Frost Total Return Fund Probability of Future Mutual Fund Price Finishing Under 9.54
| FATRX Fund | USD 9.49 0.02 0.21% |
Frost |
Frost Total Target Price Odds to finish below 9.54
The tendency of Frost 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 stay under $ 9.54 after 90 days |
| 9.49 | 90 days | 9.54 | about 24.49 |
Based on a normal probability distribution, the odds of Frost Total to stay under $ 9.54 after 90 days from now is about 24.49 (This Frost Total Return probability density function shows the probability of Frost Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Frost Total Return price to stay between its current price of $ 9.49 and $ 9.54 at the end of the 90-day period is about 18.6 .
Assuming the 90 days horizon Frost Total has a beta of 0.0646. This usually indicates as returns on the market go up, Frost Total average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Frost Total Return will be expected to be much smaller as well. Additionally Frost Total Return has an alpha of 1.0E-4, implying that it can generate a 1.19E-4 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Frost Total Price Density |
| Price |
Predictive Modules for Frost Total
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Frost Total Return. 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 Frost Total'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.
Frost Total Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Frost Total is not an exception. The market had few large corrections towards the Frost Total'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 Frost Total Return, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Frost Total within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.0001 | |
β | Beta against NYSE Composite | 0.06 | |
σ | Overall volatility | 0.06 | |
Ir | Information ratio | -0.14 |
Frost Total 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 Frost Total for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Frost Total Return can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Frost Total Return generated a negative expected return over the last 90 days | |
| The fund retains about 99.15% of its assets under management (AUM) in fixed income securities |
Frost Total Technical Analysis
Frost Total's future price can be derived by breaking down and analyzing its technical indicators over time. Frost Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Frost Total Return. In general, you should focus on analyzing Frost Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Frost Total Predictive Forecast Models
Frost Total's time-series forecasting models is one of many Frost Total'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 Frost Total'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 Frost Total Return
Checking the ongoing alerts about Frost Total for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Frost Total Return help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Frost Total Return generated a negative expected return over the last 90 days | |
| The fund retains about 99.15% of its assets under management (AUM) in fixed income securities |
Check out Frost Total Backtesting, Portfolio Optimization, Frost Total Correlation, Frost Total Hype Analysis, Frost Total Volatility, Frost Total History as well as Frost Total Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.