Ftdex Fund Market Value
| FTDEX Fund | USD 47.37 0.19 0.40% |
| Symbol | Ftdex |
Please note, there is a significant difference between Ftdex's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ftdex is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ftdex's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ftdex '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 Ftdex'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 Ftdex.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Ftdex on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ftdex or generate 0.0% return on investment in Ftdex over 90 days. Ftdex is related to or competes with Davis Real, Commonwealth Real, Fidelity Real, Simt Real, and T Rowe. Ftdex is entity of United States. It is traded as Fund on NMFQS exchange. More
Ftdex 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 Ftdex'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 Ftdex upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3511 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 1.23 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4174 |
Ftdex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ftdex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ftdex's standard deviation. In reality, there are many statistical measures that can use Ftdex historical prices to predict the future Ftdex's volatility.| Risk Adjusted Performance | 0.1325 | |||
| Jensen Alpha | 0.0338 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2044 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ftdex'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.
Ftdex January 26, 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 | 0.1325 | |||
| Market Risk Adjusted Performance | 0.2144 | |||
| Mean Deviation | 0.2429 | |||
| Downside Deviation | 0.3511 | |||
| Coefficient Of Variation | 499.51 | |||
| Standard Deviation | 0.3039 | |||
| Variance | 0.0923 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.0338 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2044 | |||
| Maximum Drawdown | 1.23 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.4174 | |||
| Downside Variance | 0.1233 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.43) | |||
| Skewness | 0.0127 | |||
| Kurtosis | (0.69) |
Ftdex Backtested Returns
At this stage we consider Ftdex Mutual Fund to be very steady. Ftdex secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ftdex, which you can use to evaluate the volatility of the entity. Please confirm Ftdex's Coefficient Of Variation of 499.51, mean deviation of 0.2429, and Standard Deviation of 0.3039 to check if the risk estimate we provide is consistent with the expected return of 0.0517%. The fund shows a Beta (market volatility) of 0.25, which means not very significant fluctuations relative to the market. As returns on the market increase, Ftdex's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ftdex is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Ftdex has modest predictability. Overlapping area represents the amount of predictability between Ftdex time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Ftdex price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Ftdex price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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 Ftdex Mutual Fund
Ftdex financial ratios help investors to determine whether Ftdex 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 Ftdex with respect to the benefits of owning Ftdex security.
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