Thomas White Emerging Fund Market Value
| TWEMX Fund | USD 11.61 0.09 0.78% |
| Symbol | Thomas |
Thomas White '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 Thomas White'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 Thomas White.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Thomas White on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Thomas White Emerging or generate 0.0% return on investment in Thomas White over 90 days. Thomas White is related to or competes with Hennessy, Global Resources, Dreyfus Natural, Jennison Natural, Fidelity Advisor, Adams Natural, and Invesco Energy. Under normal circumstances, the fund invests at least 80 percent of the value of its net assets, plus any borrowings for... More
Thomas White 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 Thomas White'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 Thomas White Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7758 | |||
| Information Ratio | 0.1955 | |||
| Maximum Drawdown | 4.36 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.73 |
Thomas White Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thomas White's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thomas White's standard deviation. In reality, there are many statistical measures that can use Thomas White historical prices to predict the future Thomas White's volatility.| Risk Adjusted Performance | 0.3429 | |||
| Jensen Alpha | 0.2922 | |||
| Total Risk Alpha | 0.1758 | |||
| Sortino Ratio | 0.2047 | |||
| Treynor Ratio | (14.48) |
Thomas White Emerging Backtested Returns
Thomas White appears to be very steady, given 3 months investment horizon. Thomas White Emerging owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the fund had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Thomas White Emerging, which you can use to evaluate the volatility of the fund. Please review Thomas White's Risk Adjusted Performance of 0.3429, standard deviation of 0.8126, and Downside Deviation of 0.7758 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.02, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Thomas White are expected to decrease at a much lower rate. During the bear market, Thomas White is likely to outperform the market.
Auto-correlation | 0.74 |
Good predictability
Thomas White Emerging has good predictability. Overlapping area represents the amount of predictability between Thomas White time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Thomas White Emerging price movement. The serial correlation of 0.74 indicates that around 74.0% of current Thomas White price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Thomas White Emerging lagged returns against current returns
Autocorrelation, which is Thomas White 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 Thomas White's mutual fund expected returns. We can calculate the autocorrelation of Thomas White returns to help us make a trade decision. For example, suppose you find that Thomas White 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 |
Thomas White 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 Thomas White mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thomas White mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Thomas White mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Thomas White Lagged Returns
When evaluating Thomas White's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thomas White mutual fund have on its future price. Thomas White 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, Thomas White autocorrelation shows the relationship between Thomas White mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Thomas White Emerging.
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 Thomas Mutual Fund
Thomas White financial ratios help investors to determine whether Thomas 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 Thomas with respect to the benefits of owning Thomas White security.
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