Fdzbpx Fund Market Value
| FDZBPX Fund | 10.03 0.01 0.1% |
| Symbol | Fdzbpx |
Please note, there is a significant difference between Fdzbpx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fdzbpx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fdzbpx's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fdzbpx '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 Fdzbpx's 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 Fdzbpx.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Fdzbpx on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Fdzbpx or generate 0.0% return on investment in Fdzbpx over 90 days. Fdzbpx is related to or competes with Rbc Microcap, Diamond Hill, T Rowe, and Abr 75/25. More
Fdzbpx 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 Fdzbpx's 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 Fdzbpx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4366 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 2.38 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.7261 |
Fdzbpx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fdzbpx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fdzbpx's standard deviation. In reality, there are many statistical measures that can use Fdzbpx historical prices to predict the future Fdzbpx's volatility.| Risk Adjusted Performance | 0.2069 | |||
| Jensen Alpha | 0.0365 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.341 |
Fdzbpx Backtested Returns
At this stage we consider Fdzbpx Fund to be very steady. Fdzbpx secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fdzbpx, which you can use to evaluate the volatility of the entity. Please confirm Fdzbpx's Mean Deviation of 0.312, coefficient of variation of 407.72, and Downside Deviation of 0.4366 to check if the risk estimate we provide is consistent with the expected return of 0.1%. The fund shows a Beta (market volatility) of 0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, Fdzbpx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fdzbpx is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
Fdzbpx has good predictability. Overlapping area represents the amount of predictability between Fdzbpx time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Fdzbpx price movement. The serial correlation of 0.67 indicates that around 67.0% of current Fdzbpx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Fdzbpx lagged returns against current returns
Autocorrelation, which is Fdzbpx 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 Fdzbpx's fund expected returns. We can calculate the autocorrelation of Fdzbpx returns to help us make a trade decision. For example, suppose you find that Fdzbpx has exhibited high autocorrelation historically, and you observe that the 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 |
Fdzbpx 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 Fdzbpx fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fdzbpx fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fdzbpx fund over time.
Current vs Lagged Prices |
| Timeline |
Fdzbpx Lagged Returns
When evaluating Fdzbpx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fdzbpx fund have on its future price. Fdzbpx 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, Fdzbpx autocorrelation shows the relationship between Fdzbpx fund current value and its past values and can show if there is a momentum factor associated with investing in Fdzbpx.
Regressed Prices |
| Timeline |
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Other Information on Investing in Fdzbpx Fund
Fdzbpx financial ratios help investors to determine whether Fdzbpx 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 Fdzbpx with respect to the benefits of owning Fdzbpx security.
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