Federated Kaufmann Small Fund Market Value
| FKCSX Fund | USD 33.13 0.31 0.93% |
| Symbol | Federated |
Federated Kaufmann '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 Federated Kaufmann'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 Federated Kaufmann.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Federated Kaufmann on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Kaufmann Small or generate 0.0% return on investment in Federated Kaufmann over 90 days. Federated Kaufmann is related to or competes with T Rowe, and Prudential Emerging. The fund invests primarily in the common stocks of small companies that are traded on national security exchanges, the N... More
Federated Kaufmann 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 Federated Kaufmann'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 Federated Kaufmann Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.1107 | |||
| Maximum Drawdown | 39.85 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.78 |
Federated Kaufmann Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Kaufmann's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Kaufmann's standard deviation. In reality, there are many statistical measures that can use Federated Kaufmann historical prices to predict the future Federated Kaufmann's volatility.| Risk Adjusted Performance | 0.1013 | |||
| Jensen Alpha | 0.5804 | |||
| Total Risk Alpha | 0.1729 | |||
| Sortino Ratio | 0.4363 | |||
| Treynor Ratio | 2.3 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Kaufmann's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Federated Kaufmann January 29, 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 | 0.1013 | |||
| Market Risk Adjusted Performance | 2.31 | |||
| Mean Deviation | 1.51 | |||
| Semi Deviation | 0.5358 | |||
| Downside Deviation | 1.22 | |||
| Coefficient Of Variation | 791.79 | |||
| Standard Deviation | 4.81 | |||
| Variance | 23.11 | |||
| Information Ratio | 0.1107 | |||
| Jensen Alpha | 0.5804 | |||
| Total Risk Alpha | 0.1729 | |||
| Sortino Ratio | 0.4363 | |||
| Treynor Ratio | 2.3 | |||
| Maximum Drawdown | 39.85 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.78 | |||
| Downside Variance | 1.49 | |||
| Semi Variance | 0.2871 | |||
| Expected Short fall | (1.82) | |||
| Skewness | 7.51 | |||
| Kurtosis | 59.34 |
Federated Kaufmann Small Backtested Returns
Federated Kaufmann appears to be not too volatile, given 3 months investment horizon. Federated Kaufmann Small secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the fund had a 0.13 % return per unit of risk over the last 3 months. By reviewing Federated Kaufmann's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please utilize Federated Kaufmann's Mean Deviation of 1.51, coefficient of variation of 791.79, and Downside Deviation of 1.22 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Kaufmann's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Kaufmann is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
Federated Kaufmann Small has weak predictability. Overlapping area represents the amount of predictability between Federated Kaufmann time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Federated Kaufmann Small price movement. The serial correlation of 0.22 indicates that over 22.0% of current Federated Kaufmann price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
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 Federated Mutual Fund
Federated Kaufmann financial ratios help investors to determine whether Federated 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 Federated with respect to the benefits of owning Federated Kaufmann security.
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