Fiera Capital Global Fund Market Value
| FCGEX Fund | USD 20.34 0.10 0.49% |
| Symbol | Fiera |
Fiera Capital '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 Fiera Capital'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 Fiera Capital.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Fiera Capital on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Fiera Capital Global or generate 0.0% return on investment in Fiera Capital over 90 days. Fiera Capital is related to or competes with Siit Large, Guidemark Large, Aqr Large, Franklin Moderate, Transamerica Asset, and Alternative Asset. The funds subadvisor, seeks to achieve the funds investment objective by investing in a portfolio of global equities, wh... More
Fiera Capital 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 Fiera Capital'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 Fiera Capital Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7787 | |||
| Information Ratio | 8.0E-4 | |||
| Maximum Drawdown | 3.64 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.59 |
Fiera Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fiera Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fiera Capital's standard deviation. In reality, there are many statistical measures that can use Fiera Capital historical prices to predict the future Fiera Capital's volatility.| Risk Adjusted Performance | 0.1571 | |||
| Jensen Alpha | 0.0269 | |||
| Total Risk Alpha | 0.0146 | |||
| Sortino Ratio | 9.0E-4 | |||
| Treynor Ratio | 0.1645 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fiera Capital'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.
Fiera Capital Global Backtested Returns
Fiera Capital appears to be very steady, given 3 months investment horizon. Fiera Capital Global secures Sharpe Ratio (or Efficiency) of 0.29, which denotes the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fiera Capital Global, which you can use to evaluate the volatility of the entity. Please utilize Fiera Capital's Downside Deviation of 0.7787, coefficient of variation of 589.97, and Mean Deviation of 0.6377 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fiera Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fiera Capital is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Fiera Capital Global has good predictability. Overlapping area represents the amount of predictability between Fiera Capital 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 Fiera Capital Global price movement. The serial correlation of 0.67 indicates that around 67.0% of current Fiera Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Fiera Capital Global lagged returns against current returns
Autocorrelation, which is Fiera Capital 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 Fiera Capital's mutual fund expected returns. We can calculate the autocorrelation of Fiera Capital returns to help us make a trade decision. For example, suppose you find that Fiera Capital 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 |
Fiera Capital 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 Fiera Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fiera Capital mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fiera Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fiera Capital Lagged Returns
When evaluating Fiera Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fiera Capital mutual fund have on its future price. Fiera Capital 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, Fiera Capital autocorrelation shows the relationship between Fiera Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fiera Capital Global.
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 Fiera Mutual Fund
Fiera Capital financial ratios help investors to determine whether Fiera 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 Fiera with respect to the benefits of owning Fiera Capital security.
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