Flakqx Fund Market Value
| FLAKQX Fund | 13.05 0.34 2.54% |
| Symbol | Flakqx |
Please note, there is a significant difference between Flakqx's value and its price as these two are different measures arrived at by different means. Investors typically determine if Flakqx is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Flakqx'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.
Flakqx '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 Flakqx'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 Flakqx.
| 05/05/2025 |
| 08/03/2025 |
If you would invest 0.00 in Flakqx on May 5, 2025 and sell it all today you would earn a total of 0.00 from holding Flakqx or generate 0.0% return on investment in Flakqx over 90 days. Flakqx is related to or competes with Qs Global, Franklin Equity, Ab Equity, Jhancock Global, Ab Select, and T Rowe. Flakqx is entity of United States. It is traded as Fund on NMFQS exchange. More
Flakqx 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 Flakqx'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 Flakqx upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8965 | |||
| Information Ratio | 0.0808 | |||
| Maximum Drawdown | 3.83 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.48 |
Flakqx Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flakqx's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flakqx's standard deviation. In reality, there are many statistical measures that can use Flakqx historical prices to predict the future Flakqx's volatility.| Risk Adjusted Performance | 0.1693 | |||
| Jensen Alpha | 0.1013 | |||
| Total Risk Alpha | 0.0604 | |||
| Sortino Ratio | 0.0767 | |||
| Treynor Ratio | 0.2512 |
Flakqx Backtested Returns
At this stage we consider Flakqx Fund to be very steady. Flakqx secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the fund had a 0.2 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Flakqx, which you can use to evaluate the volatility of the entity. Please confirm Flakqx's Semi Deviation of 0.5866, downside deviation of 0.8965, and Mean Deviation of 0.6554 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 0.69, which means possible diversification benefits within a given portfolio. As returns on the market increase, Flakqx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Flakqx is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
Flakqx has good predictability. Overlapping area represents the amount of predictability between Flakqx time series from 5th of May 2025 to 19th of June 2025 and 19th of June 2025 to 3rd 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 Flakqx price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Flakqx price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Flakqx lagged returns against current returns
Autocorrelation, which is Flakqx 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 Flakqx's fund expected returns. We can calculate the autocorrelation of Flakqx returns to help us make a trade decision. For example, suppose you find that Flakqx 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 |
Flakqx 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 Flakqx fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flakqx fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flakqx fund over time.
Current vs Lagged Prices |
| Timeline |
Flakqx Lagged Returns
When evaluating Flakqx's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flakqx fund have on its future price. Flakqx 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, Flakqx autocorrelation shows the relationship between Flakqx fund current value and its past values and can show if there is a momentum factor associated with investing in Flakqx.
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 Flakqx Fund
Flakqx financial ratios help investors to determine whether Flakqx 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 Flakqx with respect to the benefits of owning Flakqx security.
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