Ft 7934 Corporate Fund Market Value
| FZNQEX Fund | 578.37 0.44 0.08% |
| Symbol | FZNQEX |
Please note, there is a significant difference between Ft 7934's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ft 7934 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ft 7934'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.
Ft 7934 '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 Ft 7934'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 Ft 7934.
| 01/21/2025 |
| 04/21/2025 |
If you would invest 0.00 in Ft 7934 on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Ft 7934 Corporate or generate 0.0% return on investment in Ft 7934 over 90 days. Ft 7934 is related to or competes with Vanguard Small-cap, Mutual Of, Fidelity Small, Applied Finance, Small Cap, Great-west Loomis, and Amg River. Ft 7934 is entity of United States. It is traded as Fund on NMFQS exchange. More
Ft 7934 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 Ft 7934'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 Ft 7934 Corporate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1481 | |||
| Information Ratio | 1.41 | |||
| Maximum Drawdown | 0.6416 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.1759 |
Ft 7934 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ft 7934's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ft 7934's standard deviation. In reality, there are many statistical measures that can use Ft 7934 historical prices to predict the future Ft 7934's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0078 | |||
| Sortino Ratio | 1.21 | |||
| Treynor Ratio | 0.4491 |
Ft 7934 Corporate Backtested Returns
At this stage we consider FZNQEX Fund to be very steady. Ft 7934 Corporate retains Efficiency (Sharpe Ratio) of 0.0131, which denotes the fund had a 0.0131 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Ft 7934, which you can use to evaluate the volatility of the entity. Please confirm Ft 7934's Market Risk Adjusted Performance of 0.4591, downside deviation of 0.1481, and Standard Deviation of 0.1268 to check if the risk estimate we provide is consistent with the expected return of 0.0017%. The fund owns a Beta (Systematic Risk) of -0.0152, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ft 7934 are expected to decrease at a much lower rate. During the bear market, Ft 7934 is likely to outperform the market.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Ft 7934 Corporate has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ft 7934 time series from 21st of January 2025 to 7th of March 2025 and 7th of March 2025 to 21st of April 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 Ft 7934 Corporate price movement. The serial correlation of -0.75 indicates that around 75.0% of current Ft 7934 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
Ft 7934 Corporate lagged returns against current returns
Autocorrelation, which is Ft 7934 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 Ft 7934's fund expected returns. We can calculate the autocorrelation of Ft 7934 returns to help us make a trade decision. For example, suppose you find that Ft 7934 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 |
Ft 7934 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 Ft 7934 fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ft 7934 fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ft 7934 fund over time.
Current vs Lagged Prices |
| Timeline |
Ft 7934 Lagged Returns
When evaluating Ft 7934's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ft 7934 fund have on its future price. Ft 7934 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, Ft 7934 autocorrelation shows the relationship between Ft 7934 fund current value and its past values and can show if there is a momentum factor associated with investing in Ft 7934 Corporate.
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 FZNQEX Fund
Ft 7934 financial ratios help investors to determine whether FZNQEX 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 FZNQEX with respect to the benefits of owning Ft 7934 security.
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