Forum Funds Fund Market Value
| FLXIX Fund | USD 10.73 0.01 0.09% |
| Symbol | Forum |
Forum Funds '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 Forum Funds' 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 Forum Funds.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Forum Funds on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Forum Funds or generate 0.0% return on investment in Forum Funds over 90 days. Forum Funds is related to or competes with Qs Us, Sp Smallcap, Small Pany, Eagle Small, United Kingdom, Needham Small, and Transamerica International. The fund invests primarily in a diversified portfolio of convertible securities issued by both U.S More
Forum Funds 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 Forum Funds' 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 Forum Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1952 | |||
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.06 | |||
| Value At Risk | (0.19) | |||
| Potential Upside | 0.4822 |
Forum Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forum Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Forum Funds' standard deviation. In reality, there are many statistical measures that can use Forum Funds historical prices to predict the future Forum Funds' volatility.| Risk Adjusted Performance | 0.3635 | |||
| Jensen Alpha | 0.0828 | |||
| Total Risk Alpha | 0.0497 | |||
| Sortino Ratio | (0.27) | |||
| Treynor Ratio | (2.59) |
Forum Funds Backtested Returns
At this stage we consider Forum Mutual Fund to be very steady. Forum Funds secures Sharpe Ratio (or Efficiency) of 0.43, which denotes the fund had a 0.43 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Forum Funds , which you can use to evaluate the volatility of the entity. Please confirm Forum Funds' Mean Deviation of 0.1568, standard deviation of 0.2083, and Coefficient Of Variation of 234.49 to check if the risk estimate we provide is consistent with the expected return of 0.0915%. The fund shows a Beta (market volatility) of -0.0305, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Forum Funds are expected to decrease at a much lower rate. During the bear market, Forum Funds is likely to outperform the market.
Auto-correlation | 0.73 |
Good predictability
Forum Funds has good predictability. Overlapping area represents the amount of predictability between Forum Funds time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Forum Funds price movement. The serial correlation of 0.73 indicates that around 73.0% of current Forum Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Forum Funds lagged returns against current returns
Autocorrelation, which is Forum Funds 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 Forum Funds' mutual fund expected returns. We can calculate the autocorrelation of Forum Funds returns to help us make a trade decision. For example, suppose you find that Forum Funds 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 |
Forum Funds 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 Forum Funds mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Forum Funds mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Forum Funds mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Forum Funds Lagged Returns
When evaluating Forum Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Forum Funds mutual fund have on its future price. Forum Funds 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, Forum Funds autocorrelation shows the relationship between Forum Funds mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Forum Funds .
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 Forum Mutual Fund
Forum Funds financial ratios help investors to determine whether Forum 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 Forum with respect to the benefits of owning Forum Funds security.
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