Federated Porate Bond Fund Market Value
| FCSPX Fund | USD 10.01 0.02 0.20% |
| Symbol | Federated |
Federated Porate '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 Porate'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 Porate.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Federated Porate on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Porate Bond or generate 0.0% return on investment in Federated Porate over 30 days. Federated Porate is related to or competes with Small Pany, Arrow Managed, and Tax-managed. The fund invests primarily in a diversified portfolio of investment-grade, corporate fixed-income securities More
Federated Porate 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 Porate'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 Porate Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3474 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.6 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.7021 |
Federated Porate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Porate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Porate's standard deviation. In reality, there are many statistical measures that can use Federated Porate historical prices to predict the future Federated Porate's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.29) | |||
| Treynor Ratio | (0.11) |
Federated Porate Bond Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Porate Bond secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Porate Bond, which you can use to evaluate the volatility of the entity. Please confirm Federated Porate's Mean Deviation of 0.2578, coefficient of variation of 59204.08, and Downside Deviation of 0.3474 to check if the risk estimate we provide is consistent with the expected return of 6.0E-4%. The fund shows a Beta (market volatility) of 0.0869, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Porate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Porate is expected to be smaller as well.
Auto-correlation | -0.45 |
Modest reverse predictability
Federated Porate Bond has modest reverse predictability. Overlapping area represents the amount of predictability between Federated Porate time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 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 Porate Bond price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Federated Porate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Federated Porate Bond lagged returns against current returns
Autocorrelation, which is Federated Porate 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 Porate's mutual fund expected returns. We can calculate the autocorrelation of Federated Porate returns to help us make a trade decision. For example, suppose you find that Federated Porate 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 Porate 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 Porate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Porate 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 Porate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Porate Lagged Returns
When evaluating Federated Porate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Porate mutual fund have on its future price. Federated Porate 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 Porate autocorrelation shows the relationship between Federated Porate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Porate Bond.
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 Porate 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 Porate security.
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