Flahertycrumrineclaymr Pr Sec Fund Market Value
| XFFCX Fund | USD 17.34 0.03 0.17% |
| Symbol | Xffcx |
Please note, there is a significant difference between Xffcx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xffcx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xffcx'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.
Xffcx '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 Xffcx'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 Xffcx.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Xffcx on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Flahertycrumrineclaymr Pr Sec or generate 0.0% return on investment in Xffcx over 90 days. Xffcx is related to or competes with Mondrian Emerging, Rbc Emerging, Thomas White, and Ep Emerging. More
Xffcx 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 Xffcx'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 Flahertycrumrineclaymr Pr Sec upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2519 | |||
| Information Ratio | (0.70) | |||
| Maximum Drawdown | 1.07 | |||
| Value At Risk | (0.17) | |||
| Potential Upside | 0.4135 |
Xffcx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xffcx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xffcx's standard deviation. In reality, there are many statistical measures that can use Xffcx historical prices to predict the future Xffcx's volatility.| Risk Adjusted Performance | 0.2594 | |||
| Jensen Alpha | 0.0378 | |||
| Total Risk Alpha | 0.0103 | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | 0.5778 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Xffcx'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.
Flahertycrumrineclaymr Backtested Returns
At this stage we consider Xffcx Mutual Fund to be very steady. Flahertycrumrineclaymr shows Sharpe Ratio of 0.31, which attests that the fund had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Flahertycrumrineclaymr, which you can use to evaluate the volatility of the fund. Please check out Xffcx's Standard Deviation of 0.2093, market risk adjusted performance of 0.5878, and Coefficient Of Variation of 304.88 to validate if the risk estimate we provide is consistent with the expected return of 0.0658%. The entity maintains a market beta of 0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xffcx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xffcx is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Flahertycrumrineclaymr Pr Sec has good predictability. Overlapping area represents the amount of predictability between Xffcx time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Flahertycrumrineclaymr price movement. The serial correlation of 0.79 indicates that around 79.0% of current Xffcx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Flahertycrumrineclaymr lagged returns against current returns
Autocorrelation, which is Xffcx 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 Xffcx's mutual fund expected returns. We can calculate the autocorrelation of Xffcx returns to help us make a trade decision. For example, suppose you find that Xffcx 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 |
Xffcx 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 Xffcx mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Xffcx mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Xffcx mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Xffcx Lagged Returns
When evaluating Xffcx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Xffcx mutual fund have on its future price. Xffcx 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, Xffcx autocorrelation shows the relationship between Xffcx mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Flahertycrumrineclaymr Pr Sec.
Regressed Prices |
| Timeline |
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Other Information on Investing in Xffcx Mutual Fund
Xffcx financial ratios help investors to determine whether Xffcx 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 Xffcx with respect to the benefits of owning Xffcx security.
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