Chemicals Portfolio Chemicals Fund Market Value
| FSCHX Fund | USD 14.19 0.04 0.28% |
| Symbol | Chemicals |
Chemicals Portfolio '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 Chemicals Portfolio'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 Chemicals Portfolio.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Chemicals Portfolio on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Chemicals Portfolio Chemicals or generate 0.0% return on investment in Chemicals Portfolio over 90 days. Chemicals Portfolio is related to or competes with Banking Portfolio, Transportation Portfolio, Consumer Discretionary, Rainier International, Rainier International, One Choice, and Core Plus. The fund invests primarily in common stocks More
Chemicals Portfolio 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 Chemicals Portfolio'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 Chemicals Portfolio Chemicals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1882 | |||
| Maximum Drawdown | 5.36 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.96 |
Chemicals Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chemicals Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chemicals Portfolio's standard deviation. In reality, there are many statistical measures that can use Chemicals Portfolio historical prices to predict the future Chemicals Portfolio's volatility.| Risk Adjusted Performance | 0.2064 | |||
| Jensen Alpha | 0.2125 | |||
| Total Risk Alpha | 0.1835 | |||
| Sortino Ratio | 0.1951 | |||
| Treynor Ratio | 0.3067 |
Chemicals Portfolio February 16, 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 | 0.2064 | |||
| Market Risk Adjusted Performance | 0.3167 | |||
| Mean Deviation | 0.791 | |||
| Semi Deviation | 0.6544 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 395.8 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.18 | |||
| Information Ratio | 0.1882 | |||
| Jensen Alpha | 0.2125 | |||
| Total Risk Alpha | 0.1835 | |||
| Sortino Ratio | 0.1951 | |||
| Treynor Ratio | 0.3067 | |||
| Maximum Drawdown | 5.36 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.96 | |||
| Downside Variance | 1.09 | |||
| Semi Variance | 0.4282 | |||
| Expected Short fall | (0.92) | |||
| Skewness | 0.0161 | |||
| Kurtosis | 0.6211 |
Chemicals Portfolio Backtested Returns
Chemicals Portfolio appears to be very steady, given 3 months investment horizon. Chemicals Portfolio secures Sharpe Ratio (or Efficiency) of 0.33, which signifies that the fund had a 0.33 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Chemicals Portfolio Chemicals, which you can use to evaluate the volatility of the entity. Please makes use of Chemicals Portfolio's risk adjusted performance of 0.2064, and Mean Deviation of 0.791 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.86, which signifies possible diversification benefits within a given portfolio. Chemicals Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Chemicals Portfolio is expected to follow.
Auto-correlation | 0.70 |
Good predictability
Chemicals Portfolio Chemicals has good predictability. Overlapping area represents the amount of predictability between Chemicals Portfolio time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Chemicals Portfolio price movement. The serial correlation of 0.7 indicates that around 70.0% of current Chemicals Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
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 Chemicals Mutual Fund
Chemicals Portfolio financial ratios help investors to determine whether Chemicals 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 Chemicals with respect to the benefits of owning Chemicals Portfolio security.
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