Fisher Esg Fixed Fund Market Value
| QDVBX Fund | USD 8.87 0.02 0.23% |
| Symbol | Fisher |
Fisher Esg '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 Esg'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 Esg.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Fisher Esg on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Fisher Esg Fixed or generate 0.0% return on investment in Fisher Esg over 90 days. Fisher Esg is related to or competes with Fisher Large, Fisher All, Tactical Multi-purpose, Fisher Investments, Fisher Stock, Fisher Investments. The fund seeks to achieve its objective by investing primarily in a diversified portfolio of fixed income and fixed inco... More
Fisher Esg 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 Esg'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 Esg Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3493 | |||
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.4603 |
Fisher Esg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fisher Esg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fisher Esg's standard deviation. In reality, there are many statistical measures that can use Fisher Esg historical prices to predict the future Fisher Esg's volatility.| Risk Adjusted Performance | 0.0489 | |||
| Jensen Alpha | 0.0131 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.45) | |||
| Treynor Ratio | (9.89) |
Fisher Esg Fixed Backtested Returns
At this stage we consider Fisher Mutual Fund to be very steady. Fisher Esg Fixed secures Sharpe Ratio (or Efficiency) of 0.0775, which denotes the fund had a 0.0775 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fisher Esg Fixed, which you can use to evaluate the volatility of the entity. Please confirm Fisher Esg's Mean Deviation of 0.2451, downside deviation of 0.3493, and Coefficient Of Variation of 1305.47 to check if the risk estimate we provide is consistent with the expected return of 0.0228%. The fund shows a Beta (market volatility) of -0.0013, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fisher Esg are expected to decrease at a much lower rate. During the bear market, Fisher Esg is likely to outperform the market.
Auto-correlation | -0.56 |
Good reverse predictability
Fisher Esg Fixed has good reverse predictability. Overlapping area represents the amount of predictability between Fisher Esg time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Esg Fixed price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Fisher Esg price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fisher Esg Fixed lagged returns against current returns
Autocorrelation, which is Fisher Esg 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 Esg's mutual fund expected returns. We can calculate the autocorrelation of Fisher Esg returns to help us make a trade decision. For example, suppose you find that Fisher Esg 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 Esg 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 Esg mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fisher Esg 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 Esg mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fisher Esg Lagged Returns
When evaluating Fisher Esg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fisher Esg mutual fund have on its future price. Fisher Esg 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 Esg autocorrelation shows the relationship between Fisher Esg mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fisher Esg Fixed.
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 Esg 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 Esg security.
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