Fidelity Otc Portfolio Fund Market Value
| FOCKX Fund | USD 23.25 0.05 0.21% |
| Symbol | Fidelity |
Fidelity Otc '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 Fidelity Otc'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 Fidelity Otc.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Fidelity Otc on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Otc Portfolio or generate 0.0% return on investment in Fidelity Otc over 90 days. Fidelity Otc is related to or competes with Short Term, Franklin Government, Wells Fargo, and Wesmark Government. The fund invests primarily in common stocks More
Fidelity Otc 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 Fidelity Otc'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 Fidelity Otc Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | 0.1645 | |||
| Maximum Drawdown | 5.33 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 2.28 |
Fidelity Otc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Otc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Otc's standard deviation. In reality, there are many statistical measures that can use Fidelity Otc historical prices to predict the future Fidelity Otc's volatility.| Risk Adjusted Performance | 0.2778 | |||
| Jensen Alpha | 0.1876 | |||
| Total Risk Alpha | 0.1569 | |||
| Sortino Ratio | 0.1757 | |||
| Treynor Ratio | 0.3367 |
Fidelity Otc Portfolio Backtested Returns
Fidelity Otc appears to be very steady, given 3 months investment horizon. Fidelity Otc Portfolio secures Sharpe Ratio (or Efficiency) of 0.42, which denotes the fund had a 0.42 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Fidelity Otc Portfolio, which you can use to evaluate the volatility of the entity. Please utilize Fidelity Otc's Coefficient Of Variation of 337.76, downside deviation of 1.0, and Mean Deviation of 0.7373 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.91, which means possible diversification benefits within a given portfolio. Fidelity Otc returns are very sensitive to returns on the market. As the market goes up or down, Fidelity Otc is expected to follow.
Auto-correlation | 0.89 |
Very good predictability
Fidelity Otc Portfolio has very good predictability. Overlapping area represents the amount of predictability between Fidelity Otc time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Fidelity Otc Portfolio price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Fidelity Otc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Fidelity Otc Portfolio lagged returns against current returns
Autocorrelation, which is Fidelity Otc 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 Fidelity Otc's mutual fund expected returns. We can calculate the autocorrelation of Fidelity Otc returns to help us make a trade decision. For example, suppose you find that Fidelity Otc 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 |
Fidelity Otc 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 Fidelity Otc mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity Otc mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity Otc mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fidelity Otc Lagged Returns
When evaluating Fidelity Otc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity Otc mutual fund have on its future price. Fidelity Otc 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, Fidelity Otc autocorrelation shows the relationship between Fidelity Otc mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fidelity Otc Portfolio.
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 Fidelity Mutual Fund
Fidelity Otc financial ratios help investors to determine whether Fidelity 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 Fidelity with respect to the benefits of owning Fidelity Otc security.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |