Federated Kaufmann Large Fund Market Value
| KLCIX Fund | USD 16.29 0.06 0.37% |
| Symbol | Federated |
Federated Kaufmann '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 Kaufmann'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 Kaufmann.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Federated Kaufmann on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Kaufmann Large or generate 0.0% return on investment in Federated Kaufmann over 90 days. Federated Kaufmann is related to or competes with Marshfield Concentrated, Brown Advisory, Royce Total, Salient Mlp, Schwab Target, Calvert Developed, and Calvert Developed. The fund invests primarily in the common stocks of large companies that are traded on national security exchanges, the N... More
Federated Kaufmann 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 Kaufmann'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 Kaufmann Large upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 4.56 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.29 |
Federated Kaufmann Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Kaufmann's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Kaufmann's standard deviation. In reality, there are many statistical measures that can use Federated Kaufmann historical prices to predict the future Federated Kaufmann's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.13) |
Federated Kaufmann February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.07) | |||
| Market Risk Adjusted Performance | (0.12) | |||
| Mean Deviation | 0.7867 | |||
| Coefficient Of Variation | (1,126) | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.03 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.13) | |||
| Maximum Drawdown | 4.56 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.29 | |||
| Skewness | (0.47) | |||
| Kurtosis | 0.0349 |
Federated Kaufmann Large Backtested Returns
Federated Kaufmann Large secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the fund had a close to zero % return per unit of risk over the last 3 months. Federated Kaufmann Large exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Kaufmann's Mean Deviation of 0.7867, standard deviation of 1.02, and Variance of 1.03 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.77, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Kaufmann's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Kaufmann is expected to be smaller as well.
Auto-correlation | -0.23 |
Weak reverse predictability
Federated Kaufmann Large has weak reverse predictability. Overlapping area represents the amount of predictability between Federated Kaufmann time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. 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 Kaufmann Large price movement. The serial correlation of -0.23 indicates that over 23.0% of current Federated Kaufmann price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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 Kaufmann 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 Kaufmann security.
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