Federated Fund For Fund Market Value
| FUSCX Fund | USD 6.23 0.02 0.32% |
| Symbol | Federated |
Federated Fund '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 Fund'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 Fund.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Federated Fund on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Federated Fund For or generate 0.0% return on investment in Federated Fund over 690 days. Federated Fund is related to or competes with Vanguard Gnma, Us Government, American Funds, and Fidelity Sai. The fund invests primarily in a diversified portfolio of U.S More
Federated Fund 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 Fund'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 Fund For upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.44) | |||
| Maximum Drawdown | 1.46 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.4878 |
Federated Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Fund's standard deviation. In reality, there are many statistical measures that can use Federated Fund historical prices to predict the future Federated Fund's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.468 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Fund'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 Fund For Backtested Returns
Federated Fund For secures Sharpe Ratio (or Efficiency) of -0.0741, which denotes the fund had a -0.0741% return per unit of risk over the last 3 months. Federated Fund For exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Fund's Mean Deviation of 0.264, variance of 0.1154, and Standard Deviation of 0.3398 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0717, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federated Fund are expected to decrease at a much lower rate. During the bear market, Federated Fund is likely to outperform the market.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Federated Fund For has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Federated Fund time series from 9th of January 2023 to 20th of December 2023 and 20th 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 Fund For price movement. The serial correlation of -0.76 indicates that around 76.0% of current Federated Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Federated Fund For lagged returns against current returns
Autocorrelation, which is Federated Fund 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 Fund's mutual fund expected returns. We can calculate the autocorrelation of Federated Fund returns to help us make a trade decision. For example, suppose you find that Federated Fund 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 Fund 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 Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Fund 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 Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Fund Lagged Returns
When evaluating Federated Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Fund mutual fund have on its future price. Federated Fund 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 Fund autocorrelation shows the relationship between Federated Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Fund For.
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 Fund 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 Fund security.
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