Franklin Servative Allocation Fund Market Value
| FTCRX Fund | USD 13.99 0.08 0.58% |
| Symbol | Franklin |
Franklin Servative '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 Servative'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 Servative.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Franklin Servative on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Franklin Servative Allocation or generate 0.0% return on investment in Franklin Servative over 30 days. Franklin Servative is related to or competes with Franklin Mutual, Templeton Developing, Franklin Mutual, Franklin Mutual, Franklin Mutual, Templeton Foreign, and Templeton Foreign. The fund is a fund of funds meaning that it seeks to achieve its investment goal by investing its assets primarily in ot... More
Franklin Servative 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 Servative'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 Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 2.4 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 0.5751 |
Franklin Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Servative's standard deviation. In reality, there are many statistical measures that can use Franklin Servative historical prices to predict the future Franklin Servative's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.11) |
Franklin Servative Backtested Returns
Franklin Servative secures Sharpe Ratio (or Efficiency) of -0.0575, which denotes the fund had a -0.0575% return per unit of standard deviation over the last 3 months. Franklin Servative Allocation exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Franklin Servative's Standard Deviation of 0.3666, coefficient of variation of (1,673), and Mean Deviation of 0.2732 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, Franklin Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Servative is expected to be smaller as well.
Auto-correlation | -0.88 |
Excellent reverse predictability
Franklin Servative Allocation has excellent reverse predictability. Overlapping area represents the amount of predictability between Franklin Servative time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Franklin Servative price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Franklin Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Franklin Servative lagged returns against current returns
Autocorrelation, which is Franklin Servative 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 Servative's mutual fund expected returns. We can calculate the autocorrelation of Franklin Servative returns to help us make a trade decision. For example, suppose you find that Franklin Servative 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 |
Franklin Servative 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 Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Servative 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 Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Franklin Servative Lagged Returns
When evaluating Franklin Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Servative mutual fund have on its future price. Franklin Servative 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 Servative autocorrelation shows the relationship between Franklin Servative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Franklin Servative Allocation.
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 Franklin Mutual Fund
Franklin Servative financial ratios help investors to determine whether Franklin 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 Franklin with respect to the benefits of owning Franklin Servative security.
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