Fa529 Ltd Tecl Fund Market Value
| FLTAX Fund | USD 19.71 0.01 0.05% |
| Symbol | Fa529 |
Fa529 '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 Fa529'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 Fa529.
| 06/14/2025 |
| 07/14/2025 |
If you would invest 0.00 in Fa529 on June 14, 2025 and sell it all today you would earn a total of 0.00 from holding Fa529 Ltd Tecl or generate 0.0% return on investment in Fa529 over 30 days. Fa529 is related to or competes with Dreyfus Short, Easterly Snow, Fidelity Flex, Maryland Short-term, Leader Short-term, Blackrock Global, and Franklin Federal. The investment seeks long-term growth of capital More
Fa529 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 Fa529'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 Fa529 Ltd Tecl upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1765 | |||
| Information Ratio | (1.49) | |||
| Maximum Drawdown | 0.6183 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.2554 |
Fa529 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fa529's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fa529's standard deviation. In reality, there are many statistical measures that can use Fa529 historical prices to predict the future Fa529's volatility.| Risk Adjusted Performance | 0.157 | |||
| Jensen Alpha | 0.0218 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (1.25) | |||
| Treynor Ratio | (0.60) |
Fa529 Ltd Tecl Backtested Returns
At this stage we consider Fa529 Mutual Fund to be very steady. Fa529 Ltd Tecl retains Efficiency (Sharpe Ratio) of 0.22, which denotes the fund had a 0.22 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for Fa529, which you can use to evaluate the volatility of the entity. Please confirm Fa529's Variance of 0.0218, coefficient of variation of 574.31, and Market Risk Adjusted Performance of (0.59) to check if the risk estimate we provide is consistent with the expected return of 0.0295%. The fund owns a Beta (Systematic Risk) of -0.026, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fa529 are expected to decrease at a much lower rate. During the bear market, Fa529 is likely to outperform the market.
Auto-correlation | -0.67 |
Very good reverse predictability
Fa529 Ltd Tecl has very good reverse predictability. Overlapping area represents the amount of predictability between Fa529 time series from 14th of June 2025 to 29th of June 2025 and 29th of June 2025 to 14th 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 Fa529 Ltd Tecl price movement. The serial correlation of -0.67 indicates that around 67.0% of current Fa529 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fa529 Ltd Tecl lagged returns against current returns
Autocorrelation, which is Fa529 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 Fa529's mutual fund expected returns. We can calculate the autocorrelation of Fa529 returns to help us make a trade decision. For example, suppose you find that Fa529 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 |
Fa529 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 Fa529 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fa529 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fa529 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fa529 Lagged Returns
When evaluating Fa529's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fa529 mutual fund have on its future price. Fa529 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, Fa529 autocorrelation shows the relationship between Fa529 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fa529 Ltd Tecl.
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 Fa529 Mutual Fund
Fa529 financial ratios help investors to determine whether Fa529 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 Fa529 with respect to the benefits of owning Fa529 security.
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