Institutional Fiduciary Trust Fund Market Value
| INFXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Institutional |
Institutional Fiduciary '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 Institutional Fiduciary's money market 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 Institutional Fiduciary.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Institutional Fiduciary on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Institutional Fiduciary Trust or generate 0.0% return on investment in Institutional Fiduciary over 30 days. Institutional Fiduciary is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Institutional Fiduciary is entity of United States More
Institutional Fiduciary 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 Institutional Fiduciary's money market 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 Institutional Fiduciary Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.76) | |||
| Maximum Drawdown | 1.01 |
Institutional Fiduciary Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Institutional Fiduciary's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Institutional Fiduciary's standard deviation. In reality, there are many statistical measures that can use Institutional Fiduciary historical prices to predict the future Institutional Fiduciary's volatility.| Risk Adjusted Performance | 0.0425 | |||
| Jensen Alpha | 0.0067 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.38) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Institutional Fiduciary'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.
Institutional Fiduciary Backtested Returns
At this stage we consider Institutional Money Market Fund to be not too volatile. Institutional Fiduciary holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Institutional Fiduciary, which you can use to evaluate the volatility of the entity. Please check out Institutional Fiduciary's Risk Adjusted Performance of 0.0425, market risk adjusted performance of (0.37), and Standard Deviation of 0.1243 to validate if the risk estimate we provide is consistent with the expected return of 0.016%. The fund retains a Market Volatility (i.e., Beta) of -0.0139, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Institutional Fiduciary are expected to decrease at a much lower rate. During the bear market, Institutional Fiduciary is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Institutional Fiduciary Trust has no correlation between past and present. Overlapping area represents the amount of predictability between Institutional Fiduciary time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Institutional Fiduciary price movement. The serial correlation of 0.0 indicates that just 0.0% of current Institutional Fiduciary price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Institutional Fiduciary lagged returns against current returns
Autocorrelation, which is Institutional Fiduciary money market 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 Institutional Fiduciary's money market fund expected returns. We can calculate the autocorrelation of Institutional Fiduciary returns to help us make a trade decision. For example, suppose you find that Institutional Fiduciary has exhibited high autocorrelation historically, and you observe that the money market 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 |
Institutional Fiduciary 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 Institutional Fiduciary money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Institutional Fiduciary money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Institutional Fiduciary money market fund over time.
Current vs Lagged Prices |
| Timeline |
Institutional Fiduciary Lagged Returns
When evaluating Institutional Fiduciary's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Institutional Fiduciary money market fund have on its future price. Institutional Fiduciary 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, Institutional Fiduciary autocorrelation shows the relationship between Institutional Fiduciary money market fund current value and its past values and can show if there is a momentum factor associated with investing in Institutional Fiduciary Trust.
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 Institutional Money Market Fund
Institutional Fiduciary financial ratios help investors to determine whether Institutional Money Market 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 Institutional with respect to the benefits of owning Institutional Fiduciary security.
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