Federated Mutual Fund Market Value

QABGX
 Fund
  

USD 18.68  0.16  0.86%   

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

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

Federated Mdt '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 Federated Mdt'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 Federated Mdt.
0.00
07/15/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
07/05/2022
0.00
If you would invest  0.00  in Federated Mdt on July 15, 2020 and sell it all today you would earn a total of 0.00 from holding Federated Mdt Balanced or generate 0.0% return on investment in Federated Mdt over 720 days. Federated Mdt is related to or competes with Cisco Systems. The investment seeks the possibility of long-term growth of capital and incomeMore

Federated Mdt 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 Federated Mdt'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 Federated Mdt Balanced upside and downside potential and time the market with a certain degree of confidence.

Federated Mdt Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Mdt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Mdt's standard deviation. In reality, there are many statistical measures that can use Federated Mdt historical prices to predict the future Federated Mdt's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Federated Mdt'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 Federated Mdt in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
17.5218.6819.84
Details
Intrinsic
Valuation
LowReal ValueHigh
17.7218.8820.04
Details
Naive
Forecast
LowNext ValueHigh
18.0319.1920.35
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
18.0419.0720.10
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Federated Mdt. Your research has to be compared to or analyzed against Federated Mdt's peers to derive any actionable benefits. When done correctly, Federated Mdt'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 Federated Mdt Balanced.

Federated Mdt Balanced Backtested Returns

Federated Mdt Balanced secures Sharpe Ratio (or Efficiency) of -0.14, which denotes the fund had -0.14% 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. Federated Mdt Balanced exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Federated Mdt Balanced coefficient of variation of (603.56), and Mean Deviation of 0.8962 to check the risk estimate we provide.
The fund shows a Beta (market volatility) of 0.7415, which means possible diversification benefits within a given portfolio. Let's try to break down what Federated's beta means in this case. As returns on the market increase, Federated Mdt returns are expected to increase less than the market. However, during the bear market, the loss on holding Federated Mdt will be expected to be smaller as well. Even though it is essential to pay attention to Federated Mdt Balanced 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. Federated Mdt Balanced exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.67  

Very good reverse predictability

Federated Mdt Balanced has very good reverse predictability. Overlapping area represents the amount of predictability between Federated Mdt time series from 15th of July 2020 to 10th of July 2021 and 10th of July 2021 to 5th of July 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 Federated Mdt Balanced price movement. The serial correlation of -0.67 indicates that around 67.0% of current Federated Mdt price fluctuation can be explain by its past prices.
Correlation Coefficient-0.67
Spearman Rank Test-0.6
Residual Average0.0
Price Variance0.85

Federated Mdt Balanced lagged returns against current returns

Autocorrelation, which is Federated Mdt 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 Federated Mdt's mutual fund expected returns. We can calculate the autocorrelation of Federated Mdt returns to help us make a trade decision. For example, suppose you find that Federated Mdt 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 

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

Federated Mdt Lagged Returns

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

Federated Mdt Investors Sentiment

The influence of Federated Mdt's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Federated. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Federated Mdt in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Federated Mdt's short interest history, or implied volatility extrapolated from Federated Mdt options trading.

Current Sentiment - QABGX

Federated Mdt Balanced Investor Sentiment

Macroaxis portfolio users are evenly split in their perspective on investing in Federated Mdt Balanced. What is your opinion about investing in Federated Mdt Balanced? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish

Currently Active Assets on Macroaxis

Please see Federated Mdt Hype Analysis, Federated Mdt Correlation, Portfolio Optimization, Federated Mdt Volatility, as well as analyze Federated Mdt Alpha and Beta and Federated Mdt Performance. Note that the Federated Mdt Balanced information on this page should be used as a complementary analysis to other Federated Mdt'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Federated Mutual Fund analysis

When running Federated Mdt Balanced price analysis, check to measure Federated Mdt'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 Federated Mdt is operating at the current time. Most of Federated Mdt's value examination focuses on studying past and present price action to predict the probability of Federated Mdt's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Federated Mdt's price. Additionally, you may evaluate how the addition of Federated Mdt to your portfolios can decrease your overall portfolio volatility.
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Federated Mdt 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 Federated Mdt technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Federated Mdt 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...