First Sentier American Fund Market Value
| FLIAX Fund | USD 10.62 0.14 1.34% |
| Symbol | First |
First Sentier '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 Sentier'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 Sentier.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in First Sentier on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding First Sentier American or generate 0.0% return on investment in First Sentier over 90 days. First Sentier is related to or competes with Siit High, Lord Abbett, T Rowe, Prudential High, Aggressive Balanced, and Artisan High. Under normal circumstances, the fund invests at least 80 percent of its net assets in publicly traded equity securities ... More
First Sentier 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 Sentier'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 Sentier American upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8732 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.94 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.29 |
First Sentier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Sentier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Sentier's standard deviation. In reality, there are many statistical measures that can use First Sentier historical prices to predict the future First Sentier's volatility.| Risk Adjusted Performance | 0.0931 | |||
| Jensen Alpha | 0.0121 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1577 |
First Sentier American Backtested Returns
At this stage we consider First Mutual Fund to be very steady. First Sentier American secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for First Sentier American, which you can use to evaluate the volatility of the entity. Please confirm First Sentier's Mean Deviation of 0.6067, coefficient of variation of 984.76, and Downside Deviation of 0.8732 to check if the risk estimate we provide is consistent with the expected return of 0.11%. The fund shows a Beta (market volatility) of 0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, First Sentier's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Sentier is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
First Sentier American has modest predictability. Overlapping area represents the amount of predictability between First Sentier 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 Sentier American price movement. The serial correlation of 0.54 indicates that about 54.0% of current First Sentier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
First Sentier American lagged returns against current returns
Autocorrelation, which is First Sentier 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 Sentier's mutual fund expected returns. We can calculate the autocorrelation of First Sentier returns to help us make a trade decision. For example, suppose you find that First Sentier 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 Sentier 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 Sentier mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Sentier 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 Sentier mutual fund over time.
Current vs Lagged Prices |
| Timeline |
First Sentier Lagged Returns
When evaluating First Sentier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Sentier mutual fund have on its future price. First Sentier 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 Sentier autocorrelation shows the relationship between First Sentier mutual fund current value and its past values and can show if there is a momentum factor associated with investing in First Sentier American.
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 Sentier 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 Sentier security.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |