Fpa New Income Fund Market Value
| FPNIX Fund | USD 10.11 0.01 0.1% |
| Symbol | Fpa |
Fpa New '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 Fpa New'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 Fpa New.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Fpa New on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Fpa New Income or generate 0.0% return on investment in Fpa New over 90 days. Fpa New is related to or competes with Pimco Corporate, Fpa Flexible, Fpa Queens, Fpa Queens, Queens Road, Queens Road, and Fpa Crescent. The fund primarily invests in a diversified portfolio of debt instruments, cash and cash equivalents More
Fpa New 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 Fpa New'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 Fpa New Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1029 | |||
| Information Ratio | (0.72) | |||
| Maximum Drawdown | 0.4013 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1996 |
Fpa New Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fpa New's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fpa New's standard deviation. In reality, there are many statistical measures that can use Fpa New historical prices to predict the future Fpa New's volatility.| Risk Adjusted Performance | 0.1147 | |||
| Jensen Alpha | 0.0135 | |||
| Total Risk Alpha | 0.0027 | |||
| Sortino Ratio | (0.68) | |||
| Treynor Ratio | (1.38) |
Fpa New February 11, 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 | 0.1147 | |||
| Market Risk Adjusted Performance | (1.37) | |||
| Mean Deviation | 0.0772 | |||
| Downside Deviation | 0.1029 | |||
| Coefficient Of Variation | 427.77 | |||
| Standard Deviation | 0.0971 | |||
| Variance | 0.0094 | |||
| Information Ratio | (0.72) | |||
| Jensen Alpha | 0.0135 | |||
| Total Risk Alpha | 0.0027 | |||
| Sortino Ratio | (0.68) | |||
| Treynor Ratio | (1.38) | |||
| Maximum Drawdown | 0.4013 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1996 | |||
| Downside Variance | 0.0106 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.13) | |||
| Skewness | 0.6622 | |||
| Kurtosis | 0.4587 |
Fpa New Income Backtested Returns
At this stage we consider Fpa Mutual Fund to be very steady. Fpa New Income secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the fund had a 0.21 % return per unit of standard deviation over the last 3 months. We have found twenty-six technical indicators for Fpa New Income, which you can use to evaluate the volatility of the entity. Please confirm Fpa New's Mean Deviation of 0.0772, coefficient of variation of 427.77, and Downside Deviation of 0.1029 to check if the risk estimate we provide is consistent with the expected return of 0.0199%. The fund shows a Beta (market volatility) of -0.0092, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fpa New are expected to decrease at a much lower rate. During the bear market, Fpa New is likely to outperform the market.
Auto-correlation | 0.50 |
Modest predictability
Fpa New Income has modest predictability. Overlapping area represents the amount of predictability between Fpa New time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th 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 Fpa New Income price movement. The serial correlation of 0.5 indicates that about 50.0% of current Fpa New price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Fpa Mutual Fund
Fpa New financial ratios help investors to determine whether Fpa 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 Fpa with respect to the benefits of owning Fpa New security.
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