Federated Total Return Fund Market Value
| FTGSX Fund | USD 9.43 0.02 0.21% |
| Symbol | Federated |
Federated Total '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 Total'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 Total.
| 09/04/2023 |
| 11/27/2024 |
If you would invest 0.00 in Federated Total on September 4, 2023 and sell it all today you would earn a total of 0.00 from holding Federated Total Return or generate 0.0% return on investment in Federated Total over 450 days. Federated Total is related to or competes with T Rowe, Jhancock Diversified, Adams Diversified, Guggenheim Diversified, Tiaa Cref, and Massmutual Premier. The funds overall strategy is to invest in a portfolio consisting primarily of U.S More
Federated Total 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 Total'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 Total Return upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.47) | |||
| Maximum Drawdown | 1.67 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.5219 |
Federated Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Total's standard deviation. In reality, there are many statistical measures that can use Federated Total historical prices to predict the future Federated Total's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.3394 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Total'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.
Federated Total Return Backtested Returns
Federated Total Return secures Sharpe Ratio (or Efficiency) of -0.054, which denotes the fund had a -0.054% return per unit of risk over the last 3 months. Federated Total Return exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Total's Mean Deviation of 0.2392, variance of 0.1042, and Standard Deviation of 0.3228 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0892, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federated Total are expected to decrease at a much lower rate. During the bear market, Federated Total is likely to outperform the market.
Auto-correlation | 0.76 |
Good predictability
Federated Total Return has good predictability. Overlapping area represents the amount of predictability between Federated Total time series from 4th of September 2023 to 16th of April 2024 and 16th of April 2024 to 27th 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 Total Return price movement. The serial correlation of 0.76 indicates that around 76.0% of current Federated Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Federated Total Return lagged returns against current returns
Autocorrelation, which is Federated Total 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 Total's mutual fund expected returns. We can calculate the autocorrelation of Federated Total returns to help us make a trade decision. For example, suppose you find that Federated Total 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 Total 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 Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Total 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 Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Total Lagged Returns
When evaluating Federated Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Total mutual fund have on its future price. Federated Total 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 Total autocorrelation shows the relationship between Federated Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Total Return.
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 Total 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 Total security.
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