Frank Value Fund Market Value
| FNKCX Fund | USD 14.76 0.18 1.23% |
| Symbol | Frank |
Frank Value '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 Frank Value'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 Frank Value.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in Frank Value on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding Frank Value Fund or generate 0.0% return on investment in Frank Value over 90 days. Frank Value is related to or competes with Ab Small, Boston Partners, Vanguard Small, Goldman Sachs, Amg River, Pace Small/medium, and William Blair. The funds principal investment strategy is value investing More
Frank Value 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 Frank Value'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 Frank Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | 0.0521 | |||
| Maximum Drawdown | 14.55 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.5 |
Frank Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frank Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frank Value's standard deviation. In reality, there are many statistical measures that can use Frank Value historical prices to predict the future Frank Value's volatility.| Risk Adjusted Performance | 0.0812 | |||
| Jensen Alpha | 0.0969 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0894 | |||
| Treynor Ratio | 0.1773 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Frank Value'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.
Frank Value Fund Backtested Returns
Frank Value appears to be not too volatile, given 3 months investment horizon. Frank Value Fund secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the fund had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Frank Value Fund, which you can use to evaluate the volatility of the entity. Please utilize Frank Value's Mean Deviation of 0.9322, downside deviation of 1.12, and Semi Deviation of 0.8607 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.04, which means a somewhat significant risk relative to the market. Frank Value returns are very sensitive to returns on the market. As the market goes up or down, Frank Value is expected to follow.
Auto-correlation | -0.58 |
Good reverse predictability
Frank Value Fund has good reverse predictability. Overlapping area represents the amount of predictability between Frank Value time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th 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 Frank Value Fund price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Frank Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.76 |
Frank Value Fund lagged returns against current returns
Autocorrelation, which is Frank Value 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 Frank Value's mutual fund expected returns. We can calculate the autocorrelation of Frank Value returns to help us make a trade decision. For example, suppose you find that Frank Value 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 |
Frank Value 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 Frank Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frank Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frank Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Frank Value Lagged Returns
When evaluating Frank Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frank Value mutual fund have on its future price. Frank Value 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, Frank Value autocorrelation shows the relationship between Frank Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Frank Value Fund.
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 Frank Mutual Fund
Frank Value financial ratios help investors to determine whether Frank 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 Frank with respect to the benefits of owning Frank Value security.
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