State Farm Growth Fund Market Value

STFGX Fund  USD 120.74  1.91  1.61%   
State Farm's market value is the price at which a share of State Farm trades on a public exchange. It measures the collective expectations of State Farm Growth investors about its performance. State Farm is trading at 120.74 as of the 28th of February 2025; that is 1.61 percent increase since the beginning of the trading day. The fund's open price was 118.83.
With this module, you can estimate the performance of a buy and hold strategy of State Farm Growth and determine expected loss or profit from investing in State Farm over a given investment horizon. Check out State Farm Correlation, State Farm Volatility and State Farm Alpha and Beta module to complement your research on State Farm.
Symbol

Please note, there is a significant difference between State Farm's value and its price as these two are different measures arrived at by different means. Investors typically determine if State Farm is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, State Farm's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

State Farm '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 State Farm'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 State Farm.
0.00
01/29/2025
No Change 0.00  0.0 
In 31 days
02/28/2025
0.00
If you would invest  0.00  in State Farm on January 29, 2025 and sell it all today you would earn a total of 0.00 from holding State Farm Growth or generate 0.0% return on investment in State Farm over 30 days. State Farm is related to or competes with Profunds-large Cap, The Hartford, T Rowe, L Mason, Multimanager Lifestyle, Ab Concentrated, and Vanguard Growth. The fund invests under normal circumstances at least 80 percent of its assets in equity securities that at the time of i... More

State Farm 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 State Farm'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 State Farm Growth upside and downside potential and time the market with a certain degree of confidence.

State Farm Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for State Farm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as State Farm's standard deviation. In reality, there are many statistical measures that can use State Farm historical prices to predict the future State Farm's volatility.
Hype
Prediction
LowEstimatedHigh
117.47118.83120.19
Details
Intrinsic
Valuation
LowRealHigh
118.83120.19121.55
Details
Naive
Forecast
LowNextHigh
119.23120.58121.94
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
119.49121.35123.21
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as State Farm. Your research has to be compared to or analyzed against State Farm's peers to derive any actionable benefits. When done correctly, State Farm's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in State Farm Growth.

State Farm Growth Backtested Returns

State Farm Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the fund had a -0.12 % return per unit of risk over the last 3 months. State Farm Growth exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate State Farm's Risk Adjusted Performance of (0.05), coefficient of variation of (1,265), and Variance of 1.68 to confirm the risk estimate we provide. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, State Farm's returns are expected to increase less than the market. However, during the bear market, the loss of holding State Farm is expected to be smaller as well.

Auto-correlation

    
  -0.23  

Weak reverse predictability

State Farm Growth has weak reverse predictability. Overlapping area represents the amount of predictability between State Farm time series from 29th of January 2025 to 13th of February 2025 and 13th of February 2025 to 28th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of State Farm Growth price movement. The serial correlation of -0.23 indicates that over 23.0% of current State Farm price fluctuation can be explain by its past prices.
Correlation Coefficient-0.23
Spearman Rank Test0.29
Residual Average0.0
Price Variance1.4
State ReturnsState Lagged ReturnsDiversified AwayState ReturnsState Lagged ReturnsDiversified Away100%

State Farm Growth lagged returns against current returns

Autocorrelation, which is State Farm 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 State Farm's mutual fund expected returns. We can calculate the autocorrelation of State Farm returns to help us make a trade decision. For example, suppose you find that State Farm 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   
JavaScript chart by amCharts 3.21.15Feb 13Feb 15Feb 17Feb 19Feb 21Feb 23Feb 25Feb 27-3.0%-2.5%-2.0%-1.5%-1.0%-0.5%0%0.5% 1
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

State Farm 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 State Farm mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if State Farm mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in State Farm mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 13Feb 15Feb 17Feb 19Feb 21Feb 23Feb 25Feb 27120.0120.5121.0121.5122.0122.5123.0
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

State Farm Lagged Returns

When evaluating State Farm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of State Farm mutual fund have on its future price. State Farm 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, State Farm autocorrelation shows the relationship between State Farm mutual fund current value and its past values and can show if there is a momentum factor associated with investing in State Farm Growth.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 29FebFeb 06Feb 10Feb 14Feb 18Feb 22Feb 26119.0119.5120.0120.5121.0121.5122.0122.5123.0
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in State Mutual Fund

State Farm financial ratios help investors to determine whether State 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 State with respect to the benefits of owning State Farm security.
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