Federated Adjustable Rate Fund Market Value
| FEUGX Fund | USD 9.33 0.01 0.11% |
| Symbol | Federated |
Federated Adjustable '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 Adjustable'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 Adjustable.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Federated Adjustable on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Adjustable Rate or generate 0.0% return on investment in Federated Adjustable over 90 days. Federated Adjustable is related to or competes with Federated Emerging, Federated Mdt, Federated Mdt, Federated Global, Federated Hermes, Federated Strategic, and Federated Strategic. The fund invests at least 65 percent of the value of its total assets in a professionally managed portfolio of U.S More
Federated Adjustable 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 Adjustable'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 Adjustable Rate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1136 | |||
| Information Ratio | (1.10) | |||
| Maximum Drawdown | 0.6498 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.1086 |
Federated Adjustable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Adjustable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Adjustable's standard deviation. In reality, there are many statistical measures that can use Federated Adjustable historical prices to predict the future Federated Adjustable's volatility.| Risk Adjusted Performance | 0.0745 | |||
| Jensen Alpha | 0.0069 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (1.13) | |||
| Treynor Ratio | 0.9456 |
Federated Adjustable Rate Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Adjustable Rate secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Federated Adjustable Rate, which you can use to evaluate the volatility of the entity. Please confirm Federated Adjustable's Coefficient Of Variation of 643.78, standard deviation of 0.1161, and Mean Deviation of 0.0627 to check if the risk estimate we provide is consistent with the expected return of 0.0213%. The fund shows a Beta (market volatility) of 0.0085, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Adjustable's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Adjustable is expected to be smaller as well.
Auto-correlation | 0.19 |
Very weak predictability
Federated Adjustable Rate has very weak predictability. Overlapping area represents the amount of predictability between Federated Adjustable time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Federated Adjustable Rate price movement. The serial correlation of 0.19 indicates that over 19.0% of current Federated Adjustable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Federated Adjustable Rate lagged returns against current returns
Autocorrelation, which is Federated Adjustable 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 Adjustable's mutual fund expected returns. We can calculate the autocorrelation of Federated Adjustable returns to help us make a trade decision. For example, suppose you find that Federated Adjustable 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 Adjustable 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 Adjustable mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Adjustable 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 Adjustable mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Adjustable Lagged Returns
When evaluating Federated Adjustable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Adjustable mutual fund have on its future price. Federated Adjustable 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 Adjustable autocorrelation shows the relationship between Federated Adjustable mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Adjustable Rate.
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 Federated Mutual Fund
Federated Adjustable 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 Adjustable security.
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