Fm Investments Large Fund Market Value
| IAFLX Fund | USD 16.24 0.02 0.12% |
| Symbol | F/m |
F/m Investments '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 F/m Investments' 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 F/m Investments.
| 05/22/2022 |
| 05/11/2024 |
If you would invest 0.00 in F/m Investments on May 22, 2022 and sell it all today you would earn a total of 0.00 from holding Fm Investments Large or generate 0.0% return on investment in F/m Investments over 720 days. F/m Investments is related to or competes with F/m Investments, Cognios Large, and Cognios Market. The fund seeks to achieve its investment objective by purchasing equity securities that the Adviser believes are likely ... More
F/m Investments 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 F/m Investments' 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 Fm Investments Large upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.22 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.84 |
F/m Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for F/m Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as F/m Investments' standard deviation. In reality, there are many statistical measures that can use F/m Investments historical prices to predict the future F/m Investments' volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | 0.0149 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1791 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of F/m Investments' 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.
Fm Investments Large Backtested Returns
We consider F/m Investments very steady. Fm Investments Large retains Efficiency (Sharpe Ratio) of 9.0E-4, which denotes the fund had a 9.0E-4% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for F/m Investments, which you can use to evaluate the volatility of the entity. Please confirm F/m Investments' Standard Deviation of 1.19, downside deviation of 1.11, and Market Risk Adjusted Performance of 0.1891 to check if the risk estimate we provide is consistent with the expected return of 0.001%. The fund owns a Beta (Systematic Risk) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, F/m Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding F/m Investments is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
Fm Investments Large has average predictability. Overlapping area represents the amount of predictability between F/m Investments time series from 22nd of May 2022 to 17th of May 2023 and 17th of May 2023 to 11th of May 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 Fm Investments Large price movement. The serial correlation of 0.43 indicates that just about 43.0% of current F/m Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.53 |
Fm Investments Large lagged returns against current returns
Autocorrelation, which is F/m Investments 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 F/m Investments' mutual fund expected returns. We can calculate the autocorrelation of F/m Investments returns to help us make a trade decision. For example, suppose you find that F/m Investments 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 |
F/m Investments 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 F/m Investments mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if F/m Investments mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in F/m Investments mutual fund over time.
Current vs Lagged Prices |
| Timeline |
F/m Investments Lagged Returns
When evaluating F/m Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of F/m Investments mutual fund have on its future price. F/m Investments 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, F/m Investments autocorrelation shows the relationship between F/m Investments mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fm Investments Large.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards F/m Investments in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, F/m Investments' short interest history, or implied volatility extrapolated from F/m Investments options trading.
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F/m Investments technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.