Fa529 St In Fund Market Value
| FSXPX Fund | USD 20.18 0.08 0.40% |
| Symbol | Fa529 |
Please note, there is a significant difference between Fa529 St's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fa529 St is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fa529 St's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fa529 St '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 St'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 St.
| 03/29/2024 |
| 04/28/2024 |
If you would invest 0.00 in Fa529 St on March 29, 2024 and sell it all today you would earn a total of 0.00 from holding Fa529 St In or generate 0.0% return on investment in Fa529 St over 30 days. Fa529 St is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Fa529 St is entity of United States. It is traded as Fund on NMFQS exchange. More
Fa529 St 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 St'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 St In upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.308 | |||
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 1.14 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.2985 |
Fa529 St Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fa529 St's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fa529 St's standard deviation. In reality, there are many statistical measures that can use Fa529 St historical prices to predict the future Fa529 St's volatility.| Risk Adjusted Performance | 0.0084 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | (0) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fa529 St's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fa529 St In Backtested Returns
We consider Fa529 St very steady. Fa529 St In retains Efficiency (Sharpe Ratio) of 0.0074, which denotes the fund had a 0.0074% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Fa529 St, which you can use to evaluate the volatility of the entity. Please confirm Fa529 St's Market Risk Adjusted Performance of 0.0076, standard deviation of 0.2538, and Downside Deviation of 0.308 to check if the risk estimate we provide is consistent with the expected return of 0.0019%. The fund owns a Beta (Systematic Risk) of 0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, Fa529 St's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fa529 St is expected to be smaller as well.
Auto-correlation | -0.33 |
Poor reverse predictability
Fa529 St In has poor reverse predictability. Overlapping area represents the amount of predictability between Fa529 St time series from 29th of March 2024 to 13th of April 2024 and 13th of April 2024 to 28th of April 2024. 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 St In price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Fa529 St price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fa529 St In lagged returns against current returns
Autocorrelation, which is Fa529 St 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 St's mutual fund expected returns. We can calculate the autocorrelation of Fa529 St returns to help us make a trade decision. For example, suppose you find that Fa529 St 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 St 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 St mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fa529 St 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 St mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fa529 St Lagged Returns
When evaluating Fa529 St's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fa529 St mutual fund have on its future price. Fa529 St 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 St autocorrelation shows the relationship between Fa529 St mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fa529 St In.
Regressed Prices |
| Timeline |
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Fa529 St technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.