Ffuyux Fund Market Value
| FFUYUX Fund | 11.08 0.09 0.82% |
| Symbol | Ffuyux |
Please note, there is a significant difference between Ffuyux's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ffuyux is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ffuyux's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ffuyux '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 Ffuyux's 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 Ffuyux.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Ffuyux on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Ffuyux or generate 0.0% return on investment in Ffuyux over 90 days. Ffuyux is related to or competes with Financial Industries, T Rowe, Putnam Global, Davis Financial, T Rowe, Davis Financial, and Vanguard Financials. Ffuyux is entity of United States. It is traded as Fund on NMFQS exchange. More
Ffuyux 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 Ffuyux's 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 Ffuyux upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8958 | |||
| Information Ratio | 0.1691 | |||
| Maximum Drawdown | 7.1 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.94 |
Ffuyux Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ffuyux's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ffuyux's standard deviation. In reality, there are many statistical measures that can use Ffuyux historical prices to predict the future Ffuyux's volatility.| Risk Adjusted Performance | 0.2064 | |||
| Jensen Alpha | 0.3141 | |||
| Total Risk Alpha | 0.149 | |||
| Sortino Ratio | 0.216 | |||
| Treynor Ratio | (1.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ffuyux'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.
Ffuyux Backtested Returns
At this stage we consider Ffuyux Fund to be very steady. Ffuyux secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Ffuyux, which you can use to evaluate the volatility of the entity. Please confirm Ffuyux's Downside Deviation of 0.8958, coefficient of variation of 383.29, and Mean Deviation of 0.8367 to check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of -0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ffuyux are expected to decrease at a much lower rate. During the bear market, Ffuyux is likely to outperform the market.
Auto-correlation | -0.08 |
Very weak reverse predictability
Ffuyux has very weak reverse predictability. Overlapping area represents the amount of predictability between Ffuyux time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 Ffuyux price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Ffuyux price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ffuyux lagged returns against current returns
Autocorrelation, which is Ffuyux 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 Ffuyux's fund expected returns. We can calculate the autocorrelation of Ffuyux returns to help us make a trade decision. For example, suppose you find that Ffuyux has exhibited high autocorrelation historically, and you observe that the 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 |
Ffuyux 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 Ffuyux fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ffuyux fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ffuyux fund over time.
Current vs Lagged Prices |
| Timeline |
Ffuyux Lagged Returns
When evaluating Ffuyux's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ffuyux fund have on its future price. Ffuyux 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, Ffuyux autocorrelation shows the relationship between Ffuyux fund current value and its past values and can show if there is a momentum factor associated with investing in Ffuyux.
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 Ffuyux Fund
Ffuyux financial ratios help investors to determine whether Ffuyux 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 Ffuyux with respect to the benefits of owning Ffuyux security.
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