Federated Muni And Fund Market Value
| FMUAX Fund | USD 14.74 0.06 0.41% |
| Symbol | Federated |
Federated Muni '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 Muni'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 Muni.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Federated Muni on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Muni And or generate 0.0% return on investment in Federated Muni over 30 days. Federated Muni is related to or competes with Federated Emerging, Federated Mdt, Federated Mdt, Federated Global, Federated Hermes, Federated Strategic, and Federated Strategic. The fund invests in a diversified portfolio that is allocated between tax-exempt securities and equity securities More
Federated Muni 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 Muni'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 Muni And upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 1.94 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.467 |
Federated Muni Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Muni's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Muni's standard deviation. In reality, there are many statistical measures that can use Federated Muni historical prices to predict the future Federated Muni's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (1.26) |
Federated Muni And Backtested Returns
Federated Muni And secures Sharpe Ratio (or Efficiency) of -0.0169, which denotes the fund had a -0.0169% return per unit of risk over the last 3 months. Federated Muni And exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Muni's Mean Deviation of 0.2537, variance of 0.114, and Standard Deviation of 0.3376 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0197, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Muni's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Muni is expected to be smaller as well.
Auto-correlation | 0.37 |
Below average predictability
Federated Muni And has below average predictability. Overlapping area represents the amount of predictability between Federated Muni time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th of January 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 Muni And price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Federated Muni price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Federated Muni And lagged returns against current returns
Autocorrelation, which is Federated Muni 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 Muni's mutual fund expected returns. We can calculate the autocorrelation of Federated Muni returns to help us make a trade decision. For example, suppose you find that Federated Muni 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 Muni 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 Muni mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Muni 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 Muni mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Muni Lagged Returns
When evaluating Federated Muni's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Muni mutual fund have on its future price. Federated Muni 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 Muni autocorrelation shows the relationship between Federated Muni mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Muni And.
Regressed Prices |
| Timeline |
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Other Information on Investing in Federated Mutual Fund
Federated Muni 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 Muni security.
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