Focused Mutual Fund Volatility

ACFGX
 Fund
  

USD 38.82  0.42  1.09%   

Focused Dynamic Growth secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the fund had -0.15% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in 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. Focused Dynamic Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Focused Dynamic Growth mean deviation of 2.23 to check the risk estimate we provide.
  
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Focused Dynamic Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Focused daily returns, and it is calculated using variance and standard deviation. We also use Focused's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Focused Dynamic volatility.

360 Days Market Risk

Very steady

Chance of Distress

Very Small

360 Days Economic Sensitivity

Actively responds to the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Focused Dynamic can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Focused Dynamic at lower prices. For example, an investor can purchase Focused stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Focused Dynamic's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with Focused Dynamic

0.99GAFFXGrowth FundPairCorr
0.99AGTHXGrowth FundPairCorr
0.99CGFFXGrowth FundPairCorr
0.99CGFCXGrowth FundPairCorr
0.99CGFAXGrowth FundPairCorr
0.99CGFEXGrowth FundPairCorr
0.99RGAEXGrowth FundPairCorr

Focused Dynamic Market Sensitivity And Downside Risk

Focused Dynamic's beta coefficient measures the volatility of Focused mutual fund compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Focused mutual fund's returns against your selected market. In other words, Focused Dynamic's beta of 1.66 provides an investor with an approximation of how much risk Focused Dynamic mutual fund can potentially add to one of your existing portfolios.
Let's try to break down what Focused'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, Focused Dynamic will likely underperform.
3 Months Beta |Analyze Focused Dynamic Growth Demand Trend
Check current 90 days Focused Dynamic correlation with market (DOW)

Focused Beta

    
  1.66  
Focused standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  2.77  
It is essential to understand the difference between upside risk (as represented by Focused Dynamic's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Focused Dynamic stock's daily returns or price. Since the actual investment returns on holding a position in Focused Dynamic stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Focused Dynamic.

Focused Dynamic Growth Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Focused Dynamic stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Focused Dynamic's price changes. Investors will then calculate the volatility of Focused Dynamic's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Focused Dynamic's volatility:

Historical Volatility

This type of stock volatility measures Focused Dynamic's fluctuations based on previous trends. It's commonly used to predict Focused Dynamic's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Focused Dynamic's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Focused Dynamic Growth Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
.

Focused Dynamic Projected Return Density Against Market

Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.6613 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Focused Dynamic will likely underperform.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Focused Dynamic or American Century Investments sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Focused Dynamic stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Focused stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Focused Dynamic Growth is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Focused Dynamic's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Focused Dynamic stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Focused Dynamic Mutual Fund Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Focused Dynamic or American Century Investments sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Focused Dynamic stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Focused stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Assuming the 90 days horizon the coefficient of variation of Focused Dynamic is -662.58. The daily returns are distributed with a variance of 7.65 and standard deviation of 2.77. The mean deviation of Focused Dynamic Growth is currently at 2.25. For similar time horizon, the selected benchmark (DOW) has volatility of 1.42
α
Alpha over DOW
-0.16
β
Beta against DOW1.66
σ
Overall volatility
2.77
Ir
Information ratio -0.1

Focused Dynamic Mutual Fund Return Volatility

Focused Dynamic historical daily return volatility represents how much Focused Dynamic stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 2.7653% volatility of returns over 90 . By contrast, DOW inherits 1.4875% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Focused Dynamic Volatility

Volatility is a rate at which the price of Focused Dynamic or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Focused Dynamic may increase or decrease. In other words, similar to Focused's beta indicator, it measures the risk of Focused Dynamic and helps estimate the fluctuations that may happen in a short period of time. So if prices of Focused Dynamic fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.
The portfolio managers look for stocks of early and rapid stage growth companies they believe will increase in value over time. Focused Dynamic is traded on NASDAQ Exchange in the United States.

Focused Dynamic Investment Opportunity

Focused Dynamic Growth has a volatility of 2.77 and is 1.86 times more volatile than DOW. 23  of all equities and portfolios are less risky than Focused Dynamic. Compared to the overall equity markets, volatility of historical daily returns of Focused Dynamic Growth is lower than 23 () of all global equities and portfolios over the last 90 days. Use Focused Dynamic Growth to enhance the returns of your portfolios. The mutual fund experiences a large bullish trend. Check odds of Focused Dynamic to be traded at $42.7 in 90 days. . Let's try to break down what Focused'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, Focused Dynamic will likely underperform.

Very poor diversification

The correlation between Focused Dynamic Growth and DJI is Very poor diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Focused Dynamic Growth and DJI in the same portfolio, assuming nothing else is changed.

Focused Dynamic Additional Risk Indicators

The analysis of Focused Dynamic's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Focused Dynamic's investment and either accepting that risk or mitigating it. Along with some common measures of Focused Dynamic stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Risk Adjusted Performance(0.24)
Market Risk Adjusted Performance(0.28)
Mean Deviation2.23
Coefficient Of Variation(584.26)
Standard Deviation2.71
Variance7.36
Information Ratio(0.10)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Focused Dynamic Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Focused Dynamic as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Focused Dynamic's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Focused Dynamic's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Focused Dynamic Growth.
Please continue to Trending Equities. Note that the Focused Dynamic Growth information on this page should be used as a complementary analysis to other Focused Dynamic'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 Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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When running Focused Dynamic Growth price analysis, check to measure Focused Dynamic'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 Focused Dynamic is operating at the current time. Most of Focused Dynamic's value examination focuses on studying past and present price action to predict the probability of Focused Dynamic's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Focused Dynamic's price. Additionally, you may evaluate how the addition of Focused Dynamic to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Focused Dynamic's value and its price as these two are different measures arrived at by different means. Investors typically determine Focused Dynamic value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Focused Dynamic'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.