Ft 7927 Corporate Fund Market Value
| FCOLDX Fund | USD 114.97 0.01 0.01% |
| Symbol | FCOLDX |
Please note, there is a significant difference between Ft 7927's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ft 7927 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ft 7927'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.
Ft 7927 '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 Ft 7927's 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 Ft 7927.
| 05/23/2023 |
| 12/13/2024 |
If you would invest 0.00 in Ft 7927 on May 23, 2023 and sell it all today you would earn a total of 0.00 from holding Ft 7927 Corporate or generate 0.0% return on investment in Ft 7927 over 570 days. Ft 7927 is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Ft 7927 is entity of United States. It is traded as Fund on NMFQS exchange. More
Ft 7927 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 Ft 7927's 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 Ft 7927 Corporate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 27.56 | |||
| Value At Risk | (0.01) | |||
| Potential Upside | 0.0191 |
Ft 7927 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ft 7927's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ft 7927's standard deviation. In reality, there are many statistical measures that can use Ft 7927 historical prices to predict the future Ft 7927's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.88) | |||
| Treynor Ratio | 0.9128 |
Ft 7927 Corporate Backtested Returns
Ft 7927 Corporate retains Efficiency (Sharpe Ratio) of -0.12, which denotes the fund had a -0.12% return per unit of price deviation over the last 3 months. Ft 7927 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ft 7927's Standard Deviation of 3.36, market risk adjusted performance of 0.9228, and Information Ratio of (0.15) to check the risk estimate we provide. The fund owns a Beta (Systematic Risk) of -0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ft 7927 are expected to decrease at a much lower rate. During the bear market, Ft 7927 is likely to outperform the market.
Auto-correlation | 0.43 |
Average predictability
Ft 7927 Corporate has average predictability. Overlapping area represents the amount of predictability between Ft 7927 time series from 23rd of May 2023 to 3rd of March 2024 and 3rd of March 2024 to 13th 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 Ft 7927 Corporate price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Ft 7927 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 167.3 |
Ft 7927 Corporate lagged returns against current returns
Autocorrelation, which is Ft 7927 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 Ft 7927's fund expected returns. We can calculate the autocorrelation of Ft 7927 returns to help us make a trade decision. For example, suppose you find that Ft 7927 has exhibited high autocorrelation historically, and you observe that the 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 |
Ft 7927 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 Ft 7927 fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ft 7927 fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ft 7927 fund over time.
Current vs Lagged Prices |
| Timeline |
Ft 7927 Lagged Returns
When evaluating Ft 7927's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ft 7927 fund have on its future price. Ft 7927 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, Ft 7927 autocorrelation shows the relationship between Ft 7927 fund current value and its past values and can show if there is a momentum factor associated with investing in Ft 7927 Corporate.
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 FCOLDX Fund
Ft 7927 financial ratios help investors to determine whether FCOLDX 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 FCOLDX with respect to the benefits of owning Ft 7927 security.
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