Frost Kempner Treasury Fund Price on September 13, 2024
| FIKTX Fund | USD 8.46 0.01 0.12% |
Below is the normalized historical share price chart for Frost Kempner Treasury extending back to October 04, 2018. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Frost Kempner stands at 8.46, as last reported on the 12th of December 2024, with the highest price reaching 8.46 and the lowest price hitting 8.46 during the day.
If you're considering investing in Frost Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Frost Mutual Fund to be very steady. Frost Kempner Treasury secures Sharpe Ratio (or Efficiency) of 0.0339, which denotes the fund had a 0.0339% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Frost Kempner Treasury, which you can use to evaluate the volatility of the entity. Please confirm Frost Kempner's Mean Deviation of 0.0762, coefficient of variation of 2039.09, and Downside Deviation of 0.1481 to check if the risk estimate we provide is consistent with the expected return of 0.0038%.
Frost Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Frost |
Sharpe Ratio = 0.0339
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| Negative Returns | FIKTX |
Estimated Market Risk
| 0.11 actual daily | 0 100% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Frost Kempner is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Frost Kempner by adding it to a well-diversified portfolio.
Frost Kempner Valuation on September 13, 2024
It is possible to determine the worth of Frost Kempner on a given historical date. On September 13, 2024 Frost was worth 8.44 at the beginning of the trading date compared to the closed value of 8.44. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Frost Kempner mutual fund. Still, in general, we apply an absolute valuation method to find Frost Kempner's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Frost Kempner where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Frost Kempner's related companies.
| Open | High | Low | Close | Volume | |
| 8.44 | 8.44 | 8.44 | 8.44 | 1.00 | |
09/13/2024 | 8.44 | 8.44 | 8.44 | 8.44 | 1.00 |
| 8.45 | 8.45 | 8.45 | 8.45 | 1.00 |
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Frost Kempner Trading Date Momentum on September 13, 2024
| On September 16 2024 Frost Kempner Treasury was traded for 8.45 at the closing time. The highest daily price throughout the period was 8.45 and the lowest price was 8.45 . There was no trading activity during the period 1.0. Lack of trading volume on 09/16/2024 added to the next day price jump. The overall trading delta to closing price of the next trading day was 0.12% . The overall trading delta to current closing price is 0.12% . |
Frost Kempner Treasury Fundamentals Correlations and Trends
By evaluating Frost Kempner's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Frost Kempner's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Frost financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Frost Kempner Mutual Fund history
Frost Kempner investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Frost is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Frost Kempner Treasury will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Frost Kempner stock prices may prove useful in developing a viable investing in Frost Kempner
The fund normally invests at least 80 percent of assets in investment-grade debt securities of all types and repurchase agreements for those securities. Its manager manages the fund to have similar overall interest rate risk to the Bloomberg Barclays U.S. 1-3 Year GovernmentCredit Bond Index. The fund normally maintains a dollar-weighted average maturity of three years or less. It allocates assets across different market sectors and maturities. The fund invests in domestic and foreign issuers.
Frost Kempner Mutual Fund Technical Analysis
Frost Kempner 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.
Price Boundaries
Frost Kempner Period Price Range
Low | December 12, 2024
| High |
0.00 | 0.00 |
Frost Kempner Treasury cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Frost Kempner December 12, 2024 Market Strength
Market strength indicators help investors to evaluate how Frost Kempner mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Frost Kempner shares will generate the highest return on investment. By undertsting and applying Frost Kempner mutual fund market strength indicators, traders can identify Frost Kempner Treasury entry and exit signals to maximize returns
Frost Kempner Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Frost Kempner's price direction in advance. Along with the technical and fundamental analysis of Frost Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Frost to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.80) | |||
| Treynor Ratio | (0.24) |
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Frost Mutual Fund
Frost Kempner financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Kempner security.
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