Federated Mid Cap Index Fund Market Value
| FMCLX Fund | USD 16.18 0.14 0.86% |
| Symbol | Federated |
Federated Mid-cap '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 Mid-cap'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 Mid-cap.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Federated Mid-cap on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Mid Cap Index or generate 0.0% return on investment in Federated Mid-cap over 90 days. Federated Mid-cap is related to or competes with Nuveen California, Doubleline Opportunistic, Japan Smaller, T Rowe, First American, Kinetics Market, and Timothy Plan. The fund normally invests its assets primarily in common stocks included in the Standard Poors MidCap 400 Index More
Federated Mid-cap 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 Mid-cap'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 Mid Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8233 | |||
| Information Ratio | 0.1665 | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.83 |
Federated Mid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Mid-cap's standard deviation. In reality, there are many statistical measures that can use Federated Mid-cap historical prices to predict the future Federated Mid-cap's volatility.| Risk Adjusted Performance | 0.1776 | |||
| Jensen Alpha | 0.2581 | |||
| Total Risk Alpha | 0.1743 | |||
| Sortino Ratio | 0.3074 | |||
| Treynor Ratio | 0.3552 |
Federated Mid-cap February 28, 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 | 0.1776 | |||
| Market Risk Adjusted Performance | 0.3652 | |||
| Mean Deviation | 0.8321 | |||
| Semi Deviation | 0.2727 | |||
| Downside Deviation | 0.8233 | |||
| Coefficient Of Variation | 443.27 | |||
| Standard Deviation | 1.52 | |||
| Variance | 2.31 | |||
| Information Ratio | 0.1665 | |||
| Jensen Alpha | 0.2581 | |||
| Total Risk Alpha | 0.1743 | |||
| Sortino Ratio | 0.3074 | |||
| Treynor Ratio | 0.3552 | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.83 | |||
| Downside Variance | 0.6778 | |||
| Semi Variance | 0.0744 | |||
| Expected Short fall | (0.99) | |||
| Skewness | 4.42 | |||
| Kurtosis | 28.23 |
Federated Mid Cap Backtested Returns
Federated Mid-cap appears to be very steady, given 3 months investment horizon. Federated Mid Cap secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Mid Cap Index, which you can use to evaluate the volatility of the entity. Please utilize Federated Mid-cap's Downside Deviation of 0.8233, coefficient of variation of 443.27, and Mean Deviation of 0.8321 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.94, which means possible diversification benefits within a given portfolio. Federated Mid-cap returns are very sensitive to returns on the market. As the market goes up or down, Federated Mid-cap is expected to follow.
Auto-correlation | 0.62 |
Good predictability
Federated Mid Cap Index has good predictability. Overlapping area represents the amount of predictability between Federated Mid-cap time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th of February 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 Mid Cap price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Federated Mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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 Mid-cap 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 Mid-cap security.
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