Federated Capital Income Fund Market Value
| CAPAX Fund | USD 9.50 0.02 0.21% |
| Symbol | Federated |
Federated Capital '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 Capital'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 Capital.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Federated Capital on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Capital Income or generate 0.0% return on investment in Federated Capital over 90 days. Federated Capital is related to or competes with Federated Emerging, Federated Mdt, Federated Mdt, Federated Global, Federated Hermes, Federated Strategic, and Federated Strategic. The fund pursues its investment objectives by investing primarily in both equity and fixed-income securities that have r... More
Federated Capital 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 Capital'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 Capital Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3618 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 1.61 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.6424 |
Federated Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Capital's standard deviation. In reality, there are many statistical measures that can use Federated Capital historical prices to predict the future Federated Capital's volatility.| Risk Adjusted Performance | 0.114 | |||
| Jensen Alpha | 0.0175 | |||
| Total Risk Alpha | 0.0147 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1142 |
Federated Capital February 23, 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 | 0.114 | |||
| Market Risk Adjusted Performance | 0.1242 | |||
| Mean Deviation | 0.2585 | |||
| Semi Deviation | 0.1726 | |||
| Downside Deviation | 0.3618 | |||
| Coefficient Of Variation | 601.91 | |||
| Standard Deviation | 0.3358 | |||
| Variance | 0.1128 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | 0.0175 | |||
| Total Risk Alpha | 0.0147 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1142 | |||
| Maximum Drawdown | 1.61 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.6424 | |||
| Downside Variance | 0.1309 | |||
| Semi Variance | 0.0298 | |||
| Expected Short fall | (0.32) | |||
| Skewness | (0.1) | |||
| Kurtosis | 0.7026 |
Federated Capital Income Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Capital Income secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Capital Income, which you can use to evaluate the volatility of the entity. Please confirm Federated Capital's Coefficient Of Variation of 601.91, downside deviation of 0.3618, and Mean Deviation of 0.2585 to check if the risk estimate we provide is consistent with the expected return of 0.0504%. The fund shows a Beta (market volatility) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Capital is expected to be smaller as well.
Auto-correlation | 0.70 |
Good predictability
Federated Capital Income has good predictability. Overlapping area represents the amount of predictability between Federated Capital time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd of February 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 Capital Income price movement. The serial correlation of 0.7 indicates that around 70.0% of current Federated Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Capital 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 Capital security.
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