Fbcex Fund Market Value
| FBCEX Fund | 240.40 5.06 2.06% |
| Symbol | Fbcex |
Fbcex '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 Fbcex'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 Fbcex.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Fbcex on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Fbcex or generate 0.0% return on investment in Fbcex over 90 days. Fbcex is related to or competes with Invesco Global, Deutsche Health, Hartford Healthcare, Baron Health, Allianzgi Health, Lord Abbett, and Eventide Healthcare. The fund invests primarily in common stocks More
Fbcex 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 Fbcex'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 Fbcex upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9365 | |||
| Information Ratio | 0.1656 | |||
| Maximum Drawdown | 6.29 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.81 |
Fbcex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fbcex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fbcex's standard deviation. In reality, there are many statistical measures that can use Fbcex historical prices to predict the future Fbcex's volatility.| Risk Adjusted Performance | 0.2306 | |||
| Jensen Alpha | 0.2677 | |||
| Total Risk Alpha | 0.1385 | |||
| Sortino Ratio | 0.183 | |||
| Treynor Ratio | 1.9 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fbcex'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.
Fbcex Backtested Returns
Fbcex appears to be very steady, given 3 months investment horizon. Fbcex secures Sharpe Ratio (or Efficiency) of 0.26, which denotes the fund had a 0.26 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Fbcex, which you can use to evaluate the volatility of the entity. Please utilize Fbcex's Downside Deviation of 0.9365, semi deviation of 0.49, and Mean Deviation of 0.715 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, Fbcex's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fbcex is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Fbcex has very good predictability. Overlapping area represents the amount of predictability between Fbcex time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 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 Fbcex price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Fbcex price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 25.94 |
Fbcex lagged returns against current returns
Autocorrelation, which is Fbcex 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 Fbcex's mutual fund expected returns. We can calculate the autocorrelation of Fbcex returns to help us make a trade decision. For example, suppose you find that Fbcex 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 |
Fbcex 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 Fbcex mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fbcex mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fbcex mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fbcex Lagged Returns
When evaluating Fbcex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fbcex mutual fund have on its future price. Fbcex 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, Fbcex autocorrelation shows the relationship between Fbcex mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fbcex.
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 Fbcex Mutual Fund
Fbcex financial ratios help investors to determine whether Fbcex 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 Fbcex with respect to the benefits of owning Fbcex security.
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