Federated Real Return Fund Market Value
| RRFCX Fund | USD 9.55 0.03 0.31% |
| Symbol | Federated |
Federated Real '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 Real'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 Real.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Federated Real on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Real Return or generate 0.0% return on investment in Federated Real over 90 days. Federated Real is related to or competes with Tiaa-cref Inflation-linked, Ab Bond, Federated Hermes, T Rowe, and Lord Abbett. The fund pursues its investment objective by investing primarily in investment-grade, inflation-indexed bonds issued by ... More
Federated Real 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 Real'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 Real Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2969 | |||
| Information Ratio | 0.3725 | |||
| Maximum Drawdown | 1.39 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.4301 |
Federated Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Real's standard deviation. In reality, there are many statistical measures that can use Federated Real historical prices to predict the future Federated Real's volatility.| Risk Adjusted Performance | 1.0E-4 | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | 0.0323 | |||
| Sortino Ratio | 0.3564 | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Real'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.
Federated Real Return Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Real Return secures Sharpe Ratio (or Efficiency) of 0.099, which denotes the fund had a 0.099 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Real Return, which you can use to evaluate the volatility of the entity. Please confirm Federated Real's Coefficient Of Variation of 4203.37, mean deviation of 0.2221, and Downside Deviation of 0.2969 to check if the risk estimate we provide is consistent with the expected return of 0.0286%. The fund shows a Beta (market volatility) of 0.0413, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Real is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Federated Real Return has modest predictability. Overlapping area represents the amount of predictability between Federated Real time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Federated Real Return price movement. The serial correlation of 0.52 indicates that about 52.0% of current Federated Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Federated Real Return lagged returns against current returns
Autocorrelation, which is Federated Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Federated Real returns to help us make a trade decision. For example, suppose you find that Federated Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Real Lagged Returns
When evaluating Federated Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Real mutual fund have on its future price. Federated Real 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 Real autocorrelation shows the relationship between Federated Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Real Return.
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 Real 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 Real security.
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