Federated Mutual Fund Alpha and Beta Analysis

QASCX
 Fund
  

USD 19.21  0.34  1.80%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Federated Mdt Small. It also helps investors analyze the systematic and unsystematic risks associated with investing in Federated Mdt over a specified time horizon. Remember, high Federated Mdt's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please see Federated Mdt Backtesting, Portfolio Optimization, Federated Mdt Correlation, Federated Mdt Hype Analysis, Federated Mdt Volatility, Federated Mdt History and analyze Federated Mdt Performance.
  
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Please note that although Federated Mdt alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Federated Mdt did 0.08  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Federated Mdt Small fund's relative risk over its benchmark. Federated Mdt Small has a beta of 1.28  . Let's try to break down what Federated'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, Federated Mdt will likely underperform.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Federated Mdt Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Federated Mdt market risk premium is the additional return an investor will receive from holding Federated Mdt long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Federated Mdt. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Federated Mdt's performance over market.
α-0.08   β1.28
90 days against DJI

Federated Mdt expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Federated Mdt's Buy-and-hold return. Our buy-and-hold chart shows how Federated Mdt performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Federated Mdt Market Price Analysis

Market price analysis indicators help investors to evaluate how Federated Mdt mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Federated Mdt shares will generate the highest return on investment. By understating and applying Federated Mdt mutual fund market price indicators, traders can identify Federated Mdt position entry and exit signals to maximize returns.

Federated Mdt Return and Market Media

The median price of Federated Mdt for the period between Wed, Apr 6, 2022 and Tue, Jul 5, 2022 is 21.15 with a coefficient of variation of 6.91. The daily time series for the period is distributed with a sample standard deviation of 1.45, arithmetic mean of 21.03, and mean deviation of 1.23. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Federated Mdt Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Federated Mdt Small has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

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 - QASCX

Federated Mdt Small Investor Sentiment

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

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see Federated Mdt Backtesting, Portfolio Optimization, Federated Mdt Correlation, Federated Mdt Hype Analysis, Federated Mdt Volatility, Federated Mdt History and analyze 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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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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...