Franklin Mutual Fund Market Value

FMURX
 Fund
  

USD 20.13  0.30  1.47%   

Franklin Mutual's market value is the price at which a share of Franklin Mutual stock trades on a public exchange. It measures the collective expectations of Franklin Mutual European investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Franklin Mutual European and determine expected loss or profit from investing in Franklin Mutual over a given investment horizon. Please check Franklin Mutual Correlation, Franklin Mutual Volatility and Franklin Mutual Alpha and Beta module to complement your research on Franklin Mutual.
Symbol

Please note, there is a significant difference between Franklin Mutual's value and its price as these two are different measures arrived at by different means. Investors typically determine Franklin Mutual value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Franklin Mutual's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Franklin Mutual '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 Franklin Mutual'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 Franklin Mutual.
0.00
10/31/2022
No Change 0.00  0.0 
In 31 days
11/30/2022
0.00
If you would invest  0.00  in Franklin Mutual on October 31, 2022 and sell it all today you would earn a total of 0.00 from holding Franklin Mutual European or generate 0.0% return on investment in Franklin Mutual over 30 days. Franklin Mutual is related to or competes with Invesco European. The investment seeks capital appreciation income is a secondary consideration More

Franklin Mutual 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 Franklin Mutual'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 Franklin Mutual European upside and downside potential and time the market with a certain degree of confidence.

Franklin Mutual Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Mutual's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Mutual's standard deviation. In reality, there are many statistical measures that can use Franklin Mutual historical prices to predict the future Franklin Mutual's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Franklin Mutual'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. Please use the tools below to analyze the current value of Franklin Mutual in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
19.1220.4321.74
Details
Intrinsic
Valuation
LowReal ValueHigh
17.1518.4622.47
Details
Naive
Forecast
LowNext ValueHigh
19.3620.6621.97
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
18.0019.2120.41
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Franklin Mutual. Your research has to be compared to or analyzed against Franklin Mutual's peers to derive any actionable benefits. When done correctly, Franklin Mutual's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Franklin Mutual European.

Franklin Mutual European Backtested Returns

Franklin Mutual appears to be very steady, given 3 months investment horizon. Franklin Mutual European secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had 0.15% of return per unit of standard deviation over the last 3 months. Our philosophy in predicting the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Franklin Mutual European, which you can use to evaluate the future volatility of the entity. Please utilize Franklin Mutual's Downside Deviation of 1.17, mean deviation of 1.01, and Semi Deviation of 1.07 to check if our risk estimates are consistent with your expectations.
The fund shows a Beta (market volatility) of 0.0796, which means not very significant fluctuations relative to the market. Let's try to break down what Franklin's beta means in this case. As returns on the market increase, Franklin Mutual returns are expected to increase less than the market. However, during the bear market, the loss on holding Franklin Mutual will be expected to be smaller as well. Although it is important to respect Franklin Mutual European historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy in predicting future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Franklin Mutual European technical indicators, you can presently evaluate if the expected return of 0.2% will be sustainable into the future.

Auto-correlation

    
  0.41  

Average predictability

Franklin Mutual European has average predictability. Overlapping area represents the amount of predictability between Franklin Mutual time series from 31st of October 2022 to 15th of November 2022 and 15th of November 2022 to 30th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Franklin Mutual European price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Franklin Mutual price fluctuation can be explain by its past prices.
Correlation Coefficient0.41
Spearman Rank Test0.5
Residual Average0.0
Price Variance0.03

Franklin Mutual European lagged returns against current returns

Autocorrelation, which is Franklin Mutual 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 Franklin Mutual's mutual fund expected returns. We can calculate the autocorrelation of Franklin Mutual returns to help us make a trade decision. For example, suppose you find that Franklin Mutual mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

Franklin Mutual 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 Franklin Mutual mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Mutual mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin Mutual mutual fund over time.
   Current vs Lagged Prices   
Share
       Timeline  

Franklin Mutual Lagged Returns

When evaluating Franklin Mutual's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Mutual mutual fund have on its future price. Franklin Mutual 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, Franklin Mutual autocorrelation shows the relationship between Franklin Mutual mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Franklin Mutual European.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Franklin Mutual without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Global Markets Map Now

   

Global Markets Map

Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
All  Next Launch Module

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Franklin Mutual European using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Franklin Mutual Correlation, Franklin Mutual Volatility and Franklin Mutual Alpha and Beta module to complement your research on Franklin Mutual. You can also try Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Complementary Tools for analysis

When running Franklin Mutual European price analysis, check to measure Franklin Mutual's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Franklin Mutual is operating at the current time. Most of Franklin Mutual's value examination focuses on studying past and present price action to predict the probability of Franklin Mutual's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Franklin Mutual's price. Additionally, you may evaluate how the addition of Franklin Mutual to your portfolios can decrease your overall portfolio volatility.
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Franklin Mutual technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Franklin Mutual technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Franklin Mutual trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...