Forty Portfolio Institutional Fund Market Value
| JACAX Fund | USD 56.18 0.05 0.09% |
| Symbol | Forty |
Forty Portfolio '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 Forty Portfolio'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 Forty Portfolio.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Forty Portfolio on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Forty Portfolio Institutional or generate 0.0% return on investment in Forty Portfolio over 90 days. Forty Portfolio is related to or competes with T Rowe, American Funds, Wells Fargo, Transamerica Asset, T Rowe, T Rowe, and Multimanager Lifestyle. The Portfolio pursues its investment objective by normally investing in a core group of 30-40 common stocks selected for... More
Forty Portfolio 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 Forty Portfolio'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 Forty Portfolio Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.1832 | |||
| Maximum Drawdown | 5.61 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 2.31 |
Forty Portfolio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forty Portfolio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Forty Portfolio's standard deviation. In reality, there are many statistical measures that can use Forty Portfolio historical prices to predict the future Forty Portfolio's volatility.| Risk Adjusted Performance | 0.2872 | |||
| Jensen Alpha | 0.2041 | |||
| Total Risk Alpha | 0.1805 | |||
| Sortino Ratio | 0.2086 | |||
| Treynor Ratio | 0.3248 |
Forty Portfolio Inst Backtested Returns
Forty Portfolio appears to be very steady, given 3 months investment horizon. Forty Portfolio Inst secures Sharpe Ratio (or Efficiency) of 0.45, which denotes the fund had a 0.45 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Forty Portfolio Institutional, which you can use to evaluate the volatility of the entity. Please utilize Forty Portfolio's Mean Deviation of 0.8175, coefficient of variation of 327.3, and Downside Deviation of 1.01 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.05, which means a somewhat significant risk relative to the market. Forty Portfolio returns are very sensitive to returns on the market. As the market goes up or down, Forty Portfolio is expected to follow.
Auto-correlation | 0.90 |
Excellent predictability
Forty Portfolio Institutional has excellent predictability. Overlapping area represents the amount of predictability between Forty Portfolio 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 Forty Portfolio Inst price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Forty Portfolio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 2.92 |
Forty Portfolio Inst lagged returns against current returns
Autocorrelation, which is Forty Portfolio 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 Forty Portfolio's mutual fund expected returns. We can calculate the autocorrelation of Forty Portfolio returns to help us make a trade decision. For example, suppose you find that Forty Portfolio 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 |
Forty Portfolio 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 Forty Portfolio mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Forty Portfolio mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Forty Portfolio mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Forty Portfolio Lagged Returns
When evaluating Forty Portfolio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Forty Portfolio mutual fund have on its future price. Forty Portfolio 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, Forty Portfolio autocorrelation shows the relationship between Forty Portfolio mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Forty Portfolio Institutional.
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 Forty Mutual Fund
Forty Portfolio financial ratios help investors to determine whether Forty 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 Forty with respect to the benefits of owning Forty Portfolio security.
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