Fidelity Summer Street Fund Market Value
| FAPHX Fund | 14.19 0.01 0.07% |
| Symbol | Fidelity |
Fidelity Summer '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 Fidelity Summer'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 Fidelity Summer.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Fidelity Summer on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Summer Street or generate 0.0% return on investment in Fidelity Summer over 90 days. Fidelity Summer is related to or competes with USCF Gold, Commonwealth Australia/new, Fidelity Sustainable, Astor Star, Rock Oak, Lebenthal Lisanti, and Northern Lights. More
Fidelity Summer 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 Fidelity Summer'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 Fidelity Summer Street upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5754 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.788 |
Fidelity Summer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Summer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Summer's standard deviation. In reality, there are many statistical measures that can use Fidelity Summer historical prices to predict the future Fidelity Summer's volatility.| Risk Adjusted Performance | 0.0328 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0301 |
Fidelity Summer January 29, 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 | 0.0328 | |||
| Market Risk Adjusted Performance | 0.0401 | |||
| Mean Deviation | 0.4465 | |||
| Semi Deviation | 0.5185 | |||
| Downside Deviation | 0.5754 | |||
| Coefficient Of Variation | 2004.68 | |||
| Standard Deviation | 0.5426 | |||
| Variance | 0.2944 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0301 | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.788 | |||
| Downside Variance | 0.3311 | |||
| Semi Variance | 0.2688 | |||
| Expected Short fall | (0.47) | |||
| Skewness | (0.22) | |||
| Kurtosis | (0.49) |
Fidelity Summer Street Backtested Returns
At this stage we consider Fidelity Mutual Fund to be very steady. Fidelity Summer Street secures Sharpe Ratio (or Efficiency) of 0.0499, which denotes the fund had a 0.0499 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fidelity Summer Street, which you can use to evaluate the volatility of the entity. Please confirm Fidelity Summer's Mean Deviation of 0.4465, downside deviation of 0.5754, and Coefficient Of Variation of 2004.68 to check if the risk estimate we provide is consistent with the expected return of 0.0271%. The fund shows a Beta (market volatility) of 0.57, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fidelity Summer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fidelity Summer is expected to be smaller as well.
Auto-correlation | 0.33 |
Below average predictability
Fidelity Summer Street has below average predictability. Overlapping area represents the amount of predictability between Fidelity Summer time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Fidelity Summer Street price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Fidelity Summer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Other Information on Investing in Fidelity Mutual Fund
Fidelity Summer financial ratios help investors to determine whether Fidelity 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 Fidelity with respect to the benefits of owning Fidelity Summer security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |