Federated Gov Sec Fund Market Value
| FSGIX Fund | USD 9.59 0.01 0.10% |
| Symbol | Federated |
Federated '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'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.
| 10/31/2023 |
| 11/24/2024 |
If you would invest 0.00 in Federated on October 31, 2023 and sell it all today you would earn a total of 0.00 from holding Federated Gov Sec or generate 0.0% return on investment in Federated over 390 days. Federated is related to or competes with Federated Emerging, Federated Mdt, Federated Global, Federated Hermes, Federated Strategic, Federated Strategic, and Federated Strategic. The fund invests in a portfolio generally consisting of U.S More
Federated 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'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 Gov Sec upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1551 | |||
| Information Ratio | (1.02) | |||
| Maximum Drawdown | 0.8322 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2077 |
Federated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated's standard deviation. In reality, there are many statistical measures that can use Federated historical prices to predict the future Federated's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.83) | |||
| Treynor Ratio | (0.61) |
Federated Gov Sec Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Gov Sec secures Sharpe Ratio (or Efficiency) of 0.0137, which denotes the fund had a 0.0137% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Gov Sec, which you can use to evaluate the volatility of the entity. Please confirm Federated's Coefficient Of Variation of 7651.03, downside deviation of 0.1551, and Mean Deviation of 0.078 to check if the risk estimate we provide is consistent with the expected return of 0.0017%. The fund shows a Beta (market volatility) of 0.0137, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated is expected to be smaller as well.
Auto-correlation | 0.77 |
Good predictability
Federated Gov Sec has good predictability. Overlapping area represents the amount of predictability between Federated time series from 31st of October 2023 to 13th of May 2024 and 13th of May 2024 to 24th of November 2024. 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 Gov Sec price movement. The serial correlation of 0.77 indicates that around 77.0% of current Federated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Federated Gov Sec lagged returns against current returns
Autocorrelation, which is Federated 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 Federated's mutual fund expected returns. We can calculate the autocorrelation of Federated returns to help us make a trade decision. For example, suppose you find that Federated 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 |
Federated 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 Federated mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federated mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Lagged Returns
When evaluating Federated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated mutual fund have on its future price. Federated 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, Federated autocorrelation shows the relationship between Federated mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Gov Sec.
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 Federated Mutual Fund
Federated 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 security.
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