First Foundation Fixed Fund Market Value
| FFBAX Fund | USD 11.36 0.01 0.09% |
| Symbol | First |
First Foundation '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 First Foundation'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 First Foundation.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in First Foundation on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding First Foundation Fixed or generate 0.0% return on investment in First Foundation over 90 days. First Foundation is related to or competes with Lord Abbett, Tiaa Cref, Hartford Conservative, and American Funds. The fund seeks to achieve its investment objective by investing at least 80 percent of its net assets under normal circu... More
First Foundation 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 First Foundation'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 First Foundation Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2653 | |||
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 1.08 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.6195 |
First Foundation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Foundation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Foundation's standard deviation. In reality, there are many statistical measures that can use First Foundation historical prices to predict the future First Foundation's volatility.| Risk Adjusted Performance | 0.0976 | |||
| Jensen Alpha | 0.0269 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.4484 |
First Foundation Fixed Backtested Returns
At this stage we consider First Mutual Fund to be very steady. First Foundation Fixed secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for First Foundation Fixed, which you can use to evaluate the volatility of the entity. Please confirm First Foundation's Mean Deviation of 0.218, coefficient of variation of 627.72, and Standard Deviation of 0.2741 to check if the risk estimate we provide is consistent with the expected return of 0.0429%. The fund shows a Beta (market volatility) of 0.0751, which means not very significant fluctuations relative to the market. As returns on the market increase, First Foundation's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Foundation is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
First Foundation Fixed has good predictability. Overlapping area represents the amount of predictability between First Foundation time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th 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 First Foundation Fixed price movement. The serial correlation of 0.74 indicates that around 74.0% of current First Foundation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First Foundation Fixed lagged returns against current returns
Autocorrelation, which is First Foundation 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 First Foundation's mutual fund expected returns. We can calculate the autocorrelation of First Foundation returns to help us make a trade decision. For example, suppose you find that First Foundation 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 |
First Foundation 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 First Foundation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Foundation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Foundation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
First Foundation Lagged Returns
When evaluating First Foundation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Foundation mutual fund have on its future price. First Foundation 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, First Foundation autocorrelation shows the relationship between First Foundation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in First Foundation Fixed.
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 First Mutual Fund
First Foundation financial ratios help investors to determine whether First 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 First with respect to the benefits of owning First Foundation security.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals |