Fisher Stock Fund Market Value
| QDISX Fund | USD 18.82 0.05 0.27% |
| Symbol | Fisher |
Fisher Stock '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 Fisher Stock'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 Fisher Stock.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Fisher Stock on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Fisher Stock or generate 0.0% return on investment in Fisher Stock over 90 days. Fisher Stock is related to or competes with Wells Fargo, T Rowe, State Street, T Rowe, Tiaa-cref Lifestyle, and T Rowe. The fund seeks to achieve its objective by investing primarily in a portfolio of global equity securities, including sec... More
Fisher Stock 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 Fisher Stock'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 Fisher Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7658 | |||
| Information Ratio | 0.139 | |||
| Maximum Drawdown | 4.47 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.97 |
Fisher Stock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fisher Stock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fisher Stock's standard deviation. In reality, there are many statistical measures that can use Fisher Stock historical prices to predict the future Fisher Stock's volatility.| Risk Adjusted Performance | 0.2809 | |||
| Jensen Alpha | 0.1474 | |||
| Total Risk Alpha | 0.1299 | |||
| Sortino Ratio | 0.1572 | |||
| Treynor Ratio | 0.3165 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fisher Stock'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.
Fisher Stock Backtested Returns
Fisher Stock appears to be very steady, given 3 months investment horizon. Fisher Stock secures Sharpe Ratio (or Efficiency) of 0.37, which denotes the fund had a 0.37 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Fisher Stock, which you can use to evaluate the volatility of the entity. Please utilize Fisher Stock's Downside Deviation of 0.7658, coefficient of variation of 331.61, and Mean Deviation of 0.631 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.79, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fisher Stock's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fisher Stock is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Fisher Stock has very good predictability. Overlapping area represents the amount of predictability between Fisher Stock 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 Fisher Stock price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Fisher Stock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Fisher Stock lagged returns against current returns
Autocorrelation, which is Fisher Stock 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 Fisher Stock's mutual fund expected returns. We can calculate the autocorrelation of Fisher Stock returns to help us make a trade decision. For example, suppose you find that Fisher Stock 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 |
Fisher Stock 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 Fisher Stock mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fisher Stock mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fisher Stock mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fisher Stock Lagged Returns
When evaluating Fisher Stock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fisher Stock mutual fund have on its future price. Fisher Stock 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, Fisher Stock autocorrelation shows the relationship between Fisher Stock mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fisher Stock.
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 Fisher Mutual Fund
Fisher Stock financial ratios help investors to determine whether Fisher 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 Fisher with respect to the benefits of owning Fisher Stock security.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |