Franklin Government Securities Fund Market Value
| FUSRX Fund | USD 5.08 0.01 0.20% |
| Symbol | Franklin |
Franklin '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'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.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in Franklin on May 13, 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 over 90 days. Franklin is related to or competes with Westwood Short, American Funds, Angel Oak, Prudential Short, Hartford Ultrashort, Western Asset, and Segall Bryant. The fund normally invests at least 80 percent of its net assets in U.S More
Franklin 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'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 | 0.3737 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.62 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.6135 |
Franklin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin's standard deviation. In reality, there are many statistical measures that can use Franklin historical prices to predict the future Franklin's volatility.| Risk Adjusted Performance | 0.0838 | |||
| Jensen Alpha | 0.0347 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.9481 |
Franklin Government Backtested Returns
At this stage we consider Franklin Mutual Fund to be very steady. Franklin Government secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % 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's Semi Deviation of 0.1861, mean deviation of 0.2817, and Downside Deviation of 0.3737 to check if the risk estimate we provide is consistent with the expected return of 0.0623%. The fund shows a Beta (market volatility) of 0.0415, which means not very significant fluctuations relative to the market. As returns on the market increase, Franklin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Franklin is expected to be smaller as well.
Auto-correlation | 0.76 |
Good predictability
Franklin Government Securities has good predictability. Overlapping area represents the amount of predictability between Franklin time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 Franklin Government price movement. The serial correlation of 0.76 indicates that around 76.0% of current Franklin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Franklin Government lagged returns against current returns
Autocorrelation, which is Franklin 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's mutual fund expected returns. We can calculate the autocorrelation of Franklin returns to help us make a trade decision. For example, suppose you find that Franklin 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin 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 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Franklin Lagged Returns
When evaluating Franklin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin mutual fund have on its future price. Franklin 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 autocorrelation shows the relationship between Franklin 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 Mutual Fund
Franklin financial ratios help investors to determine whether Franklin 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 with respect to the benefits of owning Franklin security.
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