Cs 607 Tax Fund Market Value
| FFRLFX Fund | 874.13 5.11 0.59% |
| Symbol | FFRLFX |
Please note, there is a significant difference between Cs 607:'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Cs 607: is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cs 607:'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.
Cs 607: '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 Cs 607:'s 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 Cs 607:.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Cs 607: on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Cs 607 Tax or generate 0.0% return on investment in Cs 607: over 720 days. Cs 607: is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Cs 607 is entity of United States. It is traded as Fund on NMFQS exchange. More
Cs 607: 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 Cs 607:'s 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 Cs 607 Tax upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7138 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9824 |
Cs 607: Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cs 607:'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cs 607:'s standard deviation. In reality, there are many statistical measures that can use Cs 607: historical prices to predict the future Cs 607:'s volatility.| Risk Adjusted Performance | 0.0431 | |||
| Jensen Alpha | 0.0606 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | (0.1) |
Cs 607 Tax Backtested Returns
At this stage we consider FFRLFX Fund to be very steady. Cs 607 Tax retains Efficiency (Sharpe Ratio) of 0.054, which signifies that the fund had a 0.054% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Cs 607:, which you can use to evaluate the volatility of the entity. Please confirm Cs 607:'s Standard Deviation of 0.6067, coefficient of variation of 1674.11, and Market Risk Adjusted Performance of (0.09) to double-check if the risk estimate we provide is consistent with the expected return of 0.0332%. The fund owns a Beta (Systematic Risk) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cs 607: are expected to decrease at a much lower rate. During the bear market, Cs 607: is likely to outperform the market.
Auto-correlation | -0.6 |
Good reverse predictability
Cs 607 Tax has good reverse predictability. Overlapping area represents the amount of predictability between Cs 607: time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Cs 607 Tax price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Cs 607: price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 463.74 |
Cs 607 Tax lagged returns against current returns
Autocorrelation, which is Cs 607: 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 Cs 607:'s fund expected returns. We can calculate the autocorrelation of Cs 607: returns to help us make a trade decision. For example, suppose you find that Cs 607: has exhibited high autocorrelation historically, and you observe that the 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 |
Cs 607: 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 Cs 607: fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cs 607: fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cs 607: fund over time.
Current vs Lagged Prices |
| Timeline |
Cs 607: Lagged Returns
When evaluating Cs 607:'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cs 607: fund have on its future price. Cs 607: 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, Cs 607: autocorrelation shows the relationship between Cs 607: fund current value and its past values and can show if there is a momentum factor associated with investing in Cs 607 Tax.
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 FFRLFX Fund
Cs 607: financial ratios help investors to determine whether FFRLFX 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 FFRLFX with respect to the benefits of owning Cs 607: security.
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