Federated Mortgage Fund Probability of Future Mutual Fund Price Finishing Over 9.85
| FGFIX Fund | USD 7.96 0.06 0.75% |
Federated |
Federated Mortgage Target Price Odds to finish over 9.85
The tendency of Federated Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 9.85 or more in 90 days |
| 7.96 | 90 days | 9.85 | close to zero percent |
Based on a normal probability distribution, the odds of Federated Mortgage to move over $ 9.85 or more in 90 days from now is close to zero percent (This Federated Mortgage Fund probability density function shows the probability of Federated Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Federated Mortgage price to stay between its current price of $ 7.96 and $ 9.85 at the end of the 90-day period is close to 99 .
Assuming the 90 days horizon Federated Mortgage has a beta of 0.28. This usually indicates as returns on the market go up, Federated Mortgage average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Federated Mortgage Fund will be expected to be much smaller as well. Additionally Federated Mortgage Fund has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Federated Mortgage Price Density |
| Price |
Predictive Modules for Federated Mortgage
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Federated Mortgage. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Mortgage'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.
Federated Mortgage Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Federated Mortgage is not an exception. The market had few large corrections towards the Federated Mortgage's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Federated Mortgage Fund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Federated Mortgage within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.06 | |
β | Beta against NYSE Composite | 0.28 | |
σ | Overall volatility | 0.06 | |
Ir | Information ratio | -0.24 |
Federated Mortgage Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Federated Mortgage for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Federated Mortgage can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Federated Mortgage generated a negative expected return over the last 90 days | |
| Federated Mortgage generated five year return of 0.0% | |
| This fund retains about 8.7% of its assets under management (AUM) in cash |
Federated Mortgage Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Federated Mutual Fund often depends not only on the future outlook of the current and potential Federated Mortgage's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Federated Mortgage's indicators that are reflective of the short sentiment are summarized in the table below.
Federated Mortgage Technical Analysis
Federated Mortgage's future price can be derived by breaking down and analyzing its technical indicators over time. Federated Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Federated Mortgage Fund. In general, you should focus on analyzing Federated Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Federated Mortgage Predictive Forecast Models
Federated Mortgage's time-series forecasting models is one of many Federated Mortgage's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Federated Mortgage's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Federated Mortgage
Checking the ongoing alerts about Federated Mortgage for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Federated Mortgage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Federated Mortgage generated a negative expected return over the last 90 days | |
| Federated Mortgage generated five year return of 0.0% | |
| This fund retains about 8.7% of its assets under management (AUM) in cash |
Check out Federated Mortgage Backtesting, Portfolio Optimization, Federated Mortgage Correlation, Federated Mortgage Hype Analysis, Federated Mortgage Volatility, Federated Mortgage History as well as Federated Mortgage Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.