Templeton World Fund Market Value
| TWDAX Fund | USD 18.59 0.11 0.60% |
| Symbol | Templeton |
Templeton World '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 Templeton World'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 Templeton World.
| 06/05/2025 |
| 07/05/2025 |
If you would invest 0.00 in Templeton World on June 5, 2025 and sell it all today you would earn a total of 0.00 from holding Templeton World Fund or generate 0.0% return on investment in Templeton World over 30 days. Templeton World is related to or competes with Tiaa-cref Small-cap, Harbor Diversified, Fidelity Advisor, Lord Abbett, Wells Fargo, and Columbia Diversified. The fund invests primarily in the equity securities of companies located anywhere in the world, including developing mar... More
Templeton World 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 Templeton World'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 Templeton World Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1947 | |||
| Maximum Drawdown | 10.33 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.95 |
Templeton World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Templeton World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Templeton World's standard deviation. In reality, there are many statistical measures that can use Templeton World historical prices to predict the future Templeton World's volatility.| Risk Adjusted Performance | 0.4503 | |||
| Jensen Alpha | 0.3807 | |||
| Total Risk Alpha | 0.2807 | |||
| Sortino Ratio | 0.2378 | |||
| Treynor Ratio | (2.37) |
Templeton World Backtested Returns
Templeton World appears to be very steady, given 3 months investment horizon. Templeton World owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the fund had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Templeton World Fund, which you can use to evaluate the volatility of the fund. Please review Templeton World's Semi Deviation of 0.4785, coefficient of variation of 360.54, and Risk Adjusted Performance of 0.4503 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Templeton World are expected to decrease at a much lower rate. During the bear market, Templeton World is likely to outperform the market.
Auto-correlation | -0.32 |
Poor reverse predictability
Templeton World Fund has poor reverse predictability. Overlapping area represents the amount of predictability between Templeton World time series from 5th of June 2025 to 20th of June 2025 and 20th of June 2025 to 5th 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 Templeton World price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Templeton World price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Templeton World lagged returns against current returns
Autocorrelation, which is Templeton World 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 Templeton World's mutual fund expected returns. We can calculate the autocorrelation of Templeton World returns to help us make a trade decision. For example, suppose you find that Templeton World 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 |
Templeton World 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 Templeton World mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Templeton World mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Templeton World mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Templeton World Lagged Returns
When evaluating Templeton World's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Templeton World mutual fund have on its future price. Templeton World 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, Templeton World autocorrelation shows the relationship between Templeton World mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Templeton World Fund.
Regressed Prices |
| Timeline |
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Other Information on Investing in Templeton Mutual Fund
Templeton World financial ratios help investors to determine whether Templeton 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 Templeton with respect to the benefits of owning Templeton World security.
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