Federated Global Allocation Fund Market Value
| FSBCX Fund | USD 21.85 0.01 0.05% |
| Symbol | Federated |
Federated Global '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 Global'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 Global.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Federated Global on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Global Allocation or generate 0.0% return on investment in Federated Global over 90 days. Federated Global is related to or competes with Federated Global, Boston Partners, Ridgeworth International, Martin Currie, Martin Currie, Gateway Equity, and Gateway Equity. The fund will invest in a diversified mix of various asset classes, which may include, but are not limited to, equity an... More
Federated Global 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 Global'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 Global Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5456 | |||
| Information Ratio | 0.0051 | |||
| Maximum Drawdown | 2.44 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.7974 |
Federated Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Global's standard deviation. In reality, there are many statistical measures that can use Federated Global historical prices to predict the future Federated Global's volatility.| Risk Adjusted Performance | 0.0796 | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | 0.0174 | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.0863 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Global'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.
Federated Global February 18, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0796 | |||
| Market Risk Adjusted Performance | 0.0963 | |||
| Mean Deviation | 0.3999 | |||
| Semi Deviation | 0.4316 | |||
| Downside Deviation | 0.5456 | |||
| Coefficient Of Variation | 937.79 | |||
| Standard Deviation | 0.5225 | |||
| Variance | 0.273 | |||
| Information Ratio | 0.0051 | |||
| Jensen Alpha | 0.0229 | |||
| Total Risk Alpha | 0.0174 | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.0863 | |||
| Maximum Drawdown | 2.44 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.7974 | |||
| Downside Variance | 0.2976 | |||
| Semi Variance | 0.1863 | |||
| Expected Short fall | (0.43) | |||
| Skewness | (0.15) | |||
| Kurtosis | 0.3056 |
Federated Global All Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Global All secures Sharpe Ratio (or Efficiency) of 0.24, which denotes the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Global Allocation, which you can use to evaluate the volatility of the entity. Please confirm Federated Global's Coefficient Of Variation of 937.79, mean deviation of 0.3999, and Downside Deviation of 0.5456 to check if the risk estimate we provide is consistent with the expected return of 0.12%. The fund shows a Beta (market volatility) of 0.53, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Global is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Federated Global Allocation has good predictability. Overlapping area represents the amount of predictability between Federated Global time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Global All price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Federated Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
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 Global 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 Global security.
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