Fidelity Mutual Fund Market Value

FXAIX
 Fund
  

USD 136.28  4.04  3.06%   

Fidelity 500's market value is the price at which a share of Fidelity 500 stock trades on a public exchange. It measures the collective expectations of Fidelity 500 Index investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Fidelity 500 Index and determine expected loss or profit from investing in Fidelity 500 over a given investment horizon. Please check Fidelity 500 Hype Analysis, Fidelity 500 Correlation, Portfolio Optimization, Fidelity 500 Volatility, as well as analyze Fidelity 500 Alpha and Beta and Fidelity 500 Performance.
Symbol
Backtest

Please note, there is a significant difference between Fidelity 500's value and its price as these two are different measures arrived at by different means. Investors typically determine Fidelity 500 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fidelity 500'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.

Fidelity 500 '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 Fidelity 500'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 Fidelity 500.
0.00
04/27/2022
No Change 0.00  0.0 
In 2 months and 2 days
06/26/2022
0.00
If you would invest  0.00  in Fidelity 500 on April 27, 2022 and sell it all today you would earn a total of 0.00 from holding Fidelity 500 Index or generate 0.0% return on investment in Fidelity 500 over 60 days. The fund normally invests at least 80 percent of assets in common stocks included in the SP 500 Index, which broadly rep...More

Fidelity 500 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 Fidelity 500'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 Fidelity 500 Index upside and downside potential and time the market with a certain degree of confidence.

Fidelity 500 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity 500's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fidelity 500's standard deviation. In reality, there are many statistical measures that can use Fidelity 500 historical prices to predict the future Fidelity 500's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Fidelity 500's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Fidelity 500 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
133.57135.34137.11
Details
Intrinsic
Valuation
LowReal ValueHigh
136.26138.03139.80
Details
Naive
Forecast
LowNext ValueHigh
130.47132.24134.01
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
125.91137.38148.85
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fidelity 500. Your research has to be compared to or analyzed against Fidelity 500's peers to derive any actionable benefits. When done correctly, Fidelity 500's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Fidelity 500 Index.

Fidelity 500 Index Backtested Returns

Fidelity 500 Index secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the fund had -0.13% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Fidelity 500 Index exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Fidelity 500 Index coefficient of variation of (900.67), and Mean Deviation of 1.38 to check the risk estimate we provide.
The fund shows a Beta (market volatility) of 1.2035, which means a somewhat significant risk relative to the market. Let's try to break down what Fidelity's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fidelity 500 will likely underperform. Even though it is essential to pay attention to Fidelity 500 Index historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Fidelity 500 Index exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.77  

Good predictability

Fidelity 500 Index has good predictability. Overlapping area represents the amount of predictability between Fidelity 500 time series from 27th of April 2022 to 27th of May 2022 and 27th of May 2022 to 26th of June 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fidelity 500 Index price movement. The serial correlation of 0.77 indicates that around 77.0% of current Fidelity 500 price fluctuation can be explain by its past prices.
Correlation Coefficient0.77
Spearman Rank Test0.71
Residual Average0.0
Price Variance38.59

Fidelity 500 Index lagged returns against current returns

Autocorrelation, which is Fidelity 500 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 Fidelity 500's mutual fund expected returns. We can calculate the autocorrelation of Fidelity 500 returns to help us make a trade decision. For example, suppose you find that Fidelity 500 mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Fidelity 500 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 Fidelity 500 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fidelity 500 mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fidelity 500 mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Fidelity 500 Lagged Returns

When evaluating Fidelity 500's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fidelity 500 mutual fund have on its future price. Fidelity 500 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, Fidelity 500 autocorrelation shows the relationship between Fidelity 500 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Fidelity 500 Index.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Fidelity 500 without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check Fidelity 500 Hype Analysis, Fidelity 500 Correlation, Portfolio Optimization, Fidelity 500 Volatility, as well as analyze Fidelity 500 Alpha and Beta and Fidelity 500 Performance. Note that the Fidelity 500 Index information on this page should be used as a complementary analysis to other Fidelity 500's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

Complementary Tools for Fidelity Mutual Fund analysis

When running Fidelity 500 Index price analysis, check to measure Fidelity 500's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Fidelity 500 is operating at the current time. Most of Fidelity 500's value examination focuses on studying past and present price action to predict the probability of Fidelity 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Fidelity 500's price. Additionally, you may evaluate how the addition of Fidelity 500 to your portfolios can decrease your overall portfolio volatility.
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Fidelity 500 technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Fidelity 500 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Fidelity 500 trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...