Fidelity Japan Fund Market Value
| FPJAX Fund | USD 21.26 0.12 0.57% |
| Symbol | FIDELITY |
Fidelity Japan '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 Fidelity Japan'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 Fidelity Japan.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Fidelity Japan on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Japan Fund or generate 0.0% return on investment in Fidelity Japan over 90 days. Fidelity Japan is related to or competes with American Funds, Ab Bond, Lord Abbett, Aqr Managed, Blackrock Inflation, Arrow Managed, and Western Asset. The fund normally invests at least 80 percent of assets in securities of Japanese issuers and other investments that are... More
Fidelity Japan 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 Fidelity Japan'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 Fidelity Japan Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.1242 | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.64 |
Fidelity Japan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Japan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Japan's standard deviation. In reality, there are many statistical measures that can use Fidelity Japan historical prices to predict the future Fidelity Japan's volatility.| Risk Adjusted Performance | 0.1304 | |||
| Jensen Alpha | 0.1858 | |||
| Total Risk Alpha | 0.1161 | |||
| Sortino Ratio | 0.1198 | |||
| Treynor Ratio | 6.1 |
Fidelity Japan February 3, 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 | 0.1304 | |||
| Market Risk Adjusted Performance | 6.11 | |||
| Mean Deviation | 0.7954 | |||
| Semi Deviation | 0.8717 | |||
| Downside Deviation | 1.18 | |||
| Coefficient Of Variation | 577.79 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.3 | |||
| Information Ratio | 0.1242 | |||
| Jensen Alpha | 0.1858 | |||
| Total Risk Alpha | 0.1161 | |||
| Sortino Ratio | 0.1198 | |||
| Treynor Ratio | 6.1 | |||
| Maximum Drawdown | 6.6 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.64 | |||
| Downside Variance | 1.39 | |||
| Semi Variance | 0.7599 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 0.5215 | |||
| Kurtosis | 3.01 |
Fidelity Japan Backtested Returns
Fidelity Japan appears to be very steady, given 3 months investment horizon. Fidelity Japan secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fidelity Japan Fund, which you can use to evaluate the volatility of the entity. Please utilize Fidelity Japan's Downside Deviation of 1.18, mean deviation of 0.7954, and Coefficient Of Variation of 577.79 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.0307, which means not very significant fluctuations relative to the market. As returns on the market increase, Fidelity Japan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fidelity Japan is expected to be smaller as well.
Auto-correlation | 0.23 |
Weak predictability
Fidelity Japan Fund has weak predictability. Overlapping area represents the amount of predictability between Fidelity Japan time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Fidelity Japan price movement. The serial correlation of 0.23 indicates that over 23.0% of current Fidelity Japan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
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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 FIDELITY Mutual Fund
Fidelity Japan financial ratios help investors to determine whether FIDELITY 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 FIDELITY with respect to the benefits of owning Fidelity Japan security.
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