Federated Mdt Small Fund Market Value
| QISCX Fund | USD 29.69 0.37 1.23% |
| Symbol | Federated |
Federated Mdt '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 Mdt'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 Mdt.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Federated Mdt on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Mdt Small or generate 0.0% return on investment in Federated Mdt over 90 days. Federated Mdt is related to or competes with Federated Mdt, Federated Mdt, Federated Mdt, Federated Mdt, Federated Mdt, Stet Intermediate, and Pax Msci. The fund invests primarily in the common stock of small U.S More
Federated Mdt 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 Mdt'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 Mdt Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.092 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.99 |
Federated Mdt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mdt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Mdt's standard deviation. In reality, there are many statistical measures that can use Federated Mdt historical prices to predict the future Federated Mdt's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | 0.1271 | |||
| Total Risk Alpha | 0.1032 | |||
| Sortino Ratio | 0.1294 | |||
| Treynor Ratio | 0.1211 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Mdt'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.
Federated Mdt January 31, 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 | 0.0927 | |||
| Market Risk Adjusted Performance | 0.1311 | |||
| Mean Deviation | 0.9761 | |||
| Semi Deviation | 0.9457 | |||
| Downside Deviation | 1.11 | |||
| Coefficient Of Variation | 827.7 | |||
| Standard Deviation | 1.56 | |||
| Variance | 2.44 | |||
| Information Ratio | 0.092 | |||
| Jensen Alpha | 0.1271 | |||
| Total Risk Alpha | 0.1032 | |||
| Sortino Ratio | 0.1294 | |||
| Treynor Ratio | 0.1211 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 1.23 | |||
| Semi Variance | 0.8943 | |||
| Expected Short fall | (1.13) | |||
| Skewness | 2.84 | |||
| Kurtosis | 16.16 |
Federated Mdt Small Backtested Returns
Federated Mdt appears to be very steady, given 3 months investment horizon. Federated Mdt Small secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Mdt Small, which you can use to evaluate the volatility of the entity. Please utilize Federated Mdt's Coefficient Of Variation of 827.7, downside deviation of 1.11, and Mean Deviation of 0.9761 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.48, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Federated Mdt will likely underperform.
Auto-correlation | 0.55 |
Modest predictability
Federated Mdt Small has modest predictability. Overlapping area represents the amount of predictability between Federated Mdt time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Federated Mdt Small price movement. The serial correlation of 0.55 indicates that about 55.0% of current Federated Mdt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
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 Mdt 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 Mdt security.
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