ep Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ep Emerging mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ep Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ep Emerging Lagged Returns
When evaluating Ep Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ep Emerging mutual fund have on its future price. Ep 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, Ep Emerging autocorrelation shows the relationship between Ep Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ep Emerging Markets.
Regressed Prices |
| Timeline |
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Other Information on Investing in EPASX Mutual Fund
Ep Emerging financial ratios help investors to determine whether EPASX 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 EPASX with respect to the benefits of owning Ep Emerging security.
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