Martin Currie Emerging Fund Technical Analysis
| MCEIX Fund | USD 18.00 0.26 1.47% |
As of the 26th of March, shares of Martin Currie change hands at 18.00 per share. Momentum and volatility readings indicate Downside Deviation of 1.68, risk adjusted performance of 0.0914, and Mean Deviation of 1.06. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
Martin Currie Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Martin, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MartinMartin |
What if' Analysis
What-if analysis for Martin Currie Emerging is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. Used properly, this review provides context for deciding whether Martin Currie's historical reward profile was stable enough to support the current thesis.
| 12/26/2025 |
| 03/26/2026 |
A 0.00 entry into Martin Currie on December 26, 2025 held to the present would produce 0.00 in net return. The outcome is a 0.0% cumulative return in Martin Currie on balance over the 90 day interval. Market-based inputs including price and volume form the foundation of this dataset. Peers such as Martin Currie, Martin Currie, UTILITIES FUND, HEARTLAND VALUE, Small Cap, PRUDENTIAL JENNISON, and PRUDENTIAL JENNISON operate in a similar space as Martin Currie. Under normal market conditions, the fund pursues its objective by investing at least 80 percent of its net assets plus b... More
Upside and Downside Indicators for Martin Currie Snapshot
The momentum profile for Martin Currie describes how price movement distributes across upside and downside channels. The dataset reflects available inputs without directional implication.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.1363 | |||
| Maximum Drawdown | 8.55 | |||
| Value At Risk | -2.08 | |||
| Potential Upside | 2.32 |
Martin Currie Volatility and Risk Indicators Dashboard
Market risk indicators summarize volatility and return dispersion for Martin Currie. The information is sourced from historical market data.| Risk Adjusted Performance | 0.0914 | |||
| Jensen Alpha | 0.2136 | |||
| Total Risk Alpha | 0.2469 | |||
| Sortino Ratio | 0.1206 | |||
| Treynor Ratio | 0.1218 |
The mean reversion principle applied to Martin Currie's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of Martin Currie's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in Martin Currie's price is a well-documented phenomenon in academic research. In many cases, Martin Currie's price extremes present statistical patterns that have recurred historically.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0914 | |||
| Market Risk Adjusted Performance | 0.1318 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.57 | |||
| Downside Deviation | 1.68 | |||
| Coefficient Of Variation | 946.53 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.2 | |||
| Information Ratio | 0.1363 | |||
| Jensen Alpha | 0.2136 | |||
| Total Risk Alpha | 0.2469 | |||
| Sortino Ratio | 0.1206 | |||
| Treynor Ratio | 0.1218 | |||
| Maximum Drawdown | 8.55 | |||
| Value At Risk | -2.08 | |||
| Potential Upside | 2.32 | |||
| Downside Variance | 2.81 | |||
| Semi Variance | 2.46 | |||
| Expected Short fall | -1.10 | |||
| Skewness | -1.04 | |||
| Kurtosis | 3.07 |
Martin Currie Emerging Backtested Returns
Martin Currie presents a very low volatility profile within the defined horizon. It shows an Efficiency (Sharpe) Ratio of 0.0732, quantifying return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please review metrics such as Downside Deviation of 1.68, risk-adjusted performance of 0.0914, and mean deviation of 1.06 to review dispersion measures. The fund shows a market beta of 1.21, which means elevated sensitivity to broad market movements. Martin Currie tends to amplify market moves - gaining more in rallies but giving back more during declines.
Auto-correlation | -0.6 |
Good reverse predictability
The autocorrelation profile for Martin Currie Emerging registers good reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Martin Currie Emerging's near-term price behavior. A serial correlation of -0.6 indicates that roughly 60.0% of current Martin Currie price fluctuations can be explained by its historical price movements. Given that Martin Currie Emerging has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
This technical analysis module for Martin Currie is structured around price and volume data. This approach uses standard technical indicators across price data.
Technical Analysis
This analysis covers forty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Martin Currie Emerging volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Martin Currie focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Volatility compression can precede expansion in dispersion regimes.
Unless otherwise specified, data for Martin Currie Emerging is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsMartin Currie Technical Indicators
Technical indicators tied to Martin Currie Emerging help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0914 | |||
| Market Risk Adjusted Performance | 0.1318 | |||
| Mean Deviation | 1.06 | |||
| Semi Deviation | 1.57 | |||
| Downside Deviation | 1.68 | |||
| Coefficient Of Variation | 946.53 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.2 | |||
| Information Ratio | 0.1363 | |||
| Jensen Alpha | 0.2136 | |||
| Total Risk Alpha | 0.2469 | |||
| Sortino Ratio | 0.1206 | |||
| Treynor Ratio | 0.1218 | |||
| Maximum Drawdown | 8.55 | |||
| Value At Risk | -2.08 | |||
| Potential Upside | 2.32 | |||
| Downside Variance | 2.81 | |||
| Semi Variance | 2.46 | |||
| Expected Short fall | -1.10 | |||
| Skewness | -1.04 | |||
| Kurtosis | 3.07 |
Martin Currie Emerging One Year Return
Based on the recorded statements, Martin Currie Emerging has an One Year Return of 31.096%. This is much higher than that of the Franklin Templeton Investments family and about the same as Diversified Emerging Mkts (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.March 26, 2026 Daily Trend Indicators
Technical indicators tied to Martin Currie Emerging help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 18.00 | ||
| Day Typical Price | 18.00 | ||
| Price Action Indicator | 0.13 |