Fmi Global Institutional Fund Market Value
| FMIGX Fund | 21.29 0.08 0.37% |
| Symbol | Fmi |
Fmi Global '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 Fmi Global'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 Fmi Global.
| 05/18/2025 |
| 08/16/2025 |
If you would invest 0.00 in Fmi Global on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding Fmi Global Institutional or generate 0.0% return on investment in Fmi Global over 90 days.
Fmi Global 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 Fmi Global'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 Fmi Global Institutional upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7742 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 2.9 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.19 |
Fmi Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fmi Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fmi Global's standard deviation. In reality, there are many statistical measures that can use Fmi Global historical prices to predict the future Fmi Global's volatility.| Risk Adjusted Performance | 0.0439 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0447 |
Fmi Global Institutional Backtested Returns
At this stage we consider Fmi Mutual Fund to be very steady. Fmi Global Institutional secures Sharpe Ratio (or Efficiency) of 0.0616, which denotes the fund had a 0.0616 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Fmi Global Institutional, which you can use to evaluate the volatility of the entity. Please confirm Fmi Global's Downside Deviation of 0.7742, coefficient of variation of 1622.96, and Mean Deviation of 0.5569 to check if the risk estimate we provide is consistent with the expected return of 0.0439%. The fund shows a Beta (market volatility) of 0.76, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fmi Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fmi Global is expected to be smaller as well.
Auto-correlation | 0.54 |
Modest predictability
Fmi Global Institutional has modest predictability. Overlapping area represents the amount of predictability between Fmi Global time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th 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 Fmi Global Institutional price movement. The serial correlation of 0.54 indicates that about 54.0% of current Fmi Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Fmi Global Institutional lagged returns against current returns
Autocorrelation, which is Fmi Global 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 Fmi Global's mutual fund expected returns. We can calculate the autocorrelation of Fmi Global returns to help us make a trade decision. For example, suppose you find that Fmi Global 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 |
Fmi Global 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 Fmi Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fmi Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fmi Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fmi Global Lagged Returns
When evaluating Fmi Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fmi Global mutual fund have on its future price. Fmi Global 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, Fmi Global autocorrelation shows the relationship between Fmi Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fmi Global Institutional.
Regressed Prices |
| Timeline |
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