Ft 9331 Corporate Fund Market Value
| FLQTVX Fund | 757.14 1.15 0.15% |
| Symbol | FLQTVX |
Please note, there is a significant difference between Ft 9331:'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Ft 9331: is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ft 9331:'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.
Ft 9331: '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 Ft 9331:'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 Ft 9331:.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Ft 9331: on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Ft 9331 Corporate or generate 0.0% return on investment in Ft 9331: over 30 days. Ft 9331: is related to or competes with Franklin Lifesmart, Lifestyle, Dimensional Retirement, Calvert Moderate, Multimanager Lifestyle, Moderately Aggressive, and Saat Moderate. Ft 9331 is entity of United States. It is traded as Fund on NMFQS exchange. More
Ft 9331: 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 Ft 9331:'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 Ft 9331 Corporate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.71) | |||
| Maximum Drawdown | 0.9404 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.3807 |
Ft 9331: Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ft 9331:'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ft 9331:'s standard deviation. In reality, there are many statistical measures that can use Ft 9331: historical prices to predict the future Ft 9331:'s volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.5981 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ft 9331:'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.
Ft 9331 Corporate Backtested Returns
Ft 9331 Corporate retains Efficiency (Sharpe Ratio) of -0.0094, which denotes the fund had a -0.0094% return per unit of price deviation over the last 3 months. Ft 9331: exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ft 9331:'s Information Ratio of (0.71), market risk adjusted performance of 0.6081, and Standard Deviation of 0.1777 to check the risk estimate we provide. The fund owns a Beta (Systematic Risk) of -0.0187, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ft 9331: are expected to decrease at a much lower rate. During the bear market, Ft 9331: is likely to outperform the market.
Auto-correlation | -0.21 |
Weak reverse predictability
Ft 9331 Corporate has weak reverse predictability. Overlapping area represents the amount of predictability between Ft 9331: time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Ft 9331 Corporate price movement. The serial correlation of -0.21 indicates that over 21.0% of current Ft 9331: price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
Ft 9331 Corporate lagged returns against current returns
Autocorrelation, which is Ft 9331: 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 Ft 9331:'s fund expected returns. We can calculate the autocorrelation of Ft 9331: returns to help us make a trade decision. For example, suppose you find that Ft 9331: 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 |
Ft 9331: 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 Ft 9331: fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ft 9331: fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ft 9331: fund over time.
Current vs Lagged Prices |
| Timeline |
Ft 9331: Lagged Returns
When evaluating Ft 9331:'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ft 9331: fund have on its future price. Ft 9331: 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, Ft 9331: autocorrelation shows the relationship between Ft 9331: fund current value and its past values and can show if there is a momentum factor associated with investing in Ft 9331 Corporate.
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 FLQTVX Fund
Ft 9331: financial ratios help investors to determine whether FLQTVX 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 FLQTVX with respect to the benefits of owning Ft 9331: security.
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