Federated Mid Cap Index Fund Market Value
| FMCRX Fund | USD 15.31 0.03 0.20% |
| Symbol | Federated |
Federated Mid-cap '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 Mid-cap'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 Mid-cap.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Federated Mid-cap on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Mid Cap Index or generate 0.0% return on investment in Federated Mid-cap over 30 days. Federated Mid-cap is related to or competes with Federated Mdt, Federated Global, Federated Max-cap, Federated Total, and Federated Mid-cap. The fund normally invests its assets primarily in common stocks included in the Standard Poors MidCap 400 Index More
Federated Mid-cap 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 Mid-cap'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 Mid Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 14.34 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.44 |
Federated Mid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Mid-cap's standard deviation. In reality, there are many statistical measures that can use Federated Mid-cap historical prices to predict the future Federated Mid-cap's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.29) |
Federated Mid Cap Backtested Returns
Federated Mid Cap secures Sharpe Ratio (or Efficiency) of -0.18, which denotes the fund had a -0.18 % return per unit of risk over the last 3 months. Federated Mid Cap Index exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Mid-cap's Standard Deviation of 1.82, variance of 3.3, and Mean Deviation of 0.9006 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Mid-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Mid-cap is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
Federated Mid Cap Index has virtually no predictability. Overlapping area represents the amount of predictability between Federated Mid-cap time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Mid Cap price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Federated Mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Federated Mid Cap lagged returns against current returns
Autocorrelation, which is Federated Mid-cap 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 Mid-cap's mutual fund expected returns. We can calculate the autocorrelation of Federated Mid-cap returns to help us make a trade decision. For example, suppose you find that Federated Mid-cap 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 Mid-cap 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 Mid-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Mid-cap 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 Mid-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Mid-cap Lagged Returns
When evaluating Federated Mid-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Mid-cap mutual fund have on its future price. Federated Mid-cap 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 Mid-cap autocorrelation shows the relationship between Federated Mid-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Mid Cap Index.
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 Mid-cap 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 Mid-cap security.
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