Federated Global Total Fund Market Value
| FTIBX Fund | USD 7.86 0.04 0.51% |
| Symbol | Federated |
Federated Global '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 Global'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 Global.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Federated Global on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Global Total or generate 0.0% return on investment in Federated Global over 30 days. Federated Global is related to or competes with Us Government, Virtus Seix, Federated Government, Fidelity Series, Blackrock, Prudential Government, and Us Government. The fund invests primarily in investment-grade, fixed-income securities, including U.S More
Federated Global 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 Global'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 Global Total upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 1.78 | |||
| Value At Risk | (0.51) | |||
| Potential Upside | 0.5006 |
Federated Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Global's standard deviation. In reality, there are many statistical measures that can use Federated Global historical prices to predict the future Federated Global's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.5106 |
Federated Global Total Backtested Returns
Federated Global Total secures Sharpe Ratio (or Efficiency) of -0.0586, which denotes the fund had a -0.0586% return per unit of risk over the last 3 months. Federated Global Total exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Global's Variance of 0.125, mean deviation of 0.2775, and Standard Deviation of 0.3535 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.097, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federated Global are expected to decrease at a much lower rate. During the bear market, Federated Global is likely to outperform the market.
Auto-correlation | -0.53 |
Good reverse predictability
Federated Global Total has good reverse predictability. Overlapping area represents the amount of predictability between Federated Global time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Global Total price movement. The serial correlation of -0.53 indicates that about 53.0% of current Federated Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Federated Global Total lagged returns against current returns
Autocorrelation, which is Federated Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Federated Global returns to help us make a trade decision. For example, suppose you find that Federated Global 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 Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Global 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 Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Global Lagged Returns
When evaluating Federated Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Global mutual fund have on its future price. Federated Global 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 Global autocorrelation shows the relationship between Federated Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Global Total.
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 Global 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 Global security.
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