Federated Mdt Balanced Fund Market Value
| QKBGX Fund | USD 21.01 0.04 0.19% |
| Symbol | Federated |
Federated Mdt '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 Federated Mdt'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 Federated Mdt.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Federated Mdt on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Mdt Balanced or generate 0.0% return on investment in Federated Mdt over 30 days. Federated Mdt is related to or competes with Fidelity Strategic, HUMANA, Morningstar Unconstrained, High Yield, Thrivent High, Via Renewables, and Bondbloxx ETF. The fund may invest in a wide variety of investments such as equity securities, fixed-income securities, foreign securit... More
Federated Mdt 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 Federated Mdt'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 Federated Mdt Balanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.53 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 2.4 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.878 |
Federated Mdt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mdt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Mdt's standard deviation. In reality, there are many statistical measures that can use Federated Mdt historical prices to predict the future Federated Mdt's volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0679 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Mdt'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 Mdt Balanced Backtested Returns
We consider Federated Mdt very steady. Federated Mdt Balanced secures Sharpe Ratio (or Efficiency) of 0.0926, which denotes the fund had a 0.0926% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Mdt Balanced, which you can use to evaluate the volatility of the entity. Please confirm Federated Mdt's Downside Deviation of 0.53, mean deviation of 0.4255, and Coefficient Of Variation of 853.45 to check if the risk estimate we provide is consistent with the expected return of 0.0506%. The fund shows a Beta (market volatility) of 0.77, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Mdt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Mdt is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
Federated Mdt Balanced has average predictability. Overlapping area represents the amount of predictability between Federated Mdt time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Federated Mdt Balanced price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Federated Mdt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Federated Mdt Balanced lagged returns against current returns
Autocorrelation, which is Federated Mdt 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 Federated Mdt's mutual fund expected returns. We can calculate the autocorrelation of Federated Mdt returns to help us make a trade decision. For example, suppose you find that Federated Mdt 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 |
Federated Mdt 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 Federated Mdt mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Mdt mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federated Mdt mutual fund over time.
Current vs Lagged Prices |
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Federated Mdt Lagged Returns
When evaluating Federated Mdt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Mdt mutual fund have on its future price. Federated Mdt 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, Federated Mdt autocorrelation shows the relationship between Federated Mdt mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Mdt Balanced.
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 Federated Mdt 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, Federated Mdt's short interest history, or implied volatility extrapolated from Federated Mdt options trading.
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Check out Federated Mdt Correlation, Federated Mdt Volatility and Federated Mdt Alpha and Beta module to complement your research on Federated Mdt. Note that the Federated Mdt Balanced information on this page should be used as a complementary analysis to other Federated Mdt'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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Federated Mdt 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.