Deutsche Croci International Fund Market Value
| SCINX Fund | USD 60.73 1.65 2.79% |
| Symbol | Deutsche |
Deutsche Croci '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 Deutsche Croci'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 Deutsche Croci.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Deutsche Croci on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Croci International or generate 0.0% return on investment in Deutsche Croci over 90 days. Deutsche Croci is related to or competes with Jpmorgan Diversified, Victory Diversified, Lord Abbett, Global Diversified, Harbor Diversified, Tiaa-cref Lifestyle, and Mainstay Conservative. The fund invests at least 65 percent of its total assets in foreign equities More
Deutsche Croci 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 Deutsche Croci'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 Deutsche Croci International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7422 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 1.27 |
Deutsche Croci Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Croci's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Croci's standard deviation. In reality, there are many statistical measures that can use Deutsche Croci historical prices to predict the future Deutsche Croci's volatility.| Risk Adjusted Performance | 0.2409 | |||
| Jensen Alpha | 0.1101 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.4784 |
Deutsche Croci Inter Backtested Returns
At this stage we consider Deutsche Mutual Fund to be very steady. Deutsche Croci Inter 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-eight technical indicators for Deutsche Croci International, which you can use to evaluate the volatility of the entity. Please confirm Deutsche Croci's Coefficient Of Variation of 366.5, downside deviation of 0.7422, and Mean Deviation of 0.5552 to check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deutsche Croci's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Croci is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Deutsche Croci International has good predictability. Overlapping area represents the amount of predictability between Deutsche Croci time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Deutsche Croci Inter price movement. The serial correlation of 0.7 indicates that around 70.0% of current Deutsche Croci price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Deutsche Croci Inter lagged returns against current returns
Autocorrelation, which is Deutsche Croci 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 Deutsche Croci's mutual fund expected returns. We can calculate the autocorrelation of Deutsche Croci returns to help us make a trade decision. For example, suppose you find that Deutsche Croci 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 |
Deutsche Croci 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 Deutsche Croci mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Croci mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Croci mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Croci Lagged Returns
When evaluating Deutsche Croci's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Croci mutual fund have on its future price. Deutsche Croci 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, Deutsche Croci autocorrelation shows the relationship between Deutsche Croci mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Croci International.
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.| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp |
Other Information on Investing in Deutsche Mutual Fund
Deutsche Croci financial ratios help investors to determine whether Deutsche 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 Deutsche with respect to the benefits of owning Deutsche Croci security.
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |