Federated Mdt Large Fund Market Value
| FMSTX Fund | USD 37.48 0.10 0.27% |
| Symbol | Federated |
Federated Mdt '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 Mdt'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 Mdt.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Federated Mdt on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Mdt Large or generate 0.0% return on investment in Federated Mdt over 90 days. Federated Mdt is related to or competes with Vanguard Value, Dodge Cox, American Funds, American Funds, American Mutual, American Mutual, and American Mutual. The fund invests primarily in the common stock of large-cap U.S More
Federated Mdt 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 Mdt'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 Mdt Large upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5854 | |||
| Information Ratio | 0.0287 | |||
| Maximum Drawdown | 3.58 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.13 |
Federated Mdt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mdt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Mdt's standard deviation. In reality, there are many statistical measures that can use Federated Mdt historical prices to predict the future Federated Mdt's volatility.| Risk Adjusted Performance | 0.1752 | |||
| Jensen Alpha | 0.0432 | |||
| Total Risk Alpha | 0.0335 | |||
| Sortino Ratio | 0.0335 | |||
| Treynor Ratio | 0.1806 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Mdt'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.
Federated Mdt Large Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Mdt Large secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the fund had a 0.24% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Mdt Large, which you can use to evaluate the volatility of the entity. Please confirm Federated Mdt's Downside Deviation of 0.5854, mean deviation of 0.5202, and Coefficient Of Variation of 433.41 to check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Mdt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Mdt is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
Federated Mdt Large has very good predictability. Overlapping area represents the amount of predictability between Federated Mdt time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Mdt Large price movement. The serial correlation of 0.82 indicates that around 82.0% of current Federated Mdt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Federated Mdt Large lagged returns against current returns
Autocorrelation, which is Federated Mdt 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 Mdt's mutual fund expected returns. We can calculate the autocorrelation of Federated Mdt returns to help us make a trade decision. For example, suppose you find that Federated Mdt 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 Mdt 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 Mdt mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Mdt 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 Mdt mutual fund over time.
Current vs Lagged Prices |
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Federated Mdt Lagged Returns
When evaluating Federated Mdt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Mdt mutual fund have on its future price. Federated Mdt 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 Mdt autocorrelation shows the relationship between Federated Mdt mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Mdt Large.
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 Mdt 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 Mdt security.
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