Forester Value Fund Market Value
| FVALX Fund | USD 5.91 0.01 0.17% |
| Symbol | Forester |
Forester Value '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 Forester Value'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 Forester Value.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Forester Value on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Forester Value Fund or generate 0.0% return on investment in Forester Value over 90 days. Forester Value is related to or competes with Retirement Living, Jpmorgan Smartretirement, Mfs Lifetime, Dimensional Retirement, Voya Target, Sa Worldwide, and Multimanager Lifestyle. The fund invests in the stocks of large U.S More
Forester Value 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 Forester Value'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 Forester Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3713 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.73 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.6826 |
Forester Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Forester Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Forester Value's standard deviation. In reality, there are many statistical measures that can use Forester Value historical prices to predict the future Forester Value's volatility.| Risk Adjusted Performance | 0.0445 | |||
| Jensen Alpha | 0.0147 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 0.8578 |
Forester Value Backtested Returns
At this stage we consider Forester Mutual Fund to be very steady. Forester Value secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the fund had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Forester Value Fund, which you can use to evaluate the volatility of the entity. Please confirm Forester Value's Downside Deviation of 0.3713, coefficient of variation of 1330.37, and Mean Deviation of 0.2811 to check if the risk estimate we provide is consistent with the expected return of 0.0359%. The fund shows a Beta (market volatility) of 0.0192, which means not very significant fluctuations relative to the market. As returns on the market increase, Forester Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Forester Value is expected to be smaller as well.
Auto-correlation | -0.07 |
Very weak reverse predictability
Forester Value Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between Forester Value time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th 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 Forester Value price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Forester Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Forester Value lagged returns against current returns
Autocorrelation, which is Forester Value 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 Forester Value's mutual fund expected returns. We can calculate the autocorrelation of Forester Value returns to help us make a trade decision. For example, suppose you find that Forester Value 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 |
Forester Value 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 Forester Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Forester Value mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Forester Value mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Forester Value Lagged Returns
When evaluating Forester Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Forester Value mutual fund have on its future price. Forester Value 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, Forester Value autocorrelation shows the relationship between Forester Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Forester Value Fund.
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 Forester Mutual Fund
Forester Value financial ratios help investors to determine whether Forester 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 Forester with respect to the benefits of owning Forester Value security.
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