Federated Global Allocation Fund Key Fundamental Indicators
| SBFIX Fund | USD 22.56 0.06 0.27% |
Momentum
Impartial
Oversold | Overbought |
As of the 11th of March 2026, shares of FEDERATED GLOBAL change hands at 22.56 per share. Momentum and volatility readings indicate Coefficient Of Variation of 1568.41, mean deviation of 0.4061, and Downside Deviation of 0.5702. The system measures statistical relationships between price fluctuations and trading activity. Indicator values are assessed relative to historical performance bands.
A thorough review of FEDERATED GLOBAL's financial statements uncovers patterns in revenue, profitability, and financial risk that are essential for forming an accurate valuation. Key drivers are shown below:Federated Global Allocation does not currently have any fundamental trend indicators for analysis. See Equity Screeners for additional equity screening tools. This adds neutral context for broader instrument coverage.FEDERATED |
FEDERATED GLOBAL 'What if' Analysis
Running a what-if backtest on Federated Global Allocation gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether FEDERATED GLOBAL's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
An initial 0.00 allocation to FEDERATED GLOBAL on December 11, 2025 held through today would generate 0.00 in total gains. That corresponds to a 0.0% total return in FEDERATED GLOBAL overall over 90 days.. FEDERATED GLOBAL is often compared with Aberdeen Global, Barings Global, Timothy Plan, First American, Eaton Vance, MainStay DefinedTerm, and Morgan Stanley based on sector and business overlap. Peer context helps frame relative positioning. The fund will invest in a diversified mix of various asset classes, which may include, but are not limited to, equity an... More
FEDERATED GLOBAL Momentum Range Indicators Overview
This section highlights upside and downside signals that contextualize FEDERATED GLOBAL price behavior. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.5702 | |||
| Information Ratio | 0.0688 | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | -0.91 | |||
| Potential Upside | 0.7359 |
FEDERATED GLOBAL Volatility and Risk Indicators Overview
This section presents risk metrics that describe FEDERATED GLOBAL's historical price variability. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.0308 | |||
| Total Risk Alpha | 0.0328 | |||
| Sortino Ratio | 0.0643 | |||
| Treynor Ratio | 0.0448 |
The mean reversion principle applied to FEDERATED GLOBAL's suggests that neither prolonged outperformance nor underperformance is permanent. Investors exploit this by positioning against extremes in price relative to fundamental value.
FEDERATED GLOBAL Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0447 | |||
| Market Risk Adjusted Performance | 0.0548 | |||
| Mean Deviation | 0.4061 | |||
| Semi Deviation | 0.5187 | |||
| Downside Deviation | 0.5702 | |||
| Coefficient Of Variation | 1568.41 | |||
| Standard Deviation | 0.5331 | |||
| Variance | 0.2842 | |||
| Information Ratio | 0.0688 | |||
| Jensen Alpha | 0.0308 | |||
| Total Risk Alpha | 0.0328 | |||
| Sortino Ratio | 0.0643 | |||
| Treynor Ratio | 0.0448 | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | -0.91 | |||
| Potential Upside | 0.7359 | |||
| Downside Variance | 0.3251 | |||
| Semi Variance | 0.2691 | |||
| Expected Short fall | -0.43 | |||
| Skewness | -0.43 | |||
| Kurtosis | 1.28 |
Federated Global Backtested Returns
FEDERATED GLOBAL presents a very low volatility profile within the defined horizon. It records a risk-adjusted return measure of 0.0461, measuring return stability during 3 months. We identified twenty-eight technical indicators influencing the company's volatility profile. Please review metrics such as Downside Deviation of 0.5702, mean deviation of 0.4061, and Coefficient Of Variation of 1568.41 to review dispersion measures. The fund secures a Beta (Market Risk) of 0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, FEDERATED GLOBAL's returns are expected to increase less than the market. However, during a bear market, the loss from holding FEDERATED GLOBAL is expected to be smaller as well.
Auto-correlation | -0.05 |
Very weak reverse predictability
Federated Global Allocation exhibits very weak reverse predictability. Autocorrelation measures the degree of predictability between FEDERATED GLOBAL time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Federated Global may be projected. A serial correlation of -0.05 indicates that only as little as 5.0% of current FEDERATED GLOBAL price fluctuations can be explained by its historical price movements. Given that Federated Global Allocation has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Federated Global Allocation has a Price To Earning of 15.44 times. This is 16.35% higher than that of the Federated family and significantly higher than that of the World Allocation category. The price to earning for all United States funds is notably lower than that of the fund.
Federated Global Fundamental Drivers Relationships
Comparative market metrics assess FEDERATED GLOBAL's pricing relative to peers. You can analyze the relationship between different fundamental ratios across FEDERATED GLOBAL competition to find correlations between indicators driving FEDERATED GLOBAL's intrinsic value. More Info.Federated Global Allocation is regarded as the highest-ranked mutual fund in price to earning among similar funds. It also is regarded as the highest-ranked mutual fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Federated Global Allocation is roughly 9.14 . Relative valuation frameworks compare FEDERATED GLOBAL across key financial ratios.FEDERATED Price To Earning Peer Comparison
Comparing FEDERATED GLOBAL's Price To Earning to that of its competitors is a reliable method for assessing FEDERATED GLOBAL relative investment value. Investors use this peer comparison to detect undervalued stocks with characteristics similar to FEDERATED GLOBAL or to identify stronger additions to their.Federated Global is currently under evaluation. in price to earning among similar funds.
FEDERATED Financial Ratios Relationships
Comparative market metrics assess FEDERATED GLOBAL's pricing relative to peers. You can analyze the relationship between different fundamental ratios across FEDERATED GLOBAL competition to find correlations between indicators driving FEDERATED GLOBAL's intrinsic value. More Info.Federated Global Allocation is regarded as the highest-ranked mutual fund in price to earning among similar funds. It also is regarded as the highest-ranked mutual fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Federated Global Allocation is roughly 9.14 . Relative valuation frameworks compare FEDERATED GLOBAL across key financial ratios.Fund Asset Allocation for FEDERATED GLOBAL
The fund invests 54.32% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (13.84%) , cash (10.17%) and various exotic instruments.Asset allocation for FEDERATED GLOBAL's involves dividing its investment portfolio among different asset categories - such as equities, bonds, and cash - to achieve the desired balance of risk and return.
The allocation within a mutual fund reflects its investment strategy and can span equities, fixed income, cash, and other assets depending on the fund's mandate. Fund managers make ongoing decisions about asset mix to align the portfolio with the fund's objectives and respond to.
FEDERATED Fundamentals
| Price To Earning | 15.44 X | |||
| Price To Book | 1.69 X | |||
| Price To Sales | 1.14 X | |||
| Total Asset | 57.21 M | |||
| Annual Yield | 0.02 % | |||
| Year To Date Return | 1.26 % | |||
| One Year Return | 16.72 % | |||
| Three Year Return | 12.59 % | |||
| Five Year Return | 5.70 % | |||
| Ten Year Return | 6.45 % | |||
| Net Asset | 290.36 M | |||
| Last Dividend Paid | 0.08 | |||
| Cash Position Weight | 10.17 % | |||
| Equity Positions Weight | 54.32 % | |||
| Bond Positions Weight | 13.84 % |
About FEDERATED GLOBAL Fundamentals
Long-horizon stability for FEDERATED GLOBAL depends on exposure durability and fee structure. Liquidity profile can affect NAV stability during market stress.
Unless otherwise specified, financial data for Federated Global Allocation is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.