Franklin Moderate Allocation Fund Market Value
| FTMTX Fund | USD 15.13 0.03 0.20% |
| Symbol | Franklin |
Franklin Moderate '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 Franklin Moderate'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 Franklin Moderate.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in Franklin Moderate on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding Franklin Moderate Allocation or generate 0.0% return on investment in Franklin Moderate over 90 days. Franklin Moderate is related to or competes with Delaware Limited-term, Guidepath Conservative, Prudential Core, Timothy Plan, Global Diversified, Harbor Diversified, and Voya Solution. The fund is a fund of funds meaning that it seeks to achieve its investment goal by investing its assets primarily in ot... More
Franklin Moderate 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 Franklin Moderate'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 Franklin Moderate Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0187 | |||
| Maximum Drawdown | 2.71 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.8513 |
Franklin Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Moderate's standard deviation. In reality, there are many statistical measures that can use Franklin Moderate historical prices to predict the future Franklin Moderate's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | 0.0035 | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Franklin Moderate'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.
Franklin Moderate Backtested Returns
At this stage we consider Franklin Mutual Fund to be very steady. Franklin Moderate secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the fund had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Franklin Moderate Allocation, which you can use to evaluate the volatility of the entity. Please confirm Franklin Moderate's Mean Deviation of 0.4687, standard deviation of 0.5891, and Coefficient Of Variation of (12,328) to check if the risk estimate we provide is consistent with the expected return of 0.0039%. The fund shows a Beta (market volatility) of 0.58, which means possible diversification benefits within a given portfolio. As returns on the market increase, Franklin Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Moderate is expected to be smaller as well.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Franklin Moderate Allocation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Franklin Moderate time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th 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 Franklin Moderate price movement. The serial correlation of -0.74 indicates that around 74.0% of current Franklin Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Franklin Moderate lagged returns against current returns
Autocorrelation, which is Franklin Moderate 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 Franklin Moderate's mutual fund expected returns. We can calculate the autocorrelation of Franklin Moderate returns to help us make a trade decision. For example, suppose you find that Franklin Moderate 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 |
Franklin Moderate 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 Franklin Moderate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Moderate mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin Moderate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Franklin Moderate Lagged Returns
When evaluating Franklin Moderate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Moderate mutual fund have on its future price. Franklin Moderate 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, Franklin Moderate autocorrelation shows the relationship between Franklin Moderate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Franklin Moderate Allocation.
Regressed Prices |
| Timeline |
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Other Information on Investing in Franklin Mutual Fund
Franklin Moderate financial ratios help investors to determine whether Franklin 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 Franklin with respect to the benefits of owning Franklin Moderate security.
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