Federated Emerging Market Fund Market Value
| IHIAX Fund | USD 7.91 0.01 0.13% |
| Symbol | FEDERATED |
Federated Emerging '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 Emerging'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 Emerging.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Federated Emerging on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Emerging Market or generate 0.0% return on investment in Federated Emerging over 30 days. Federated Emerging is related to or competes with Fidelity New, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, and High-yield Municipal. The fund will invest its assets so that at least 80 percent of its net assets are invested in emerging market fixed-inco... More
Federated Emerging 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 Emerging'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 Emerging Market upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2782 | |||
| Information Ratio | (0.46) | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.3817 |
Federated Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Emerging's standard deviation. In reality, there are many statistical measures that can use Federated Emerging historical prices to predict the future Federated Emerging's volatility.| Risk Adjusted Performance | (0.0009) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | (0.07) |
Federated Emerging Market Backtested Returns
At this stage we consider FEDERATED Mutual Fund to be very steady. Federated Emerging Market secures Sharpe Ratio (or Efficiency) of 0.0374, which denotes the fund had a 0.0374% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Emerging Market, which you can use to evaluate the volatility of the entity. Please confirm Federated Emerging's Mean Deviation of 0.1879, downside deviation of 0.2782, and Coefficient Of Variation of 4428.28 to check if the risk estimate we provide is consistent with the expected return of 0.0103%. The fund shows a Beta (market volatility) of 0.054, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Emerging is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Federated Emerging Market has modest predictability. Overlapping area represents the amount of predictability between Federated Emerging time series from 28th of October 2024 to 12th of November 2024 and 12th of November 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 Emerging Market price movement. The serial correlation of 0.54 indicates that about 54.0% of current Federated Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Federated Emerging Market lagged returns against current returns
Autocorrelation, which is Federated Emerging 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 Emerging's mutual fund expected returns. We can calculate the autocorrelation of Federated Emerging returns to help us make a trade decision. For example, suppose you find that Federated Emerging 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 Emerging 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 Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Emerging 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 Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Emerging Lagged Returns
When evaluating Federated Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Emerging mutual fund have on its future price. Federated Emerging 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 Emerging autocorrelation shows the relationship between Federated Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Emerging Market.
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 Emerging 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 Emerging security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |