Fmasx Fund Market Value
| FMASX Fund | 15.18 0.05 0.33% |
| Symbol | Fmasx |
Fmasx '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 Fmasx'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 Fmasx.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Fmasx on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Fmasx or generate 0.0% return on investment in Fmasx over 30 days. Fmasx is related to or competes with Multisector Bond, Georgia Tax-free, Aig Government, Versatile Bond, and Transamerica Intermediate. The fund invests primarily in common stocks More
Fmasx 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 Fmasx'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 Fmasx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9521 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.09 |
Fmasx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fmasx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fmasx's standard deviation. In reality, there are many statistical measures that can use Fmasx historical prices to predict the future Fmasx's volatility.| Risk Adjusted Performance | 0.0482 | |||
| Jensen Alpha | 0.048 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.6931 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fmasx'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.
Fmasx Backtested Returns
At this stage we consider Fmasx Mutual Fund to be very steady. Fmasx secures Sharpe Ratio (or Efficiency) of 0.0811, which denotes the fund had a 0.0811 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Fmasx, which you can use to evaluate the volatility of the entity. Please confirm Fmasx's Semi Deviation of 0.8325, downside deviation of 0.9521, and Mean Deviation of 0.6974 to check if the risk estimate we provide is consistent with the expected return of 0.0823%. The fund shows a Beta (market volatility) of 0.0796, which means not very significant fluctuations relative to the market. As returns on the market increase, Fmasx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fmasx is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
Fmasx has good predictability. Overlapping area represents the amount of predictability between Fmasx time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Fmasx price movement. The serial correlation of 0.74 indicates that around 74.0% of current Fmasx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fmasx lagged returns against current returns
Autocorrelation, which is Fmasx 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 Fmasx's mutual fund expected returns. We can calculate the autocorrelation of Fmasx returns to help us make a trade decision. For example, suppose you find that Fmasx 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 |
Fmasx 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 Fmasx mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fmasx mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fmasx mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fmasx Lagged Returns
When evaluating Fmasx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fmasx mutual fund have on its future price. Fmasx 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, Fmasx autocorrelation shows the relationship between Fmasx mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fmasx.
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 Fmasx Mutual Fund
Fmasx financial ratios help investors to determine whether Fmasx 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 Fmasx with respect to the benefits of owning Fmasx security.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |