Forward Balanced Allocation Fund Market Value
| ABAAX Fund | USD 10.30 0.01 0.1% |
| Symbol | FORWARD |
Forward Balanced '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 Forward Balanced'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 Forward Balanced.
| 07/31/2025 |
| 10/29/2025 |
If you would invest 0.00 in Forward Balanced on July 31, 2025 and sell it all today you would earn a total of 0.00 from holding Forward Balanced Allocation or generate 0.0% return on investment in Forward Balanced over 90 days. Forward Balanced is related to or competes with Virtus Convertible, Calamos Dynamic, Putnam Convertible, and Fidelity Sai. Forward Balanced is entity of United States More
Forward Balanced 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 Forward Balanced'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 Forward Balanced Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1045 | |||
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 0.6009 | |||
| Value At Risk | (0.1) | |||
| Potential Upside | 0.2985 |
Forward Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forward Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Forward Balanced's standard deviation. In reality, there are many statistical measures that can use Forward Balanced historical prices to predict the future Forward Balanced's volatility.| Risk Adjusted Performance | 0.2303 | |||
| Jensen Alpha | 0.039 | |||
| Total Risk Alpha | 0.0249 | |||
| Sortino Ratio | (0.43) | |||
| Treynor Ratio | 1.84 |
Forward Balanced All Backtested Returns
At this stage we consider FORWARD Mutual Fund to be very steady. Forward Balanced All secures Sharpe Ratio (or Efficiency) of 0.43, which denotes the fund had a 0.43 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Forward Balanced Allocation, which you can use to evaluate the volatility of the entity. Please confirm Forward Balanced's Coefficient Of Variation of 234.92, mean deviation of 0.0855, and Standard Deviation of 0.1197 to check if the risk estimate we provide is consistent with the expected return of 0.0518%. The fund shows a Beta (market volatility) of 0.0222, which means not very significant fluctuations relative to the market. As returns on the market increase, Forward Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Forward Balanced is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Forward Balanced Allocation has excellent predictability. Overlapping area represents the amount of predictability between Forward Balanced time series from 31st of July 2025 to 14th of September 2025 and 14th of September 2025 to 29th of October 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Forward Balanced All price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Forward Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Forward Balanced All lagged returns against current returns
Autocorrelation, which is Forward Balanced 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 Forward Balanced's mutual fund expected returns. We can calculate the autocorrelation of Forward Balanced returns to help us make a trade decision. For example, suppose you find that Forward Balanced 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 |
Forward Balanced 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 Forward Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Forward Balanced mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Forward Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Forward Balanced Lagged Returns
When evaluating Forward Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Forward Balanced mutual fund have on its future price. Forward Balanced 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, Forward Balanced autocorrelation shows the relationship between Forward Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Forward Balanced Allocation.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in FORWARD Mutual Fund
Forward Balanced financial ratios help investors to determine whether FORWARD Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in FORWARD with respect to the benefits of owning Forward Balanced security.
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