Federated Clover Small Fund Market Value
| VSFCX Fund | USD 20.13 0.47 2.39% |
| Symbol | Federated |
Federated Clover '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 Clover'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 Clover.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Federated Clover on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Clover Small or generate 0.0% return on investment in Federated Clover over 90 days. Federated Clover is related to or competes with Federated Hermes, Federated Mdt, Federated High, Federated Hermes, Federated Hermes, Federated Hermes, and Federated Hermes. The fund primarily invests in common stocks and other equity securities of U.S More
Federated Clover 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 Clover'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 Clover Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 10.86 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.41 |
Federated Clover Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Clover's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Clover's standard deviation. In reality, there are many statistical measures that can use Federated Clover historical prices to predict the future Federated Clover's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Clover'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 Clover Small Backtested Returns
Federated Clover Small 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 Clover Small exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Clover's Variance of 2.8, standard deviation of 1.67, and Mean Deviation of 1.01 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.92, which means possible diversification benefits within a given portfolio. Federated Clover returns are very sensitive to returns on the market. As the market goes up or down, Federated Clover is expected to follow.
Auto-correlation | -0.63 |
Very good reverse predictability
Federated Clover Small has very good reverse predictability. Overlapping area represents the amount of predictability between Federated Clover 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 Clover Small price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Federated Clover price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Federated Clover Small lagged returns against current returns
Autocorrelation, which is Federated Clover 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 Clover's mutual fund expected returns. We can calculate the autocorrelation of Federated Clover returns to help us make a trade decision. For example, suppose you find that Federated Clover 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 Clover 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 Clover mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Clover 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 Clover mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Clover Lagged Returns
When evaluating Federated Clover's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Clover mutual fund have on its future price. Federated Clover 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 Clover autocorrelation shows the relationship between Federated Clover mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Clover Small.
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 Clover 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 Clover security.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets |