Federated Strategic Value Fund Market Value
| SVALX Fund | USD 7.08 0.03 0.43% |
| Symbol | Federated |
Federated Strategic '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 Strategic'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 Strategic.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Federated Strategic on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Strategic Value or generate 0.0% return on investment in Federated Strategic over 90 days. Federated Strategic is related to or competes with Franklin Mutual, Alliancebernstein, Commonwealth Global, Doubleline Global, Ab Global, and Morningstar Global. The fund pursues its investment objective by investing primarily in high dividend-paying common stocks with dividend gro... More
Federated Strategic 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 Strategic'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 Strategic Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5267 | |||
| Information Ratio | 0.2408 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 1.32 |
Federated Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Strategic's standard deviation. In reality, there are many statistical measures that can use Federated Strategic historical prices to predict the future Federated Strategic's volatility.| Risk Adjusted Performance | 0.3123 | |||
| Jensen Alpha | 0.2266 | |||
| Total Risk Alpha | 0.1751 | |||
| Sortino Ratio | 0.3038 | |||
| Treynor Ratio | 0.8815 |
Federated Strategic February 12, 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 | 0.3123 | |||
| Market Risk Adjusted Performance | 0.8915 | |||
| Mean Deviation | 0.5195 | |||
| Downside Deviation | 0.5267 | |||
| Coefficient Of Variation | 252.25 | |||
| Standard Deviation | 0.6645 | |||
| Variance | 0.4415 | |||
| Information Ratio | 0.2408 | |||
| Jensen Alpha | 0.2266 | |||
| Total Risk Alpha | 0.1751 | |||
| Sortino Ratio | 0.3038 | |||
| Treynor Ratio | 0.8815 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 1.32 | |||
| Downside Variance | 0.2774 | |||
| Semi Variance | (0.11) | |||
| Expected Short fall | (0.73) | |||
| Skewness | 0.6718 | |||
| Kurtosis | 1.21 |
Federated Strategic Value Backtested Returns
Federated Strategic appears to be very steady, given 3 months investment horizon. Federated Strategic Value secures Sharpe Ratio (or Efficiency) of 0.36, which denotes the fund had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Federated Strategic Value, which you can use to evaluate the volatility of the entity. Please utilize Federated Strategic's Standard Deviation of 0.6645, coefficient of variation of 252.25, and Mean Deviation of 0.5195 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Strategic is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Federated Strategic Value has very good predictability. Overlapping area represents the amount of predictability between Federated Strategic time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Strategic Value price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Federated Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 Strategic 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 Strategic security.
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