Fa529 Mutual Fund Market Value

Mutual Funds . USA . 
Fund . Fa529 Gr Op
FGDPX Fund  USD 44.37  0.94  2.16%   
Fa529 Gr's market value is the price at which a share of Fa529 Gr stock trades on a public exchange. It measures the collective expectations of Fa529 Gr Op investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Fa529 Gr Op and determine expected loss or profit from investing in Fa529 Gr over a given investment horizon. Check out Fa529 Gr Correlation, Fa529 Gr Volatility and Fa529 Gr Alpha and Beta module to complement your research on Fa529 Gr.
Symbol

Please note, there is a significant difference between Fa529 Gr's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fa529 Gr is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fa529 Gr'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. Check out Fa529 Gr Correlation, Fa529 Gr Volatility and Fa529 Gr Alpha and Beta module to complement your research on Fa529 Gr.

Fa529 Gr '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 Fa529 Gr'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 Fa529 Gr.
0.00
11/02/2022
No Change 0.00  0.0 
In 6 months and 30 days
05/31/2023
0.00
If you would invest  0.00  in Fa529 Gr on November 2, 2022 and sell it all today you would earn a total of 0.00 from holding Fa529 Gr Op or generate 0.0% return on investment in Fa529 Gr over 210 days. Fa529 Gr is related to or competes with VANGUARD TOTAL, VANGUARD TOTAL, VANGUARD TOTAL, VANGUARD TOTAL, VANGUARD TOTAL, VANGUARD 500, and VANGUARD 500. More

Fa529 Gr 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 Fa529 Gr'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 Fa529 Gr Op upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation1.02
Information Ratio0.1914
Maximum Drawdown5.26
Value At Risk(1.66)
Potential Upside2.19

Fa529 Gr Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fa529 Gr's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fa529 Gr's standard deviation. In reality, there are many statistical measures that can use Fa529 Gr historical prices to predict the future Fa529 Gr's volatility.
Risk Adjusted Performance0.1316
Jensen Alpha0.1582
Total Risk Alpha0.2502
Sortino Ratio0.2235
Treynor Ratio(2.95)
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Fa529 Gr'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. Please use the tools below to analyze the current value of Fa529 Gr in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
0.000.001.21
Details
Intrinsic
Valuation
LowRealHigh
0.306.087.29
Details
Naive
Forecast
LowNextHigh
42.8644.0745.28
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
39.4341.9444.44
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fa529 Gr. Your research has to be compared to or analyzed against Fa529 Gr's peers to derive any actionable benefits. When done correctly, Fa529 Gr's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Fa529 Gr Op.

Fa529 Gr Op Backtested Returns

Fa529 Gr appears to be not too volatile, given 3 months investment horizon. Fa529 Gr Op retains Efficiency (Sharpe Ratio) of 0.17, which denotes the fund had 0.17% of return per unit of price deviation over the last 3 months. Our approach into predicting the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Fa529 Gr, which you can use to evaluate the future volatility of the entity. Please utilize Fa529 Gr's Market Risk Adjusted Performance of (2.94), downside deviation of 1.02, and Standard Deviation of 1.19 to check if our risk estimates are consistent with your expectations.
The fund owns a Beta (Systematic Risk) of -0.0548, which means not very significant fluctuations relative to the market. Let's try to break down what Fa529's beta means in this case. As returns on the market increase, returns on owning Fa529 Gr are expected to decrease at a much lower rate. During the bear market, Fa529 Gr is likely to outperform the market. Although it is important to respect Fa529 Gr Op existing price patterns, it is better to be realistic regarding the information on the equity's price patterns. The approach into predicting future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Fa529 Gr Op technical indicators, you can today evaluate if the expected return of 0.21% will be sustainable into the future.

Auto-correlation

    
  0.44  

Average predictability

Fa529 Gr Op has average predictability. Overlapping area represents the amount of predictability between Fa529 Gr time series from 2nd of November 2022 to 15th of February 2023 and 15th of February 2023 to 31st of May 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fa529 Gr Op price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Fa529 Gr price fluctuation can be explain by its past prices.
Correlation Coefficient0.44
Spearman Rank Test0.35
Residual Average0.0
Price Variance1.68

Fa529 Gr Op lagged returns against current returns

Autocorrelation, which is Fa529 Gr 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 Fa529 Gr's mutual fund expected returns. We can calculate the autocorrelation of Fa529 Gr returns to help us make a trade decision. For example, suppose you find that Fa529 Gr mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Fa529 Gr 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 Fa529 Gr mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fa529 Gr mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fa529 Gr mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Fa529 Gr Lagged Returns

When evaluating Fa529 Gr's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fa529 Gr mutual fund have on its future price. Fa529 Gr 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, Fa529 Gr autocorrelation shows the relationship between Fa529 Gr mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fa529 Gr Op.
   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 Fa529 Gr 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, Fa529 Gr's short interest history, or implied volatility extrapolated from Fa529 Gr options trading.

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Check out Fa529 Gr Correlation, Fa529 Gr Volatility and Fa529 Gr Alpha and Beta module to complement your research on Fa529 Gr. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for Fa529 Mutual Fund analysis

When running Fa529 Gr's price analysis, check to measure Fa529 Gr'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 Fa529 Gr is operating at the current time. Most of Fa529 Gr's value examination focuses on studying past and present price action to predict the probability of Fa529 Gr's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fa529 Gr's price. Additionally, you may evaluate how the addition of Fa529 Gr to your portfolios can decrease your overall portfolio volatility.
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Use Bollinger Bands indicator to analyze target price for a given investing horizon
Fa529 Gr 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.
Overlap Analysis
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Forecast Models
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Price Shifting
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Volatility Indicators
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Value Movement
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A focus of Fa529 Gr technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fa529 Gr trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...
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