Federated Government Ultrashort Fund Market Value

FGUAX Fund  USD 9.77  0.01  0.10%   
Federated Government's market value is the price at which a share of Federated Government trades on a public exchange. It measures the collective expectations of Federated Government Ultrashort investors about its performance. Federated Government is trading at 9.77 as of the 29th of November 2024; that is 0.10 percent up since the beginning of the trading day. The fund's open price was 9.76.
With this module, you can estimate the performance of a buy and hold strategy of Federated Government Ultrashort and determine expected loss or profit from investing in Federated Government over a given investment horizon. Check out Federated Government Correlation, Federated Government Volatility and Federated Government Alpha and Beta module to complement your research on Federated Government.
Symbol

Please note, there is a significant difference between Federated Government's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federated Government is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Government'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.

Federated Government '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 Federated Government'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 Federated Government.
0.00
12/10/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
11/29/2024
0.00
If you would invest  0.00  in Federated Government on December 10, 2022 and sell it all today you would earn a total of 0.00 from holding Federated Government Ultrashort or generate 0.0% return on investment in Federated Government over 720 days. Federated Government is related to or competes with Falcon Focus, Bbh Partner, Rbc Microcap, Scharf Global, and Rbb Fund. The funds overall strategy is to invest in a portfolio of U.S More

Federated Government 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 Federated Government'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 Federated Government Ultrashort upside and downside potential and time the market with a certain degree of confidence.

Federated Government Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Government's standard deviation. In reality, there are many statistical measures that can use Federated Government historical prices to predict the future Federated Government's volatility.
Hype
Prediction
LowEstimatedHigh
9.679.779.87
Details
Intrinsic
Valuation
LowRealHigh
9.669.769.86
Details
Naive
Forecast
LowNextHigh
9.659.759.85
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.739.769.79
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Federated Government. Your research has to be compared to or analyzed against Federated Government's peers to derive any actionable benefits. When done correctly, Federated Government's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Federated Government.

Federated Government Backtested Returns

At this stage we consider Federated Mutual Fund to be very steady. Federated Government secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Federated Government Ultrashort, which you can use to evaluate the volatility of the entity. Please confirm Federated Government's Standard Deviation of 0.1, variance of 0.01, and Mean Deviation of 0.0442 to check if the risk estimate we provide is consistent with the expected return of 0.0115%. The fund shows a Beta (market volatility) of -0.0226, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federated Government are expected to decrease at a much lower rate. During the bear market, Federated Government is likely to outperform the market.

Auto-correlation

    
  0.98  

Excellent predictability

Federated Government Ultrashort has excellent predictability. Overlapping area represents the amount of predictability between Federated Government time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Federated Government price movement. The serial correlation of 0.98 indicates that 98.0% of current Federated Government price fluctuation can be explain by its past prices.
Correlation Coefficient0.98
Spearman Rank Test0.99
Residual Average0.0
Price Variance0.03

Federated Government lagged returns against current returns

Autocorrelation, which is Federated Government 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 Federated Government's mutual fund expected returns. We can calculate the autocorrelation of Federated Government returns to help us make a trade decision. For example, suppose you find that Federated Government 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  

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

Federated Government Lagged Returns

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

Federated Government financial ratios help investors to determine whether Federated 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 Federated with respect to the benefits of owning Federated Government security.
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