Federated Kaufmann Small Fund Market Value

FKALX Fund  USD 51.77  0.72  1.37%   
Federated Kaufmann's market value is the price at which a share of Federated Kaufmann trades on a public exchange. It measures the collective expectations of Federated Kaufmann Small investors about its performance. Federated Kaufmann is trading at 51.77 as of the 13th of December 2024; that is 1.37 percent down since the beginning of the trading day. The fund's open price was 52.49.
With this module, you can estimate the performance of a buy and hold strategy of Federated Kaufmann Small and determine expected loss or profit from investing in Federated Kaufmann over a given investment horizon. Check out Federated Kaufmann Correlation, Federated Kaufmann Volatility and Federated Kaufmann Alpha and Beta module to complement your research on Federated Kaufmann.
Symbol

Please note, there is a significant difference between Federated Kaufmann's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federated Kaufmann is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Kaufmann'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 Kaufmann '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 Kaufmann'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 Kaufmann.
0.00
12/24/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/13/2024
0.00
If you would invest  0.00  in Federated Kaufmann on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Federated Kaufmann Small or generate 0.0% return on investment in Federated Kaufmann over 720 days. Federated Kaufmann is related to or competes with Federated Global, Federated Total, Federated Max, Federated, and Federated Mdt. The fund invests primarily in the common stocks of small companies that are traded on national security exchanges, the N... More

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

Federated Kaufmann Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Kaufmann's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Kaufmann's standard deviation. In reality, there are many statistical measures that can use Federated Kaufmann historical prices to predict the future Federated Kaufmann's volatility.
Hype
Prediction
LowEstimatedHigh
50.5551.7752.99
Details
Intrinsic
Valuation
LowRealHigh
51.0552.2753.49
Details
Naive
Forecast
LowNextHigh
48.4549.6750.90
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
50.5853.6556.71
Details

Federated Kaufmann Small Backtested Returns

At this stage we consider Federated Mutual Fund to be very steady. Federated Kaufmann Small secures Sharpe Ratio (or Efficiency) of 0.0222, which denotes the fund had a 0.0222% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Kaufmann Small, which you can use to evaluate the volatility of the entity. Please confirm Federated Kaufmann's Downside Deviation of 1.4, mean deviation of 0.8207, and Coefficient Of Variation of 1747.92 to check if the risk estimate we provide is consistent with the expected return of 0.0272%. The fund shows a Beta (market volatility) of 1.14, which means a somewhat significant risk relative to the market. Federated Kaufmann returns are very sensitive to returns on the market. As the market goes up or down, Federated Kaufmann is expected to follow.

Auto-correlation

    
  -0.09  

Very weak reverse predictability

Federated Kaufmann Small has very weak reverse predictability. Overlapping area represents the amount of predictability between Federated Kaufmann time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 Kaufmann Small price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Federated Kaufmann price fluctuation can be explain by its past prices.
Correlation Coefficient-0.09
Spearman Rank Test0.1
Residual Average0.0
Price Variance5.48

Federated Kaufmann Small lagged returns against current returns

Autocorrelation, which is Federated Kaufmann 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 Kaufmann's mutual fund expected returns. We can calculate the autocorrelation of Federated Kaufmann returns to help us make a trade decision. For example, suppose you find that Federated Kaufmann 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 Kaufmann 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 Kaufmann mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Kaufmann 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 Kaufmann mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Federated Kaufmann Lagged Returns

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