Federated Global Allocation Fund Market Value
| FSBCX Fund | USD 21.30 1.08 4.83% |
| Symbol | Federated |
Federated Global '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 Global'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 Global.
| 10/02/2025 |
| 12/31/2025 |
If you would invest 0.00 in Federated Global on October 2, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Global Allocation or generate 0.0% return on investment in Federated Global over 90 days. Federated Global is related to or competes with Federated Global, Boston Partners, Ridgeworth International, Martin Currie, Martin Currie, Gateway Equity, and Gateway Equity. 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 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 Global'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 Global Allocation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 2.09 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 0.8314 |
Federated Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Global's standard deviation. In reality, there are many statistical measures that can use Federated Global historical prices to predict the future Federated Global's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Global'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.
Federated Global All Backtested Returns
Federated Global All secures Sharpe Ratio (or Efficiency) of -0.0415, which denotes the fund had a -0.0415 % return per unit of risk over the last 3 months. Federated Global Allocation exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federated Global's Mean Deviation of 0.4621, standard deviation of 0.7816, and Variance of 0.6109 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, Federated Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Global is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Federated Global Allocation has very weak predictability. Overlapping area represents the amount of predictability between Federated Global time series from 2nd of October 2025 to 16th of November 2025 and 16th of November 2025 to 31st of December 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 Federated Global All price movement. The serial correlation of 0.16 indicates that over 16.0% of current Federated Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Federated Global All lagged returns against current returns
Autocorrelation, which is Federated Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Federated Global returns to help us make a trade decision. For example, suppose you find that Federated Global has exhibited high autocorrelation historically, and you observe that the mutual 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 |
Federated Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Global 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 Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Federated Global Lagged Returns
When evaluating Federated Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Global mutual fund have on its future price. Federated Global 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 Global autocorrelation shows the relationship between Federated Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Global Allocation.
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 Federated Mutual Fund
Federated Global financial ratios help investors to determine whether Federated Mutual 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 Federated with respect to the benefits of owning Federated Global security.
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