Fs Real Asset Fund Market Value
| FARLX Fund | USD 13.30 0.03 0.23% |
| Symbol | FARLX |
Fs Real '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 Fs Real'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 Fs Real.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Fs Real on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Fs Real Asset or generate 0.0% return on investment in Fs Real over 720 days. Fs Real is related to or competes with Calvert High, Metropolitan West, Lgm Risk, Ab High, Pace High, Western Asset, and Pace High. The fund seeks to achieve its objective by investing in traditional and next generation real assets, securities of tradi... More
Fs Real 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 Fs Real'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 Fs Real Asset upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9116 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.23 |
Fs Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fs Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fs Real's standard deviation. In reality, there are many statistical measures that can use Fs Real historical prices to predict the future Fs Real's volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.0273 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.5739 |
Fs Real Asset Backtested Returns
At this stage we consider FARLX Mutual Fund to be very steady. Fs Real Asset retains Efficiency (Sharpe Ratio) of 0.0767, which denotes the fund had a 0.0767% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Fs Real, which you can use to evaluate the volatility of the entity. Please confirm Fs Real's Standard Deviation of 0.762, market risk adjusted performance of 0.5839, and Downside Deviation of 0.9116 to check if the risk estimate we provide is consistent with the expected return of 0.0588%. The fund owns a Beta (Systematic Risk) of 0.0602, which means not very significant fluctuations relative to the market. As returns on the market increase, Fs Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fs Real is expected to be smaller as well.
Auto-correlation | -0.47 |
Modest reverse predictability
Fs Real Asset has modest reverse predictability. Overlapping area represents the amount of predictability between Fs Real time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Fs Real Asset price movement. The serial correlation of -0.47 indicates that about 47.0% of current Fs Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Fs Real Asset lagged returns against current returns
Autocorrelation, which is Fs Real 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 Fs Real's mutual fund expected returns. We can calculate the autocorrelation of Fs Real returns to help us make a trade decision. For example, suppose you find that Fs Real 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 |
Fs Real 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 Fs Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fs Real mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fs Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fs Real Lagged Returns
When evaluating Fs Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fs Real mutual fund have on its future price. Fs Real 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, Fs Real autocorrelation shows the relationship between Fs Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fs Real Asset.
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 FARLX Mutual Fund
Fs Real financial ratios help investors to determine whether FARLX 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 FARLX with respect to the benefits of owning Fs Real security.
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