Ftufox Fund Market Value
| FTUFOX Fund | 950.00 1.08 0.11% |
| Symbol | Ftufox |
Please note, there is a significant difference between Ftufox's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ftufox is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ftufox'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.
Ftufox '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 Ftufox'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 Ftufox.
| 05/28/2025 |
| 08/26/2025 |
If you would invest 0.00 in Ftufox on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ftufox or generate 0.0% return on investment in Ftufox over 90 days. Ftufox is related to or competes with Tiaa-cref Small-cap, Mfs Diversified, Wells Fargo, Delaware Limited, Jpmorgan Diversified, and Aqr Diversified. Ftufox is entity of United States. It is traded as Fund on NMFQS exchange. More
Ftufox 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 Ftufox'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 Ftufox upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 4.57 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.1792 |
Ftufox Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ftufox's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ftufox's standard deviation. In reality, there are many statistical measures that can use Ftufox historical prices to predict the future Ftufox's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 1.97 |
Ftufox Backtested Returns
Ftufox secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the fund had a -0.13 % return per unit of risk over the last 3 months. Ftufox exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ftufox's Standard Deviation of 0.5551, mean deviation of 0.1881, and Variance of 0.3081 to check the risk estimate we provide. The fund shows a Beta (market volatility) of -0.0404, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ftufox are expected to decrease at a much lower rate. During the bear market, Ftufox is likely to outperform the market.
Auto-correlation | 0.03 |
Virtually no predictability
Ftufox has virtually no predictability. Overlapping area represents the amount of predictability between Ftufox time series from 28th of May 2025 to 12th of July 2025 and 12th of July 2025 to 26th 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 Ftufox price movement. The serial correlation of 0.03 indicates that only 3.0% of current Ftufox price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 318.28 |
Ftufox lagged returns against current returns
Autocorrelation, which is Ftufox 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 Ftufox's fund expected returns. We can calculate the autocorrelation of Ftufox returns to help us make a trade decision. For example, suppose you find that Ftufox 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 |
Ftufox 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 Ftufox fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ftufox fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ftufox fund over time.
Current vs Lagged Prices |
| Timeline |
Ftufox Lagged Returns
When evaluating Ftufox's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ftufox fund have on its future price. Ftufox 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, Ftufox autocorrelation shows the relationship between Ftufox fund current value and its past values and can show if there is a momentum factor associated with investing in Ftufox.
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 Ftufox Fund
Ftufox financial ratios help investors to determine whether Ftufox 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 Ftufox with respect to the benefits of owning Ftufox security.
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