Franklin Government Securities Fund Market Value
| FKFSX Fund | USD 5.05 0.01 0.20% |
| Symbol | Franklin Government |
Franklin Government '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 Franklin Government'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 Franklin Government.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Franklin Government on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Franklin Government Securities or generate 0.0% return on investment in Franklin Government over 90 days. Franklin Government is related to or competes with American Funds, Aqr Diversified, Elfun Diversified, Jpmorgan Diversified, and Lord Abbett. The fund normally invests at least 80 percent of its net assets in U.S More
Franklin Government 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 Franklin Government'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 Franklin Government Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3509 | |||
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 1.41 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.6 |
Franklin Government Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin Government's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin Government's standard deviation. In reality, there are many statistical measures that can use Franklin Government historical prices to predict the future Franklin Government's volatility.| Risk Adjusted Performance | 0.0683 | |||
| Jensen Alpha | 0.0188 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.32) | |||
| Treynor Ratio | 10.56 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Franklin Government'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.
Franklin Government Backtested Returns
At this stage we consider Franklin Government Mutual Fund to be very steady. Franklin Government secures Sharpe Ratio (or Efficiency) of 0.0953, which denotes the fund had a 0.0953 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Franklin Government Securities, which you can use to evaluate the volatility of the entity. Please confirm Franklin Government's Downside Deviation of 0.3509, mean deviation of 0.2418, and Semi Deviation of 0.2099 to check if the risk estimate we provide is consistent with the expected return of 0.029%. The fund shows a Beta (market volatility) of 0.0018, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin Government's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin Government is expected to be smaller as well.
Auto-correlation | -0.27 |
Weak reverse predictability
Franklin Government Securities has weak reverse predictability. Overlapping area represents the amount of predictability between Franklin Government time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Franklin Government price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Franklin Government price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Franklin Government lagged returns against current returns
Autocorrelation, which is Franklin Government 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 Franklin Government's mutual fund expected returns. We can calculate the autocorrelation of Franklin Government returns to help us make a trade decision. For example, suppose you find that Franklin Government 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 |
Franklin Government 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 Franklin Government mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin Government mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin Government mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Franklin Government Lagged Returns
When evaluating Franklin Government's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin Government mutual fund have on its future price. Franklin Government 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, Franklin Government autocorrelation shows the relationship between Franklin Government mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Franklin Government Securities.
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 Franklin Government Mutual Fund
Franklin Government financial ratios help investors to determine whether Franklin Government 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 Franklin Government with respect to the benefits of owning Franklin Government security.
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