Frost Credit Fund Market Value
| FCFAX Fund | USD 9.48 0.02 0.21% |
| Symbol | Frost |
Frost Credit '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 Credit'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 Credit.
| 06/18/2024 |
| 12/15/2024 |
If you would invest 0.00 in Frost Credit on June 18, 2024 and sell it all today you would earn a total of 0.00 from holding Frost Credit Fund or generate 0.0% return on investment in Frost Credit over 180 days. Frost Credit is related to or competes with Barings Active, Alpine Ultra, Virtus Multi, Lord Abbett, Easterly Snow, and Quantitative Longshort. The fund normally invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in fixed i... More
Frost Credit 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 Credit'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 Credit Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1947 | |||
| Information Ratio | (0.53) | |||
| Maximum Drawdown | 1.06 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2123 |
Frost Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frost Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frost Credit's standard deviation. In reality, there are many statistical measures that can use Frost Credit historical prices to predict the future Frost Credit's volatility.| Risk Adjusted Performance | 0.009 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.46) | |||
| Treynor Ratio | (0.01) |
Frost Credit Backtested Returns
At this stage we consider Frost Mutual Fund to be very steady. Frost Credit secures Sharpe Ratio (or Efficiency) of 0.0295, which denotes the fund had a 0.0295% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Frost Credit Fund, which you can use to evaluate the volatility of the entity. Please confirm Frost Credit's Coefficient Of Variation of 1753.96, mean deviation of 0.113, and Downside Deviation of 0.1947 to check if the risk estimate we provide is consistent with the expected return of 0.005%. The fund shows a Beta (market volatility) of 0.0172, which means not very significant fluctuations relative to the market. As returns on the market increase, Frost Credit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frost Credit is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Frost Credit Fund has below average predictability. Overlapping area represents the amount of predictability between Frost Credit time series from 18th of June 2024 to 16th of September 2024 and 16th of September 2024 to 15th 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 Credit price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Frost Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Frost Credit lagged returns against current returns
Autocorrelation, which is Frost Credit 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 Credit's mutual fund expected returns. We can calculate the autocorrelation of Frost Credit returns to help us make a trade decision. For example, suppose you find that Frost Credit 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 Credit 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 Credit mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frost Credit 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 Credit mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Frost Credit Lagged Returns
When evaluating Frost Credit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frost Credit mutual fund have on its future price. Frost Credit 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 Credit autocorrelation shows the relationship between Frost Credit mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Frost Credit Fund.
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 Frost Mutual Fund
Frost Credit 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 Credit security.
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |