Fidelity Inflation Protected Bond Fund Market Value
| FIPDX Fund | USD 9.26 0.05 0.54% |
| Symbol | Fidelity |
Fidelity Inflation '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 Fidelity Inflation'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 Fidelity Inflation.
| 05/06/2025 |
| 08/04/2025 |
If you would invest 0.00 in Fidelity Inflation on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Fidelity Inflation Protected Bond or generate 0.0% return on investment in Fidelity Inflation over 90 days. Fidelity Inflation is related to or competes with Fidelity Intermediate, Fidelity Emerging, Fidelity Real, Fidelity Bond, and Fidelity International. The fund normally invests at least 80 percent of assets in inflation-protected debt securities included in the Bloomberg... More
Fidelity Inflation 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 Fidelity Inflation'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 Fidelity Inflation Protected Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3126 | |||
| Information Ratio | (0.38) | |||
| Maximum Drawdown | 0.8815 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.441 |
Fidelity Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity Inflation's standard deviation. In reality, there are many statistical measures that can use Fidelity Inflation historical prices to predict the future Fidelity Inflation's volatility.| Risk Adjusted Performance | 0.0366 | |||
| Jensen Alpha | 0.0128 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fidelity Inflation'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.
Fidelity Inflation Backtested Returns
At this stage we consider Fidelity Mutual Fund to be very steady. Fidelity Inflation secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fidelity Inflation Protected Bond, which you can use to evaluate the volatility of the entity. Please confirm Fidelity Inflation's Mean Deviation of 0.1936, downside deviation of 0.3126, and Coefficient Of Variation of 1354.5 to check if the risk estimate we provide is consistent with the expected return of 0.0284%. The fund shows a Beta (market volatility) of -0.0426, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fidelity Inflation are expected to decrease at a much lower rate. During the bear market, Fidelity Inflation is likely to outperform the market.
Auto-correlation | 0.25 |
Poor predictability
Fidelity Inflation Protected Bond has poor predictability. Overlapping area represents the amount of predictability between Fidelity Inflation time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th 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 Fidelity Inflation price movement. The serial correlation of 0.25 indicates that over 25.0% of current Fidelity Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Fidelity Inflation lagged returns against current returns
Autocorrelation, which is Fidelity Inflation 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 Fidelity Inflation's mutual fund expected returns. We can calculate the autocorrelation of Fidelity Inflation returns to help us make a trade decision. For example, suppose you find that Fidelity Inflation 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 |
Fidelity Inflation 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 Fidelity Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity Inflation mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fidelity Inflation Lagged Returns
When evaluating Fidelity Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity Inflation mutual fund have on its future price. Fidelity Inflation 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, Fidelity Inflation autocorrelation shows the relationship between Fidelity Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fidelity Inflation Protected Bond.
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 Fidelity Mutual Fund
Fidelity Inflation financial ratios help investors to determine whether Fidelity 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 Fidelity with respect to the benefits of owning Fidelity Inflation security.
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |