Flaherty Crumrine Preferred Fund Market Value
| PFO Fund | USD 9.47 0.02 0.21% |
| Symbol | Flaherty |
Flaherty Crumrine '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 Flaherty Crumrine's 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 Flaherty Crumrine.
| 12/08/2025 |
| 01/07/2026 |
If you would invest 0.00 in Flaherty Crumrine on December 8, 2025 and sell it all today you would earn a total of 0.00 from holding Flaherty Crumrine Preferred or generate 0.0% return on investment in Flaherty Crumrine over 30 days. Flaherty Crumrine is related to or competes with Flaherty Crumrine, John Hancock, Aberdeen Australia, Sentinel International, Sentinel International, Western Asset, and Brandywineglobal. Flaherty Crumrine Preferred Income Opportunity Fund Inc More
Flaherty Crumrine 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 Flaherty Crumrine's 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 Flaherty Crumrine Preferred upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 2.84 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 0.7527 |
Flaherty Crumrine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flaherty Crumrine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flaherty Crumrine's standard deviation. In reality, there are many statistical measures that can use Flaherty Crumrine historical prices to predict the future Flaherty Crumrine's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.08) |
Flaherty Crumrine Backtested Returns
Flaherty Crumrine secures Sharpe Ratio (or Efficiency) of -0.0389, which denotes the fund had a -0.0389 % return per unit of standard deviation over the last 3 months. Flaherty Crumrine Preferred exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flaherty Crumrine's Mean Deviation of 0.405, coefficient of variation of (3,133), and Standard Deviation of 0.5508 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Flaherty Crumrine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Flaherty Crumrine is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Flaherty Crumrine Preferred has very weak reverse predictability. Overlapping area represents the amount of predictability between Flaherty Crumrine time series from 8th of December 2025 to 23rd of December 2025 and 23rd of December 2025 to 7th of January 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 Flaherty Crumrine price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Flaherty Crumrine price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Flaherty Crumrine lagged returns against current returns
Autocorrelation, which is Flaherty Crumrine 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 Flaherty Crumrine's fund expected returns. We can calculate the autocorrelation of Flaherty Crumrine returns to help us make a trade decision. For example, suppose you find that Flaherty Crumrine has exhibited high autocorrelation historically, and you observe that the 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 |
Flaherty Crumrine 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 Flaherty Crumrine fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flaherty Crumrine fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flaherty Crumrine fund over time.
Current vs Lagged Prices |
| Timeline |
Flaherty Crumrine Lagged Returns
When evaluating Flaherty Crumrine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flaherty Crumrine fund have on its future price. Flaherty Crumrine 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, Flaherty Crumrine autocorrelation shows the relationship between Flaherty Crumrine fund current value and its past values and can show if there is a momentum factor associated with investing in Flaherty Crumrine Preferred.
Regressed Prices |
| Timeline |
Pair Trading with Flaherty Crumrine
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Flaherty Crumrine position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Flaherty Crumrine will appreciate offsetting losses from the drop in the long position's value.Moving against Flaherty Fund
| 0.58 | EMO | Clearbridge Energy Mlp | PairCorr |
| 0.42 | CEE | Central Europe Russia | PairCorr |
| 0.4 | BRUFX | Bruce Fund Bruce | PairCorr |
| 0.38 | DQIRX | Dreyfus Equity Income | PairCorr |
The ability to find closely correlated positions to Flaherty Crumrine could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Flaherty Crumrine when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Flaherty Crumrine - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Flaherty Crumrine Preferred to buy it.
The correlation of Flaherty Crumrine is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Flaherty Crumrine moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Flaherty Crumrine moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Flaherty Crumrine can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Flaherty Fund
Flaherty Crumrine financial ratios help investors to determine whether Flaherty 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 Flaherty with respect to the benefits of owning Flaherty Crumrine security.
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