Oakmark Mutual Fund Volatility

OAKBX
 Fund
  

USD 31.92  0.01  0.0313%   

We consider Oakmark Equity very steady. Oakmark Equity And maintains Sharpe Ratio (i.e., Efficiency) of 0.0757, which implies the entity had 0.0757% of return per unit of risk over the last 3 months. Our standpoint towards forecasting 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-one technical indicators for Oakmark Equity And, which you can use to evaluate the future volatility of the fund. Please check Oakmark Equity And Coefficient Of Variation of 1294.98, risk adjusted performance of 0.095, and Semi Deviation of 1.02 to confirm if the risk estimate we provide is consistent with the expected return of 0.0827%.
  
Oakmark Equity 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 Oakmark daily returns, and it is calculated using variance and standard deviation. We also use Oakmark's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Oakmark Equity volatility.

480 Days Market Risk

Very steady

Chance of Distress

Very Small

480 Days Economic Sensitivity

Follows the market closely
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Oakmark Equity 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 Oakmark Equity at lower prices. For example, an investor can purchase Oakmark 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 Oakmark Equity'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 Oakmark Equity

0.95AMEFXIncome FundPairCorr
0.89IFAFXIncome FundPairCorr
0.89RIDBXIncome FundPairCorr
0.89CIMEXIncome FundPairCorr
0.95RIDFXIncome FundPairCorr
0.89AMECXIncome FundPairCorr
0.89CIMCXIncome FundPairCorr

Oakmark Equity Market Sensitivity And Downside Risk

Oakmark Equity's beta coefficient measures the volatility of Oakmark 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 Oakmark mutual fund's returns against your selected market. In other words, Oakmark Equity's beta of 0.84 provides an investor with an approximation of how much risk Oakmark Equity mutual fund can potentially add to one of your existing portfolios.
Oakmark Equity And has relatively low volatility with skewness of -0.75 and kurtosis of 1.37. However, we advise all investors to independently investigate Oakmark Equity And to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Oakmark Equity's mutual fund risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact Oakmark Equity'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.

Oakmark Equity Implied Volatility

Oakmark Equity's implied volatility exposes the market's sentiment of Oakmark Equity And stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Oakmark Equity's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Oakmark Equity stock will not fluctuate a lot when Oakmark Equity's options are near their expiration.
3 Months Beta |Analyze Oakmark Equity And Demand Trend
Check current 90 days Oakmark Equity correlation with market (DOW)

Oakmark Beta

    
  0.84  
Oakmark 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

    
  1.09  
It is essential to understand the difference between upside risk (as represented by Oakmark Equity's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Oakmark Equity's daily returns or price. Since the actual investment returns on holding a position in oakmark 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 Oakmark Equity.

Oakmark Equity And Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Oakmark Equity fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Oakmark Equity's price changes. Investors will then calculate the volatility of Oakmark Equity'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 Oakmark Equity's volatility:

Historical Volatility

This type of fund volatility measures Oakmark Equity's fluctuations based on previous trends. It's commonly used to predict Oakmark Equity'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 Oakmark Equity's current market price. This means that the fund 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. Oakmark Equity And 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.
.

Oakmark Equity Projected Return Density Against Market

Assuming the 90 days horizon Oakmark Equity has a beta of 0.8372 . This indicates as returns on the market go up, Oakmark Equity average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Oakmark Equity And 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 Oakmark Equity or Oakmark 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 Oakmark Equity'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 Oakmark 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. Oakmark Equity And is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Oakmark Equity's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how oakmark 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 Oakmark Equity Price Volatility?

Several factors can influence a Fund'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.

Oakmark Equity 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 Oakmark Equity or Oakmark 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 Oakmark Equity'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 Oakmark 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 Oakmark Equity is 1320.65. The daily returns are distributed with a variance of 1.19 and standard deviation of 1.09. The mean deviation of Oakmark Equity And is currently at 0.82. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
α
Alpha over DOW
-0.0022
β
Beta against DOW0.84
σ
Overall volatility
1.09
Ir
Information ratio -0.02

Oakmark Equity Mutual Fund Return Volatility

Oakmark Equity historical daily return volatility represents how much of Oakmark Equity fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.0921% volatility of returns over 90 . By contrast, DOW inherits 1.1736% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Oakmark Equity Volatility

Volatility is a rate at which the price of Oakmark Equity 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 Oakmark Equity may increase or decrease. In other words, similar to Oakmark's beta indicator, it measures the risk of Oakmark Equity and helps estimate the fluctuations that may happen in a short period of time. So if prices of Oakmark Equity 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 a diversified portfolio of U.S. equity and debt securities. Oakmark Equity is traded on NASDAQ Exchange in the United States.

Oakmark Equity Investment Opportunity

DOW has a standard deviation of returns of 1.17 and is 1.07 times more volatile than Oakmark Equity And. of all equities and portfolios are less risky than Oakmark Equity. Compared to the overall equity markets, volatility of historical daily returns of Oakmark Equity And is lower than 9 () of all global equities and portfolios over the last 90 days.
Use Oakmark Equity And to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a normal upward fluctuation. Check odds of Oakmark Equity to be traded at $33.52 in 90 days. .

Almost no diversification

The correlation between Oakmark Equity And and DJI is Almost no diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Oakmark Equity And and DJI in the same portfolio, assuming nothing else is changed.

Oakmark Equity Additional Risk Indicators

The analysis of Oakmark Equity'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 Oakmark Equity's investment and either accepting that risk or mitigating it. Along with some common measures of Oakmark Equity 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 Performance0.095
Market Risk Adjusted Performance0.1009
Mean Deviation0.8456
Semi Deviation1.02
Downside Deviation1.14
Coefficient Of Variation1294.98
Standard Deviation1.12
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.

Oakmark Equity 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 Oakmark Equity 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. Oakmark Equity'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, Oakmark Equity'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 Oakmark Equity And.
Please check Your Equity Center. Note that the Oakmark Equity And information on this page should be used as a complementary analysis to other Oakmark Equity'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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

Complementary Tools for Oakmark Mutual Fund analysis

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