Frost Total Return Fund Market Value

FATRX Fund  USD 9.78  0.02  0.20%   
Frost Total's market value is the price at which a share of Frost Total trades on a public exchange. It measures the collective expectations of Frost Total Return investors about its performance. Frost Total is trading at 9.78 as of the 16th of December 2024; that is 0.2 percent down since the beginning of the trading day. The fund's open price was 9.8.
With this module, you can estimate the performance of a buy and hold strategy of Frost Total Return and determine expected loss or profit from investing in Frost Total over a given investment horizon. Check out Frost Total Correlation, Frost Total Volatility and Frost Total Alpha and Beta module to complement your research on Frost Total.
Symbol

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

Frost Total '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 Frost Total'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 Frost Total.
0.00
10/17/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/16/2024
0.00
If you would invest  0.00  in Frost Total on October 17, 2024 and sell it all today you would earn a total of 0.00 from holding Frost Total Return or generate 0.0% return on investment in Frost Total over 60 days. Frost Total is related to or competes with Baird Ultra, Frost Kempner, and Frost Kempner. Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment p... More

Frost Total 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 Frost Total'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 Frost Total Return upside and downside potential and time the market with a certain degree of confidence.

Frost Total Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frost Total's standard deviation. In reality, there are many statistical measures that can use Frost Total historical prices to predict the future Frost Total's volatility.
Hype
Prediction
LowEstimatedHigh
9.549.7810.02
Details
Intrinsic
Valuation
LowRealHigh
9.569.8010.04
Details

Frost Total Return Backtested Returns

Frost Total Return secures Sharpe Ratio (or Efficiency) of -0.16, which denotes the fund had a -0.16% return per unit of risk over the last 3 months. Frost Total Return exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frost Total's Standard Deviation of 0.2376, mean deviation of 0.1825, and Variance of 0.0564 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0107, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Frost Total are expected to decrease at a much lower rate. During the bear market, Frost Total is likely to outperform the market.

Auto-correlation

    
  -0.43  

Modest reverse predictability

Frost Total Return has modest reverse predictability. Overlapping area represents the amount of predictability between Frost Total time series from 17th of October 2024 to 16th of November 2024 and 16th of November 2024 to 16th 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 Frost Total Return price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Frost Total price fluctuation can be explain by its past prices.
Correlation Coefficient-0.43
Spearman Rank Test-0.27
Residual Average0.0
Price Variance0.0

Frost Total Return lagged returns against current returns

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

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

Frost Total Lagged Returns

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

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Other Information on Investing in Frost Mutual Fund

Frost Total financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Total security.
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