Advisors Mutual Fund Volatility


USD 9.27  0.04  0.43%   

We consider Advisors Capital very steady. Advisors Capital Tactical secures Sharpe Ratio (or Efficiency) of 0.0488, which signifies that the fund had 0.0488% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Advisors Capital Tactical, which you can use to evaluate the future volatility of the entity. Please confirm Advisors Capital Tactical Risk Adjusted Performance of 0.0228, mean deviation of 0.2692, and Downside Deviation of 0.4101 to double-check if the risk estimate we provide is consistent with the expected return of 0.0184%.
Advisors Capital 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 Advisors daily returns, and it is calculated using variance and standard deviation. We also use Advisors's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Advisors Capital volatility.

60 Days Market Risk

Very steady

Chance of Distress

Very Small

60 Days Economic Sensitivity

Barely shadows the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Advisors Capital 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 Advisors Capital at lower prices. For example, an investor can purchase Advisors 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 Advisors Capital'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 Advisors Capital

0.8VIVIXVanguard Index TrustPairCorr
0.87VVIAXVanguard Value IndexPairCorr
0.87VIVAXVanguard Index TrustPairCorr
0.84DODGXDodge Cox StockPairCorr
0.81CMLCXAmerican MutualPairCorr
0.73AMRFXAmerican MutualPairCorr
0.89RMFHXAmerican MutualPairCorr

Advisors Capital Market Sensitivity And Downside Risk

Advisors Capital's beta coefficient measures the volatility of Advisors 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 Advisors mutual fund's returns against your selected market. In other words, Advisors Capital's beta of 0.17 provides an investor with an approximation of how much risk Advisors Capital mutual fund can potentially add to one of your existing portfolios.
Advisors Capital Tactical exhibits very low volatility with skewness of -0.89 and kurtosis of 3.74. However, we advise investors to further study Advisors Capital Tactical technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Advisors Capital's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Advisors Capital's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze Advisors Capital Tactical Demand Trend
Check current 90 days Advisors Capital correlation with market (DOW)

Advisors Beta

Advisors 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

It is essential to understand the difference between upside risk (as represented by Advisors Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Advisors Capital's daily returns or price. Since the actual investment returns on holding a position in advisors mutual fund 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 Advisors Capital.

Advisors Capital Tactical Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Advisors Capital fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Advisors Capital's price changes. Investors will then calculate the volatility of Advisors Capital's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund 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 Advisors Capital's volatility:

Historical Volatility

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

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Advisors Capital's current market price. This means that the fund will return to its initially predicted market price.
The output start index for this execution was zero with a total number of output elements of sixty-one. Advisors Capital Tactical 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.

Advisors Capital Projected Return Density Against Market

Assuming the 90 days horizon Advisors Capital has a beta of 0.1695 . This suggests as returns on the market go up, Advisors Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Advisors Capital Tactical will be expected to be much smaller as well.
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 Advisors Capital 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 Advisors Capital's price will be affected by overall mutual fund 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 Advisors fund'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. Advisors Capital Tactical is significantly underperforming DOW.
   Predicted Return Density   
Advisors Capital's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how advisors mutual fund'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 an Advisors Capital Price Volatility?

Several factors can influence a Fund's stock volatility:


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.

Advisors Capital 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 Advisors Capital 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 Advisors Capital's price will be affected by overall mutual fund 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 Advisors fund'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 Advisors Capital is 2048.11. The daily returns are distributed with a variance of 0.14 and standard deviation of 0.38. The mean deviation of Advisors Capital Tactical is currently at 0.28. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
Alpha over DOW
Beta against DOW0.17
Overall volatility
Information ratio -0.29

Advisors Capital Mutual Fund Return Volatility

Advisors Capital historical daily return volatility represents how much of Advisors Capital fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.377% volatility of returns over 90 . By contrast, DOW inherits 1.1709% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 

About Advisors Capital Volatility

Volatility is a rate at which the price of Advisors Capital 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 Advisors Capital may increase or decrease. In other words, similar to Advisors's beta indicator, it measures the risk of Advisors Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Advisors Capital 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 fund invests primarily in stocks of medium to large companies that the portfolio managers believe are undervalued at the time of purchase. Advisors Capital is traded on NASDAQ Exchange in the United States.

Advisors Capital Investment Opportunity

DOW has a standard deviation of returns of 1.17 and is 3.08 times more volatile than Advisors Capital Tactical. of all equities and portfolios are less risky than Advisors Capital. Compared to the overall equity markets, volatility of historical daily returns of Advisors Capital Tactical is lower than 3 () of all global equities and portfolios over the last 90 days.
Use Advisors Capital Tactical to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a normal downward trend and little activity. Check odds of Advisors Capital to be traded at $9.18 in 90 days. .

Very weak diversification

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

Advisors Capital Additional Risk Indicators

The analysis of Advisors Capital'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 Advisors Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Advisors Capital mutual fund's 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 Performance0.0228
Market Risk Adjusted Performance0.032
Mean Deviation0.2692
Semi Deviation0.3247
Downside Deviation0.4101
Coefficient Of Variation2649.92
Standard Deviation0.3638
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Advisors Capital 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 Advisors Capital 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. Advisors Capital'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, Advisors Capital'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 Advisors Capital Tactical.
Please continue to Trending Equities. Note that the Advisors Capital Tactical information on this page should be used as a complementary analysis to other Advisors Capital'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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

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