Fidelity Freedom 2015 Fund Market Value
FFVFX Fund | USD 11.50 0.04 0.35% |
Symbol | Fidelity |
Fidelity Freedom '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 Fidelity Freedom'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 Fidelity Freedom.
02/27/2024 |
| 03/28/2024 |
If you would invest 0.00 in Fidelity Freedom on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Fidelity Freedom 2015 or generate 0.0% return on investment in Fidelity Freedom over 30 days. Fidelity Freedom is related to or competes with Fidelity New, Fidelity New, Fidelity Advisor, Fidelity New, Fidelity Advisor, Fidelity Sustainable, and Fidelity Freedom. The fund invests in a combination of Fidelity U.S More
Fidelity Freedom 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 Fidelity Freedom'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 Fidelity Freedom 2015 upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.412 | |||
Information Ratio | (0.23) | |||
Maximum Drawdown | 1.79 | |||
Value At Risk | (0.61) | |||
Potential Upside | 0.6267 |
Fidelity Freedom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Freedom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Freedom's standard deviation. In reality, there are many statistical measures that can use Fidelity Freedom historical prices to predict the future Fidelity Freedom's volatility.Risk Adjusted Performance | 0.0738 | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.20) | |||
Treynor Ratio | 0.0779 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fidelity Freedom'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.
Fidelity Freedom 2015 Backtested Returns
We consider Fidelity Freedom very steady. Fidelity Freedom 2015 secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fidelity Freedom 2015, which you can use to evaluate the volatility of the entity. Please confirm Fidelity Freedom's Downside Deviation of 0.412, coefficient of variation of 702.04, and Mean Deviation of 0.2773 to check if the risk estimate we provide is consistent with the expected return of 0.0469%. The fund shows a Beta (market volatility) of 0.53, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fidelity Freedom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fidelity Freedom is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Fidelity Freedom 2015 has good predictability. Overlapping area represents the amount of predictability between Fidelity Freedom time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fidelity Freedom 2015 price movement. The serial correlation of 0.68 indicates that around 68.0% of current Fidelity Freedom price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.68 | |
Spearman Rank Test | 0.74 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Fidelity Freedom 2015 lagged returns against current returns
Autocorrelation, which is Fidelity Freedom 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 Fidelity Freedom's mutual fund expected returns. We can calculate the autocorrelation of Fidelity Freedom returns to help us make a trade decision. For example, suppose you find that Fidelity Freedom 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 |
Fidelity Freedom 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 Fidelity Freedom mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity Freedom mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity Freedom mutual fund over time.
Current vs Lagged Prices |
Timeline |
Fidelity Freedom Lagged Returns
When evaluating Fidelity Freedom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity Freedom mutual fund have on its future price. Fidelity Freedom 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, Fidelity Freedom autocorrelation shows the relationship between Fidelity Freedom mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fidelity Freedom 2015.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Fidelity Freedom in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Fidelity Freedom's short interest history, or implied volatility extrapolated from Fidelity Freedom options trading.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Fidelity Freedom Correlation, Fidelity Freedom Volatility and Fidelity Freedom Alpha and Beta module to complement your research on Fidelity Freedom. Note that the Fidelity Freedom 2015 information on this page should be used as a complementary analysis to other Fidelity Freedom's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Fidelity Mutual Fund analysis
When running Fidelity Freedom's price analysis, check to measure Fidelity Freedom's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Fidelity Freedom is operating at the current time. Most of Fidelity Freedom's value examination focuses on studying past and present price action to predict the probability of Fidelity Freedom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fidelity Freedom's price. Additionally, you may evaluate how the addition of Fidelity Freedom to your portfolios can decrease your overall portfolio volatility.
Fundamental Analysis View fundamental data based on most recent published financial statements | |
Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
Equity Valuation Check real value of public entities based on technical and fundamental data | |
Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |
Fidelity Freedom technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.