Fm Investments Large Fund Market Value
| IAFMX Fund | USD 18.47 0.14 0.76% |
| Symbol | IAFMX |
Fm Investments '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 Fm Investments' 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 Fm Investments.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Fm Investments on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Fm Investments Large or generate 0.0% return on investment in Fm Investments over 30 days. Fm Investments is related to or competes with F/m Investments, Tiaa-cref Large-cap, Calamos Antetokounmpo, Vanguard Lifestrategy, Calamos Strategic, and Fidelity Advisor. The fund seeks to achieve its investment objective by purchasing equity securities that the Adviser believes are likely ... More
Fm Investments 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 Fm Investments' 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 Fm Investments Large upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.9 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 1.75 |
Fm Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fm Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fm Investments' standard deviation. In reality, there are many statistical measures that can use Fm Investments historical prices to predict the future Fm Investments' volatility.| Risk Adjusted Performance | 0.0924 | |||
| Jensen Alpha | 0.012 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1423 |
Fm Investments Large Backtested Returns
At this stage we consider IAFMX Mutual Fund to be very steady. Fm Investments Large retains Efficiency (Sharpe Ratio) of 0.17, which denotes the fund had a 0.17% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Fm Investments, which you can use to evaluate the volatility of the entity. Please confirm Fm Investments' Downside Deviation of 1.33, standard deviation of 1.08, and Market Risk Adjusted Performance of 0.1523 to check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund owns a Beta (Systematic Risk) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fm Investments' returns are expected to increase less than the market. However, during the bear market, the loss of holding Fm Investments is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Fm Investments Large has very good predictability. Overlapping area represents the amount of predictability between Fm Investments time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Fm Investments Large price movement. The serial correlation of 0.81 indicates that around 81.0% of current Fm Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Fm Investments Large lagged returns against current returns
Autocorrelation, which is Fm Investments 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 Fm Investments' mutual fund expected returns. We can calculate the autocorrelation of Fm Investments returns to help us make a trade decision. For example, suppose you find that Fm Investments 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 |
Fm Investments 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 Fm Investments mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fm Investments mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fm Investments mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fm Investments Lagged Returns
When evaluating Fm Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fm Investments mutual fund have on its future price. Fm Investments 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, Fm Investments autocorrelation shows the relationship between Fm Investments mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fm Investments Large.
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 IAFMX Mutual Fund
Fm Investments financial ratios help investors to determine whether IAFMX 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 IAFMX with respect to the benefits of owning Fm Investments security.
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