Fa 529 Aggressive Fund Market Value
| FFCGX Fund | USD 40.90 0.38 0.94% |
| Symbol | FFCGX |
Please note, there is a significant difference between Fa 529's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fa 529 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fa 529's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fa 529 '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 Fa 529'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 Fa 529.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Fa 529 on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Fa 529 Aggressive or generate 0.0% return on investment in Fa 529 over 150 days. Fa 529 is related to or competes with Jhancock Real, Nexpoint Real, Baron Real, Deutsche Real, and Vy(r) Clarion. Fa 529 is entity of United States. It is traded as Fund on NMFQS exchange. More
Fa 529 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 Fa 529'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 Fa 529 Aggressive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8383 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.92 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 1.27 |
Fa 529 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fa 529's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fa 529's standard deviation. In reality, there are many statistical measures that can use Fa 529 historical prices to predict the future Fa 529's volatility.| Risk Adjusted Performance | 0.0453 | |||
| Jensen Alpha | (0.0008) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0877 |
Fa 529 Aggressive Backtested Returns
At this stage we consider FFCGX Mutual Fund to be very steady. Fa 529 Aggressive retains Efficiency (Sharpe Ratio) of 0.0912, which denotes the fund had a 0.0912 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Fa 529, which you can use to evaluate the volatility of the entity. Please confirm Fa 529's Downside Deviation of 0.8383, market risk adjusted performance of 0.0977, and Standard Deviation of 0.7542 to check if the risk estimate we provide is consistent with the expected return of 0.0701%. The fund owns a Beta (Systematic Risk) of 0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fa 529's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fa 529 is expected to be smaller as well.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Fa 529 Aggressive has insignificant reverse predictability. Overlapping area represents the amount of predictability between Fa 529 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 Fa 529 Aggressive price movement. The serial correlation of -0.2 indicates that over 20.0% of current Fa 529 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Fa 529 Aggressive lagged returns against current returns
Autocorrelation, which is Fa 529 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 Fa 529's mutual fund expected returns. We can calculate the autocorrelation of Fa 529 returns to help us make a trade decision. For example, suppose you find that Fa 529 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 |
Fa 529 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 Fa 529 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fa 529 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fa 529 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fa 529 Lagged Returns
When evaluating Fa 529's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fa 529 mutual fund have on its future price. Fa 529 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, Fa 529 autocorrelation shows the relationship between Fa 529 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fa 529 Aggressive.
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 FFCGX Mutual Fund
Fa 529 financial ratios help investors to determine whether FFCGX 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 FFCGX with respect to the benefits of owning Fa 529 security.
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