Federated Clover Small Fund Market Value
| VSFSX Fund | USD 25.01 0.06 0.24% |
| Symbol | Federated |
Federated Clover '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 Clover'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 Clover.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Federated Clover on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Clover Small or generate 0.0% return on investment in Federated Clover over 30 days. Federated Clover is related to or competes with Federated Emerging, Federated Mdt, Federated Mdt, Federated Global, Federated Hermes, Federated Strategic, and Federated Strategic. The fund primarily invests in common stocks and other equity securities of U.S More
Federated Clover 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 Clover'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 Clover Small upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 15.2 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 1.71 |
Federated Clover Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Clover's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Clover's standard deviation. In reality, there are many statistical measures that can use Federated Clover historical prices to predict the future Federated Clover's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Clover'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 Clover Small Backtested Returns
Federated Clover Small secures Sharpe Ratio (or Efficiency) of -0.0455, which denotes the fund had a -0.0455% return per unit of risk over the last 3 months. Federated Clover Small exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Clover's Mean Deviation of 0.9878, standard deviation of 1.72, and Variance of 2.97 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Clover's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Clover is expected to be smaller as well.
Auto-correlation | -0.56 |
Good reverse predictability
Federated Clover Small has good reverse predictability. Overlapping area represents the amount of predictability between Federated Clover time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Federated Clover Small price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Federated Clover price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Federated Clover Small lagged returns against current returns
Autocorrelation, which is Federated Clover 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 Federated Clover's mutual fund expected returns. We can calculate the autocorrelation of Federated Clover returns to help us make a trade decision. For example, suppose you find that Federated Clover 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 |
| Timeline |
Federated Clover 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 Federated Clover mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Clover mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federated Clover mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Clover Lagged Returns
When evaluating Federated Clover's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Clover mutual fund have on its future price. Federated Clover 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, Federated Clover autocorrelation shows the relationship between Federated Clover mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Clover Small.
Regressed Prices |
| Timeline |
Also Currently Popular
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Other Information on Investing in Federated Mutual Fund
Federated Clover 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 Clover security.
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