First Eagle Value Fund Market Value
| FEVIX Fund | USD 25.55 0.37 1.43% |
| 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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in First Eagle on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding First Eagle Value or generate 0.0% return on investment in First Eagle over 90 days. First Eagle is related to or competes with Goldman Sachs, Royce Opportunity, Transamerica Capital, Tcm Small, World Growth, Century Small, and Royce Premier. The fund will normally invest at least 80 percent of its net assets in domestic equity and debt instruments and may inve... 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 Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.0627 | |||
| Maximum Drawdown | 18.28 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.38 |
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 | 0.0935 | |||
| Jensen Alpha | 0.1205 | |||
| Total Risk Alpha | 0.0277 | |||
| Sortino Ratio | 0.0528 | |||
| Treynor Ratio | 0.2111 |
First Eagle February 13, 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 | 0.0935 | |||
| Market Risk Adjusted Performance | 0.2211 | |||
| Mean Deviation | 0.8355 | |||
| Semi Deviation | 1.6 | |||
| Downside Deviation | 2.09 | |||
| Coefficient Of Variation | 921.74 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.11 | |||
| Information Ratio | 0.0627 | |||
| Jensen Alpha | 0.1205 | |||
| Total Risk Alpha | 0.0277 | |||
| Sortino Ratio | 0.0528 | |||
| Treynor Ratio | 0.2111 | |||
| Maximum Drawdown | 18.28 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.38 | |||
| Downside Variance | 4.37 | |||
| Semi Variance | 2.57 | |||
| Expected Short fall | (0.82) | |||
| Skewness | 0.9007 | |||
| Kurtosis | 22.09 |
First Eagle Value Backtested Returns
First Eagle appears to be very steady, given 3 months investment horizon. First Eagle Value secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for First Eagle Value, which you can use to evaluate the volatility of the entity. Please utilize First Eagle's Mean Deviation of 0.8355, coefficient of variation of 921.74, and Downside Deviation of 2.09 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.86, which means possible diversification benefits within a given portfolio. First Eagle returns are very sensitive to returns on the market. As the market goes up or down, First Eagle is expected to follow.
Auto-correlation | 0.64 |
Good predictability
First Eagle Value has good predictability. Overlapping area represents the amount of predictability between First Eagle time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 First Eagle Value price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current First Eagle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
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 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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