Frost Credit Fund Market Value

FCFIX Fund  USD 9.49  0.02  0.21%   
Frost Credit's market value is the price at which a share of Frost Credit trades on a public exchange. It measures the collective expectations of Frost Credit Fund investors about its performance. Frost Credit is trading at 9.49 as of the 5th of March 2025; that is 0.21 percent down since the beginning of the trading day. The fund's open price was 9.51.
With this module, you can estimate the performance of a buy and hold strategy of Frost Credit Fund and determine expected loss or profit from investing in Frost Credit over a given investment horizon. Check out Frost Credit Correlation, Frost Credit Volatility and Frost Credit Alpha and Beta module to complement your research on Frost Credit.
Symbol

Please note, there is a significant difference between Frost Credit's value and its price as these two are different measures arrived at by different means. Investors typically determine if Frost Credit is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Frost Credit'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 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.
0.00
03/10/2024
No Change 0.00  0.0 
In 11 months and 26 days
03/05/2025
0.00
If you would invest  0.00  in Frost Credit on March 10, 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 360 days. Frost Credit is related to or competes with Pimco Emerging, Doubleline Emerging, Rbc Emerging, Commodities Strategy, Barings Emerging, Doubleline Emerging, and The Hartford. 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.

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.
Hype
Prediction
LowEstimatedHigh
9.339.499.65
Details
Intrinsic
Valuation
LowRealHigh
8.558.7110.44
Details
Naive
Forecast
LowNextHigh
9.409.559.71
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.269.389.49
Details

Frost Credit Backtested Returns

At this stage we consider Frost Mutual Fund to be very steady. Frost Credit secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-six 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 588.15, mean deviation of 0.1171, and Standard Deviation of 0.1522 to check if the risk estimate we provide is consistent with the expected return of 0.0181%. The fund shows a Beta (market volatility) of 0.0422, 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

    
  0.81  

Very good predictability

Frost Credit Fund has very good predictability. Overlapping area represents the amount of predictability between Frost Credit time series from 10th of March 2024 to 6th of September 2024 and 6th of September 2024 to 5th of March 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 Frost Credit price movement. The serial correlation of 0.81 indicates that around 81.0% of current Frost Credit price fluctuation can be explain by its past prices.
Correlation Coefficient0.81
Spearman Rank Test0.71
Residual Average0.0
Price Variance0.0

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  

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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.
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