First Eagle Smid Fund Market Value
| FEMAX Fund | 13.45 0.03 0.22% |
| Symbol | First |
First Eagle '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 First Eagle'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 First Eagle.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in First Eagle on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding First Eagle Smid or generate 0.0% return on investment in First Eagle over 90 days. First Eagle is related to or competes with Commonwealth Real, Virtus Real, Global Real, and Multi-manager Global. The fund invests, under normal circumstances, in equity securities of small- and mid-cap companies in an attempt to take... More
First Eagle 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 First Eagle'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 First Eagle Smid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0865 | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.13 |
First Eagle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Eagle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Eagle's standard deviation. In reality, there are many statistical measures that can use First Eagle historical prices to predict the future First Eagle's volatility.| Risk Adjusted Performance | 0.1062 | |||
| Jensen Alpha | 0.1338 | |||
| Total Risk Alpha | 0.069 | |||
| Sortino Ratio | 0.0855 | |||
| Treynor Ratio | 0.5444 |
First Eagle January 31, 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 | 0.1062 | |||
| Market Risk Adjusted Performance | 0.5544 | |||
| Mean Deviation | 0.8731 | |||
| Semi Deviation | 0.9344 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 706.63 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.24 | |||
| Information Ratio | 0.0865 | |||
| Jensen Alpha | 0.1338 | |||
| Total Risk Alpha | 0.069 | |||
| Sortino Ratio | 0.0855 | |||
| Treynor Ratio | 0.5444 | |||
| Maximum Drawdown | 4.6 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.13 | |||
| Downside Variance | 1.27 | |||
| Semi Variance | 0.8731 | |||
| Expected Short fall | (0.93) | |||
| Skewness | (0.12) | |||
| Kurtosis | 0.072 |
First Eagle Smid Backtested Returns
At this stage we consider First Mutual Fund to be very steady. First Eagle Smid 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-seven technical indicators for First Eagle Smid, which you can use to evaluate the volatility of the entity. Please confirm First Eagle's Coefficient Of Variation of 706.63, downside deviation of 1.13, and Mean Deviation of 0.8731 to check if the risk estimate we provide is consistent with the expected return of 0.18%. The fund shows a Beta (market volatility) of 0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, First Eagle's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Eagle is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
First Eagle Smid has good predictability. Overlapping area represents the amount of predictability between First Eagle time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 First Eagle Smid price movement. The serial correlation of 0.68 indicates that around 68.0% of current First Eagle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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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 First Mutual Fund
First Eagle financial ratios help investors to determine whether First 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 First with respect to the benefits of owning First Eagle security.
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