Fpa Flexible Fixed Fund Market Value
| FFIAX Fund | USD 10.19 0.02 0.20% |
| Symbol | Fpa |
Fpa Flexible '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 Fpa Flexible'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 Fpa Flexible.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Fpa Flexible on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Fpa Flexible Fixed or generate 0.0% return on investment in Fpa Flexible over 90 days. Fpa Flexible is related to or competes with Jp Morgan, Cornerstone Moderately, Fidelity Managed, Saat Moderate, and American Funds. Under normal circumstances, the fund invests at least 80 percent of the value of its assets in a diversified portfolio o... More
Fpa Flexible 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 Fpa Flexible'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 Fpa Flexible Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1911 | |||
| Information Ratio | 0.7019 | |||
| Maximum Drawdown | 0.7956 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.297 |
Fpa Flexible Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fpa Flexible's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fpa Flexible's standard deviation. In reality, there are many statistical measures that can use Fpa Flexible historical prices to predict the future Fpa Flexible's volatility.| Risk Adjusted Performance | 0.0732 | |||
| Jensen Alpha | 0.0098 | |||
| Total Risk Alpha | 0.0343 | |||
| Sortino Ratio | 0.6364 | |||
| Treynor Ratio | (0.50) |
Fpa Flexible Fixed Backtested Returns
At this stage we consider Fpa Mutual Fund to be very steady. Fpa Flexible Fixed secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Fpa Flexible Fixed, which you can use to evaluate the volatility of the entity. Please confirm Fpa Flexible's Downside Deviation of 0.1911, mean deviation of 0.131, and Coefficient Of Variation of 767.49 to check if the risk estimate we provide is consistent with the expected return of 0.0282%. The fund shows a Beta (market volatility) of -0.0252, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fpa Flexible are expected to decrease at a much lower rate. During the bear market, Fpa Flexible is likely to outperform the market.
Auto-correlation | 0.58 |
Modest predictability
Fpa Flexible Fixed has modest predictability. Overlapping area represents the amount of predictability between Fpa Flexible time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Fpa Flexible Fixed price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Fpa Flexible price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fpa Flexible Fixed lagged returns against current returns
Autocorrelation, which is Fpa Flexible 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 Fpa Flexible's mutual fund expected returns. We can calculate the autocorrelation of Fpa Flexible returns to help us make a trade decision. For example, suppose you find that Fpa Flexible 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 |
Fpa Flexible 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 Fpa Flexible mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fpa Flexible mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fpa Flexible mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fpa Flexible Lagged Returns
When evaluating Fpa Flexible's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fpa Flexible mutual fund have on its future price. Fpa Flexible 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, Fpa Flexible autocorrelation shows the relationship between Fpa Flexible mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fpa Flexible Fixed.
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 Fpa Mutual Fund
Fpa Flexible financial ratios help investors to determine whether Fpa 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 Fpa with respect to the benefits of owning Fpa Flexible security.
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