Franklin Fund Allocator Fund Market Value
| FCEEX Fund | USD 10.20 0.07 0.69% |
| Symbol | Franklin |
Franklin 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 Franklin 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 Franklin Fund.
| 06/30/2023 |
| 01/20/2025 |
If you would invest 0.00 in Franklin Fund on June 30, 2023 and sell it all today you would earn a total of 0.00 from holding Franklin Fund Allocator or generate 0.0% return on investment in Franklin Fund over 570 days. Franklin Fund is related to or competes with Rational/pier, and Calamos Dynamic. Under normal market conditions, the fund invests at least 80 percent of its net assets in equity securities of issuers l... More
Franklin 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 Franklin 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 Franklin Fund Allocator upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.25 |
Franklin Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Fund's standard deviation. In reality, there are many statistical measures that can use Franklin Fund historical prices to predict the future Franklin Fund's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Franklin 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.
Franklin Fund Allocator Backtested Returns
Franklin Fund Allocator secures Sharpe Ratio (or Efficiency) of -0.1, which denotes the fund had a -0.1 % return per unit of standard deviation over the last 3 months. Franklin Fund Allocator exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Franklin Fund's Standard Deviation of 0.7373, coefficient of variation of (954.13), and Mean Deviation of 0.5426 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Fund is expected to be smaller as well.
Auto-correlation | 0.25 |
Poor predictability
Franklin Fund Allocator has poor predictability. Overlapping area represents the amount of predictability between Franklin Fund time series from 30th of June 2023 to 10th of April 2024 and 10th of April 2024 to 20th of January 2025. 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 Fund Allocator price movement. The serial correlation of 0.25 indicates that over 25.0% of current Franklin Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Franklin Fund Allocator lagged returns against current returns
Autocorrelation, which is Franklin 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 Franklin Fund's mutual fund expected returns. We can calculate the autocorrelation of Franklin Fund returns to help us make a trade decision. For example, suppose you find that Franklin 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 |
Franklin 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 Franklin Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin 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 Franklin Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Franklin Fund Lagged Returns
When evaluating Franklin Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Fund mutual fund have on its future price. Franklin 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, Franklin Fund autocorrelation shows the relationship between Franklin Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Franklin Fund Allocator.
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 Fund 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 Fund security.
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