Federated Capital Income Fund Market Value
| CAPAX Fund | USD 8.89 0.04 0.45% |
| 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.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Federated Capital on September 3, 2024 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 150 days. Federated Capital is related to or competes with Rational Dividend, and Qs Large. 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 | 0.4605 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 2.4 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.6842 |
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 | 0.066 | |||
| Jensen Alpha | 0.0107 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.1485 |
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 0.14, which denotes the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven 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 1088.68, mean deviation of 0.2952, and Downside Deviation of 0.4605 to check if the risk estimate we provide is consistent with the expected return of 0.0551%. The fund shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. 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 | -0.02 |
Very weak reverse predictability
Federated Capital Income has very weak reverse predictability. Overlapping area represents the amount of predictability between Federated Capital time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 Capital Income price movement. The serial correlation of -0.02 indicates that only 2.0% of current Federated Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Federated Capital Income lagged returns against current returns
Autocorrelation, which is Federated Capital 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 Capital's mutual fund expected returns. We can calculate the autocorrelation of Federated Capital returns to help us make a trade decision. For example, suppose you find that Federated Capital 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 Capital 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 Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Capital 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 Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Capital Lagged Returns
When evaluating Federated Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Capital mutual fund have on its future price. Federated Capital 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 Capital autocorrelation shows the relationship between Federated Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Capital Income.
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 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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