Banking Portfolio Banking Fund Market Value
| FSRBX Fund | USD 34.79 0.23 0.66% |
| Symbol | Banking |
Banking 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 Banking 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 Banking Portfolio.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Banking Portfolio on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Banking Portfolio Banking or generate 0.0% return on investment in Banking Portfolio over 90 days. Banking Portfolio is related to or competes with Transportation Portfolio, Consumer Discretionary, Chemicals Portfolio, Pro-blend(r) Maximum, Gmo Emerging, Calvert Us, and Large Cap. The fund invests primarily in common stocks More
Banking 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 Banking 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 Banking Portfolio Banking upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0977 | |||
| Maximum Drawdown | 5.7 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 2.44 |
Banking Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Banking Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Banking Portfolio's standard deviation. In reality, there are many statistical measures that can use Banking Portfolio historical prices to predict the future Banking Portfolio's volatility.| Risk Adjusted Performance | 0.1233 | |||
| Jensen Alpha | 0.1073 | |||
| Total Risk Alpha | 0.0757 | |||
| Sortino Ratio | 0.1018 | |||
| Treynor Ratio | 0.1644 |
Banking Portfolio January 29, 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 | 0.1233 | |||
| Market Risk Adjusted Performance | 0.1744 | |||
| Mean Deviation | 0.8058 | |||
| Semi Deviation | 0.8725 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 614.39 | |||
| Standard Deviation | 1.15 | |||
| Variance | 1.32 | |||
| Information Ratio | 0.0977 | |||
| Jensen Alpha | 0.1073 | |||
| Total Risk Alpha | 0.0757 | |||
| Sortino Ratio | 0.1018 | |||
| Treynor Ratio | 0.1644 | |||
| Maximum Drawdown | 5.7 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 2.44 | |||
| Downside Variance | 1.22 | |||
| Semi Variance | 0.7612 | |||
| Expected Short fall | (0.90) | |||
| Skewness | 0.2187 | |||
| Kurtosis | 1.51 |
Banking Portfolio Banking Backtested Returns
Banking Portfolio appears to be very steady, given 3 months investment horizon. Banking Portfolio Banking secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Banking Portfolio Banking, which you can use to evaluate the volatility of the entity. Please makes use of Banking Portfolio's Risk Adjusted Performance of 0.1233, downside deviation of 1.1, and Mean Deviation of 0.8058 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.08, which signifies a somewhat significant risk relative to the market. Banking Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Banking Portfolio is expected to follow.
Auto-correlation | 0.32 |
Below average predictability
Banking Portfolio Banking has below average predictability. Overlapping area represents the amount of predictability between Banking Portfolio time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Banking Portfolio Banking price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Banking Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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 Banking Mutual Fund
Banking Portfolio financial ratios help investors to determine whether Banking 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 Banking with respect to the benefits of owning Banking Portfolio security.
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |