Ftfa Franklin Templeton Growth Fund Market Value
| FGTZX Fund | USD 22.13 0.21 0.96% |
| Symbol | Ftfa-franklin |
Ftfa-franklin Templeton '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 Ftfa-franklin Templeton'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 Ftfa-franklin Templeton.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Ftfa-franklin Templeton on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Ftfa Franklin Templeton Growth or generate 0.0% return on investment in Ftfa-franklin Templeton over 30 days. Ftfa-franklin Templeton is related to or competes with Smallcap World, Touchstone International, Ab Equity, T Rowe, Ab Select, Artisan Select, and Locorr Dynamic. The fund is a fund of funds meaning that it seeks to achieve its investment goal by investing its assets primarily in ot... More
Ftfa-franklin Templeton 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 Ftfa-franklin Templeton'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 Ftfa Franklin Templeton Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6643 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.64 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.9569 |
Ftfa-franklin Templeton Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ftfa-franklin Templeton's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ftfa-franklin Templeton's standard deviation. In reality, there are many statistical measures that can use Ftfa-franklin Templeton historical prices to predict the future Ftfa-franklin Templeton's volatility.| Risk Adjusted Performance | 0.1033 | |||
| Jensen Alpha | 0.0821 | |||
| Total Risk Alpha | 8.0E-4 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.57 |
Ftfa Franklin Templeton Backtested Returns
At this stage we consider Ftfa-franklin Mutual Fund to be very steady. Ftfa Franklin Templeton secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ftfa Franklin Templeton Growth, which you can use to evaluate the volatility of the entity. Please confirm Ftfa-franklin Templeton's Downside Deviation of 0.6643, mean deviation of 0.4878, and Coefficient Of Variation of 709.2 to check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 0.0554, which means not very significant fluctuations relative to the market. As returns on the market increase, Ftfa-franklin Templeton's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ftfa-franklin Templeton is expected to be smaller as well.
Auto-correlation | -0.45 |
Modest reverse predictability
Ftfa Franklin Templeton Growth has modest reverse predictability. Overlapping area represents the amount of predictability between Ftfa-franklin Templeton time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Ftfa Franklin Templeton price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Ftfa-franklin Templeton price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ftfa Franklin Templeton lagged returns against current returns
Autocorrelation, which is Ftfa-franklin Templeton 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 Ftfa-franklin Templeton's mutual fund expected returns. We can calculate the autocorrelation of Ftfa-franklin Templeton returns to help us make a trade decision. For example, suppose you find that Ftfa-franklin Templeton 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 |
Ftfa-franklin Templeton 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 Ftfa-franklin Templeton mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ftfa-franklin Templeton mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ftfa-franklin Templeton mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Ftfa-franklin Templeton Lagged Returns
When evaluating Ftfa-franklin Templeton's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ftfa-franklin Templeton mutual fund have on its future price. Ftfa-franklin Templeton 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, Ftfa-franklin Templeton autocorrelation shows the relationship between Ftfa-franklin Templeton mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Ftfa Franklin Templeton Growth.
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 Ftfa-franklin Mutual Fund
Ftfa-franklin Templeton financial ratios help investors to determine whether Ftfa-franklin 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 Ftfa-franklin with respect to the benefits of owning Ftfa-franklin Templeton security.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |