Brokerage And Investment Fund Market Value
| FSLBX Fund | USD 161.45 3.32 2.01% |
| Symbol | Brokerage |
Brokerage '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 Brokerage'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 Brokerage.
| 02/13/2025 |
| 03/15/2025 |
If you would invest 0.00 in Brokerage on February 13, 2025 and sell it all today you would earn a total of 0.00 from holding Brokerage And Investment or generate 0.0% return on investment in Brokerage over 30 days. Brokerage is related to or competes with Banking Portfolio, Financial Services, Insurance Portfolio, Consumer Finance, and Construction. The fund normally invests at least 80 percent of its assets in securities of companies principally engaged in the exchan... More
Brokerage 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 Brokerage'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 Brokerage And Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.5 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 1.62 |
Brokerage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brokerage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Brokerage's standard deviation. In reality, there are many statistical measures that can use Brokerage historical prices to predict the future Brokerage's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.23) |
Brokerage And Investment Backtested Returns
Brokerage And Investment secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the fund had a -0.17 % return per unit of risk over the last 3 months. Brokerage And Investment exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Brokerage's Risk Adjusted Performance of (0.14), standard deviation of 1.5, and Mean Deviation of 1.15 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 1.14, which signifies a somewhat significant risk relative to the market. Brokerage returns are very sensitive to returns on the market. As the market goes up or down, Brokerage is expected to follow.
Auto-correlation | 0.90 |
Excellent predictability
Brokerage And Investment has excellent predictability. Overlapping area represents the amount of predictability between Brokerage time series from 13th of February 2025 to 28th of February 2025 and 28th of February 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 Brokerage And Investment price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Brokerage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 58.95 |
Brokerage And Investment lagged returns against current returns
Autocorrelation, which is Brokerage 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 Brokerage's mutual fund expected returns. We can calculate the autocorrelation of Brokerage returns to help us make a trade decision. For example, suppose you find that Brokerage 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 |
Brokerage 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 Brokerage mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Brokerage mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Brokerage mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Brokerage Lagged Returns
When evaluating Brokerage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Brokerage mutual fund have on its future price. Brokerage 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, Brokerage autocorrelation shows the relationship between Brokerage mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Brokerage And Investment.
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 Brokerage Mutual Fund
Brokerage financial ratios help investors to determine whether Brokerage 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 Brokerage with respect to the benefits of owning Brokerage security.
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