Fidelity Sustainable Intermediate Fund Market Value
| FSIKX Fund | USD 10.27 0.00 0.00% |
| Symbol | Fidelity |
Fidelity Sustainable '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 Sustainable'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 Sustainable.
| 10/01/2025 |
| 12/30/2025 |
If you would invest 0.00 in Fidelity Sustainable on October 1, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Sustainable Intermediate or generate 0.0% return on investment in Fidelity Sustainable over 90 days. Fidelity Sustainable is related to or competes with Nebraska Tax, Fidelity Income, River Oak, Fidelity Income, Guggenheim Managed, Putnam Retirement, and Fidelity Sustainable. The fund normally invests at least 80 percent of assets in investment-grade municipal securities whose interest is exemp... More
Fidelity Sustainable 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 Sustainable'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 Sustainable Intermediate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1139 | |||
| Information Ratio | (0.76) | |||
| Maximum Drawdown | 0.4878 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.1959 |
Fidelity Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Sustainable's standard deviation. In reality, there are many statistical measures that can use Fidelity Sustainable historical prices to predict the future Fidelity Sustainable's volatility.| Risk Adjusted Performance | 0.0719 | |||
| Jensen Alpha | 0.0076 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.59) | |||
| Treynor Ratio | 2.62 |
Fidelity Sustainable Backtested Returns
At this stage we consider Fidelity Mutual Fund to be very steady. Fidelity Sustainable secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Fidelity Sustainable Intermediate, which you can use to evaluate the volatility of the entity. Please confirm Fidelity Sustainable's Standard Deviation of 0.089, coefficient of variation of 498.4, and Mean Deviation of 0.0639 to check if the risk estimate we provide is consistent with the expected return of 0.0158%. The fund shows a Beta (market volatility) of 0.003, which means not very significant fluctuations relative to the market. As returns on the market increase, Fidelity Sustainable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fidelity Sustainable is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Fidelity Sustainable Intermediate has good predictability. Overlapping area represents the amount of predictability between Fidelity Sustainable time series from 1st of October 2025 to 15th of November 2025 and 15th of November 2025 to 30th of December 2025. 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 Sustainable price movement. The serial correlation of 0.68 indicates that around 68.0% of current Fidelity Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fidelity Sustainable lagged returns against current returns
Autocorrelation, which is Fidelity Sustainable 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 Fidelity Sustainable's mutual fund expected returns. We can calculate the autocorrelation of Fidelity Sustainable returns to help us make a trade decision. For example, suppose you find that Fidelity Sustainable 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 |
Fidelity Sustainable 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 Fidelity Sustainable mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity Sustainable mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity Sustainable mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fidelity Sustainable Lagged Returns
When evaluating Fidelity Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity Sustainable mutual fund have on its future price. Fidelity Sustainable 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, Fidelity Sustainable autocorrelation shows the relationship between Fidelity Sustainable mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fidelity Sustainable Intermediate.
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 Fidelity Mutual Fund
Fidelity Sustainable 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 Sustainable security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |