Federated Global Allocation Fund Three Year Return
| SBFIX Fund | USD 22.99 0.02 0.09% |
As of the 29th of January, Federated Global shows the Downside Deviation of 0.5125, coefficient of variation of 548.94, and Mean Deviation of 0.3804. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Federated Global, as well as the relationship between them.
Federated Global's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Federated Global's valuation are provided below:Federated Global Allocation does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Federated |
Federated Global '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 Global'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 Global.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Federated Global on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Global Allocation or generate 0.0% return on investment in Federated Global over 90 days. Federated Global is related to or competes with Aberdeen Global, Barings Global, Timothy Plan, First American, Eaton Vance, Mainstay Definedterm, and Morgan Stanley. The fund will invest in a diversified mix of various asset classes, which may include, but are not limited to, equity an... More
Federated Global 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 Global'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 Global Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5125 | |||
| Information Ratio | 0.0271 | |||
| Maximum Drawdown | 2.07 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.8054 |
Federated Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Global's standard deviation. In reality, there are many statistical measures that can use Federated Global historical prices to predict the future Federated Global's volatility.| Risk Adjusted Performance | 0.1287 | |||
| Jensen Alpha | 0.0449 | |||
| Total Risk Alpha | 0.0354 | |||
| Sortino Ratio | 0.0255 | |||
| Treynor Ratio | 0.1529 |
Federated Global January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1287 | |||
| Market Risk Adjusted Performance | 0.1629 | |||
| Mean Deviation | 0.3804 | |||
| Semi Deviation | 0.3681 | |||
| Downside Deviation | 0.5125 | |||
| Coefficient Of Variation | 548.94 | |||
| Standard Deviation | 0.483 | |||
| Variance | 0.2333 | |||
| Information Ratio | 0.0271 | |||
| Jensen Alpha | 0.0449 | |||
| Total Risk Alpha | 0.0354 | |||
| Sortino Ratio | 0.0255 | |||
| Treynor Ratio | 0.1529 | |||
| Maximum Drawdown | 2.07 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.8054 | |||
| Downside Variance | 0.2627 | |||
| Semi Variance | 0.1355 | |||
| Expected Short fall | (0.43) | |||
| Skewness | (0.46) | |||
| Kurtosis | (0.02) |
Federated Global All Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Global All secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Global Allocation, which you can use to evaluate the volatility of the entity. Please confirm Federated Global's Coefficient Of Variation of 548.94, mean deviation of 0.3804, and Downside Deviation of 0.5125 to check if the risk estimate we provide is consistent with the expected return of 0.0822%. The fund shows a Beta (market volatility) of 0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Global is expected to be smaller as well.
Auto-correlation | 0.41 |
Average predictability
Federated Global Allocation has average predictability. Overlapping area represents the amount of predictability between Federated Global time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. 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 Global All price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Federated Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, Federated Global Allocation has a Three Year Return of 12.0013%. This is 41.69% higher than that of the Federated family and significantly higher than that of the World Allocation category. The three year return for all United States funds is notably lower than that of the firm.
Federated Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Federated Global's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Federated Global could also be used in its relative valuation, which is a method of valuing Federated Global by comparing valuation metrics of similar companies.Federated Global is currently under evaluation in three year return among similar funds.
Federated Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Federated Global's current stock value. Our valuation model uses many indicators to compare Federated Global value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Federated Global competition to find correlations between indicators driving Federated Global's intrinsic value. More Info.Federated Global Allocation is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Federated Global Allocation is roughly 9.14 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Federated Global's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Federated Global
The fund invests 54.32% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (13.84%) , cash (10.17%) and various exotic instruments.Asset allocation divides Federated Global's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Federated Fundamentals
| Price To Earning | 15.44 X | |||
| Price To Book | 1.69 X | |||
| Price To Sales | 1.14 X | |||
| Total Asset | 56.81 M | |||
| Annual Yield | 0.02 % | |||
| Year To Date Return | 3.56 % | |||
| One Year Return | 18.39 % | |||
| Three Year Return | 12.00 % | |||
| Five Year Return | 6.28 % | |||
| Ten Year Return | 6.45 % | |||
| Net Asset | 284.65 M | |||
| Last Dividend Paid | 0.08 | |||
| Cash Position Weight | 10.17 % | |||
| Equity Positions Weight | 54.32 % | |||
| Bond Positions Weight | 13.84 % |
About Federated Global Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Federated Global Allocation's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Federated Global using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Federated Global Allocation based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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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 Global 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 Global security.
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