First Foundation Total Fund Market Value
| FBBYX Fund | USD 28.97 0.06 0.21% |
| Symbol | First |
First Foundation '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 First Foundation'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 First Foundation.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in First Foundation on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding First Foundation Total or generate 0.0% return on investment in First Foundation over 90 days. First Foundation is related to or competes with Ab Bond, Morningstar Defensive, Leader Short-term, Bts Tactical, Pace Strategic, Barings Us, and Multisector Bond. The fund seeks to achieve its investment objective by investing primarily in a combination of U.S More
First Foundation 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 First Foundation'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 First Foundation Total upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4745 | |||
| Information Ratio | 0.1318 | |||
| Maximum Drawdown | 2.49 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 1.22 |
First Foundation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Foundation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Foundation's standard deviation. In reality, there are many statistical measures that can use First Foundation historical prices to predict the future First Foundation's volatility.| Risk Adjusted Performance | 0.3603 | |||
| Jensen Alpha | 0.1622 | |||
| Total Risk Alpha | 0.1264 | |||
| Sortino Ratio | 0.1494 | |||
| Treynor Ratio | 0.6674 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Foundation'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.
First Foundation Total Backtested Returns
At this stage we consider First Mutual Fund to be very steady. First Foundation Total secures Sharpe Ratio (or Efficiency) of 0.37, which denotes the fund had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Foundation Total, which you can use to evaluate the volatility of the entity. Please confirm First Foundation's Coefficient Of Variation of 254.05, standard deviation of 0.5378, and Mean Deviation of 0.4121 to check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, First Foundation's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Foundation is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
First Foundation Total has very good predictability. Overlapping area represents the amount of predictability between First Foundation time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 First Foundation Total price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current First Foundation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
First Foundation Total lagged returns against current returns
Autocorrelation, which is First Foundation 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 First Foundation's mutual fund expected returns. We can calculate the autocorrelation of First Foundation returns to help us make a trade decision. For example, suppose you find that First Foundation 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 |
First Foundation 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 First Foundation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Foundation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Foundation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
First Foundation Lagged Returns
When evaluating First Foundation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Foundation mutual fund have on its future price. First Foundation 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, First Foundation autocorrelation shows the relationship between First Foundation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in First Foundation Total.
Regressed Prices |
| Timeline |
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 First Mutual Fund
First Foundation financial ratios help investors to determine whether First 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 First with respect to the benefits of owning First Foundation security.
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