Federated Bond Fund Market Value
| FDBCX Fund | USD 8.37 0.01 0.12% |
| Symbol | Federated |
Federated Bond '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 Federated Bond'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 Federated Bond.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Federated Bond on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Bond Fund or generate 0.0% return on investment in Federated Bond over 90 days. Federated Bond is related to or competes with Transamerica Cleartrack, Jp Morgan, Wealthbuilder Moderate, Franklin Lifesmart, Target Retirement, Retirement Living, and Dimensional Retirement. The fund invests primarily in a diversified portfolio of investment-grade corporate debt securities More
Federated Bond 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 Federated Bond'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 Federated Bond Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3286 | |||
| Maximum Drawdown | 1.21 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.4773 |
Federated Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Bond's standard deviation. In reality, there are many statistical measures that can use Federated Bond historical prices to predict the future Federated Bond's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0133 | |||
| Treynor Ratio | (0.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Bond'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.
Federated Bond Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Bond secures Sharpe Ratio (or Efficiency) of 0.0233, which denotes the fund had a 0.0233 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Federated Bond Fund, which you can use to evaluate the volatility of the entity. Please confirm Federated Bond's Mean Deviation of 0.219, variance of 0.0726, and Standard Deviation of 0.2695 to check if the risk estimate we provide is consistent with the expected return of 0.0064%. The fund shows a Beta (market volatility) of 0.0424, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Bond is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Federated Bond Fund has insignificant reverse predictability. Overlapping area represents the amount of predictability between Federated Bond time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Federated Bond price movement. The serial correlation of -0.18 indicates that over 18.0% of current Federated Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Federated Bond lagged returns against current returns
Autocorrelation, which is Federated Bond 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 Federated Bond's mutual fund expected returns. We can calculate the autocorrelation of Federated Bond returns to help us make a trade decision. For example, suppose you find that Federated Bond 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 |
Federated Bond 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 Federated Bond mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Bond mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federated Bond mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Bond Lagged Returns
When evaluating Federated Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Bond mutual fund have on its future price. Federated Bond 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, Federated Bond autocorrelation shows the relationship between Federated Bond mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Bond 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 Federated Mutual Fund
Federated Bond financial ratios help investors to determine whether Federated 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 Federated with respect to the benefits of owning Federated Bond security.
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