Fpa Crescent Fund Market Value
| FPACX Fund | USD 39.98 0.48 1.19% |
| Symbol | Fpa |
Fpa Crescent '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 Crescent'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 Crescent.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Fpa Crescent on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Fpa Crescent Fund or generate 0.0% return on investment in Fpa Crescent over 90 days. Fpa Crescent is related to or competes with Permanent Portfolio, Amg Yacktman, Berwyn Income, First Eagle, and The Fairholme. To pursue the funds investment objective, the funds portfolio managers invest in both equity and debt securities of comp... More
Fpa Crescent 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 Crescent'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 Crescent Fund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1188 | |||
| Maximum Drawdown | 2.89 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.7591 |
Fpa Crescent Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fpa Crescent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fpa Crescent's standard deviation. In reality, there are many statistical measures that can use Fpa Crescent historical prices to predict the future Fpa Crescent's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.0332 | |||
| Treynor Ratio | 0.3204 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fpa Crescent'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.
Fpa Crescent Backtested Returns
Fpa Crescent secures Sharpe Ratio (or Efficiency) of -0.0584, which denotes the fund had a -0.0584 % return per unit of standard deviation over the last 3 months. Fpa Crescent Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fpa Crescent's Standard Deviation of 0.5829, coefficient of variation of (1,955), and Mean Deviation of 0.44 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fpa Crescent are expected to decrease at a much lower rate. During the bear market, Fpa Crescent is likely to outperform the market.
Auto-correlation | -0.5 |
Modest reverse predictability
Fpa Crescent Fund has modest reverse predictability. Overlapping area represents the amount of predictability between Fpa Crescent 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 Crescent price movement. The serial correlation of -0.5 indicates that about 50.0% of current Fpa Crescent price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Fpa Crescent lagged returns against current returns
Autocorrelation, which is Fpa Crescent 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 Crescent's mutual fund expected returns. We can calculate the autocorrelation of Fpa Crescent returns to help us make a trade decision. For example, suppose you find that Fpa Crescent 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 Crescent 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 Crescent mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fpa Crescent 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 Crescent mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fpa Crescent Lagged Returns
When evaluating Fpa Crescent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fpa Crescent mutual fund have on its future price. Fpa Crescent 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 Crescent autocorrelation shows the relationship between Fpa Crescent mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fpa Crescent 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 Fpa Mutual Fund
Fpa Crescent 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 Crescent security.
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