Federated Mutual Fund Market Value

QASCX
 Fund
  

USD 19.21  0.34  1.80%   

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 Small investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Federated Mdt Small 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
07/16/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
07/06/2022
0.00
If you would invest  0.00  in Federated Mdt on July 16, 2020 and sell it all today you would earn a total of 0.00 from holding Federated Mdt Small or generate 0.0% return on investment in Federated Mdt over 720 days. The fund invests primarily in the common stock of small U.SMore

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 Small 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
17.0519.2121.37
Details
Intrinsic
Valuation
LowReal ValueHigh
15.8418.0020.16
Details
Naive
Forecast
LowNext ValueHigh
17.7319.8922.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.8119.9122.01
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 Small.

Federated Mdt Small Backtested Returns

Federated Mdt Small secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the fund had -0.11% 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 Small 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 Small coefficient of variation of (658.59), and Mean Deviation of 1.71 to check the risk estimate we provide.
The fund shows a Beta (market volatility) of 0.1216, which means not very significant fluctuations relative to the market. 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 Small 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 Small exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.51  

Good reverse predictability

Federated Mdt Small has good reverse predictability. Overlapping area represents the amount of predictability between Federated Mdt time series from 16th of July 2020 to 11th of July 2021 and 11th of July 2021 to 6th 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 Small price movement. The serial correlation of -0.51 indicates that about 51.0% of current Federated Mdt price fluctuation can be explain by its past prices.
Correlation Coefficient-0.51
Spearman Rank Test-0.47
Residual Average0.0
Price Variance3.02

Federated Mdt Small 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 Small.
 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 Federated Mdt 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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Bollinger Bands

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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 Small 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running Federated Mdt Small 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...