Federated Gov Sec Fund Market Value
| FSGIX Fund | USD 9.59 0.01 0.10% |
| Symbol | Federated |
Federated Gov '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 Gov'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 Gov.
| 11/26/2023 |
| 12/20/2024 |
If you would invest 0.00 in Federated Gov on November 26, 2023 and sell it all today you would earn a total of 0.00 from holding Federated Gov Sec or generate 0.0% return on investment in Federated Gov over 390 days. Federated Gov is related to or competes with Federated, Federated Mdt, Federated Total, Federated Max, and Federated Intermediate. The fund invests in a portfolio generally consisting of U.S More
Federated Gov 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 Gov'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 Gov Sec upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.44) | |||
| Maximum Drawdown | 0.5215 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.1044 |
Federated Gov Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Gov's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Gov's standard deviation. In reality, there are many statistical measures that can use Federated Gov historical prices to predict the future Federated Gov's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (2.23) |
Federated Gov Sec Backtested Returns
Federated Gov Sec secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the fund had a -0.14% return per unit of risk over the last 3 months. Federated Gov Sec exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Gov's Mean Deviation of 0.0714, standard deviation of 0.1039, and Variance of 0.0108 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.0101, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Gov's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Gov is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Federated Gov Sec has modest predictability. Overlapping area represents the amount of predictability between Federated Gov time series from 26th of November 2023 to 8th of June 2024 and 8th of June 2024 to 20th of December 2024. 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 Gov Sec price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Federated Gov price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Federated Gov Sec lagged returns against current returns
Autocorrelation, which is Federated Gov 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 Gov's mutual fund expected returns. We can calculate the autocorrelation of Federated Gov returns to help us make a trade decision. For example, suppose you find that Federated Gov 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 Gov 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 Gov mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Gov 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 Gov mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Gov Lagged Returns
When evaluating Federated Gov's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Gov mutual fund have on its future price. Federated Gov 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 Gov autocorrelation shows the relationship between Federated Gov mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Gov Sec.
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 Gov 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 Gov security.
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