Federated Mdt Balanced Fund Market Value

QIBGX Fund  USD 21.45  0.19  0.89%   
Federated Mdt's market value is the price at which a share of Federated Mdt trades on a public exchange. It measures the collective expectations of Federated Mdt Balanced investors about its performance. Federated Mdt is trading at 21.45 as of the 23rd of December 2024; that is 0.89 percent up since the beginning of the trading day. The fund's open price was 21.26.
With this module, you can estimate the performance of a buy and hold strategy of Federated Mdt Balanced and determine expected loss or profit from investing in Federated Mdt over a given investment horizon. Check out Federated Mdt Correlation, Federated Mdt Volatility and Federated Mdt Alpha and Beta module to complement your research on Federated Mdt.
Symbol

Please note, there is a significant difference between Federated Mdt's value and its price as these two are different measures arrived at by different means. Investors typically determine if Federated Mdt is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Mdt's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Federated Mdt '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 Mdt'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 Mdt.
0.00
11/23/2024
No Change 0.00  0.0 
In 30 days
12/23/2024
0.00
If you would invest  0.00  in Federated Mdt on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Mdt Balanced or generate 0.0% return on investment in Federated Mdt over 30 days. Federated Mdt is related to or competes with Federated Emerging, Federated Mdt, Federated Mdt, Federated Global, Federated Hermes, Federated Strategic, and Federated Strategic. The fund may invest in a wide variety of investments such as equity securities, fixed-income securities, foreign securit... More

Federated Mdt 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 Mdt'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 Mdt Balanced upside and downside potential and time the market with a certain degree of confidence.

Federated Mdt Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mdt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Mdt's standard deviation. In reality, there are many statistical measures that can use Federated Mdt historical prices to predict the future Federated Mdt's volatility.
Hype
Prediction
LowEstimatedHigh
20.2521.4522.65
Details
Intrinsic
Valuation
LowRealHigh
20.6121.8123.01
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Federated Mdt. Your research has to be compared to or analyzed against Federated Mdt's peers to derive any actionable benefits. When done correctly, Federated Mdt's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Federated Mdt Balanced.

Federated Mdt Balanced Backtested Returns

Federated Mdt Balanced secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the fund had a -0.11% return per unit of risk over the last 3 months. Federated Mdt Balanced exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Mdt's Mean Deviation of 0.5363, standard deviation of 1.18, and Variance of 1.39 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.66, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Mdt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Mdt is expected to be smaller as well.

Auto-correlation

    
  -0.82  

Excellent reverse predictability

Federated Mdt Balanced has excellent reverse predictability. Overlapping area represents the amount of predictability between Federated Mdt time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd 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 Mdt Balanced price movement. The serial correlation of -0.82 indicates that around 82.0% of current Federated Mdt price fluctuation can be explain by its past prices.
Correlation Coefficient-0.82
Spearman Rank Test-0.82
Residual Average0.0
Price Variance1.49
Federated ReturnsFederated Lagged ReturnsDiversified AwayFederated ReturnsFederated Lagged ReturnsDiversified Away100%

Federated Mdt Balanced lagged returns against current returns

Autocorrelation, which is Federated Mdt 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 Mdt's mutual fund expected returns. We can calculate the autocorrelation of Federated Mdt returns to help us make a trade decision. For example, suppose you find that Federated Mdt 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   
JavaScript chart by amCharts 3.21.15Dec 09Dec 11Dec 13Dec 15Dec 17Dec 19Dec 21Dec 23-12%-10%-8%-6%-4%-2%0%2%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Federated Mdt 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 Mdt mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Mdt 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 Mdt mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Dec 09Dec 11Dec 13Dec 15Dec 17Dec 19Dec 21Dec 2321.021.522.022.523.023.524.024.5
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Federated Mdt Lagged Returns

When evaluating Federated Mdt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Mdt mutual fund have on its future price. Federated Mdt 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 Mdt autocorrelation shows the relationship between Federated Mdt mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Mdt Balanced.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Nov 25Nov 29DecDec 07Dec 11Dec 15Dec 19Dec 2321.522.022.523.023.524.024.5
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       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 Mdt 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 Mdt security.
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum

Trending Assets

STILX
Federated Strategic
8.26  0.02  0.24 
FRSAX
Federated Floating Rate
8.65  -0.01  -0.12 
FRIEX
Federated Hermes Emerging
15.53  0.02  0.13 
QKACX
Federated Mdt All
45.24  0.60  1.34 
QKBGX
Federated Mdt Balanced
21.37  0.18  0.85 
STFSX
Federated Strategic
8.18  0.02  0.25 
STISX
Federated Strategic
8.19  0.02  0.24 
STIAX
Federated Strategic
8.25  0.02  0.24 
SBFIX
Federated Global All
20.54  0.12  0.59 
EMDIX
Federated Emerging Market
7.87  0.02  0.25 
News Freq…Investor S…