Quaker Mutual Fund Volatility


USD 45.62  0.21  0.46%   

We consider Quaker Impact somewhat reliable. Quaker Impact Growth maintains Sharpe Ratio (i.e., Efficiency) of 0.0787, which implies the entity had 0.0787% 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 Quaker Impact Growth, which you can use to evaluate the future volatility of the fund. Please check Quaker Impact Growth Risk Adjusted Performance of 0.088, semi deviation of 1.48, and Coefficient Of Variation of 1434.84 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
Quaker Impact 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 Quaker daily returns, and it is calculated using variance and standard deviation. We also use Quaker's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Quaker Impact volatility.

30 Days Market Risk

Somewhat reliable

Chance of Distress

Very Low

30 Days Economic Sensitivity

Almost mirrors the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Quaker Impact 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 Quaker Impact at lower prices. For example, an investor can purchase Quaker 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 Quaker Impact'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 Quaker Impact

0.99VITSXVanguard Index TrustPairCorr
0.99VSTSXVanguard Total StockPairCorr
0.91VTSAXVanguard Total StockPairCorr
0.99VSMPXVanguard Total StockPairCorr
0.91VTSMXVanguard Index TrustPairCorr
0.91VFINXVanguard Index Trust Low VolatilityPairCorr
0.99VFFSXVanguard 500 Index Low VolatilityPairCorr

Quaker Impact Market Sensitivity And Downside Risk

Quaker Impact's beta coefficient measures the volatility of Quaker 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 Quaker mutual fund's returns against your selected market. In other words, Quaker Impact's beta of 0.0832 provides an investor with an approximation of how much risk Quaker Impact mutual fund can potentially add to one of your existing portfolios.
Quaker Impact Growth has relatively low volatility with skewness of -0.6 and kurtosis of 0.99. However, we advise all investors to independently investigate Quaker Impact Growth 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 Quaker Impact'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 Quaker Impact'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 Quaker Impact Growth Demand Trend
Check current 90 days Quaker Impact correlation with market (DOW)

Quaker Beta

Quaker 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 Quaker Impact's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Quaker Impact's daily returns or price. Since the actual investment returns on holding a position in quaker 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 Quaker Impact.

Quaker Impact Growth Mutual Fund Volatility Analysis

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

Historical Volatility

This type of fund volatility measures Quaker Impact's fluctuations based on previous trends. It's commonly used to predict Quaker Impact'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 Quaker Impact's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Quaker Impact's to be redeemed at a future date.
The output start index for this execution was zero with a total number of output elements of sixty-one. Quaker Impact 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.

Quaker Impact Projected Return Density Against Market

Assuming the 90 days horizon Quaker Impact has a beta of 0.0832 indicating as returns on the market go up, Quaker Impact average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Quaker Impact Growth 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 Quaker Impact or Community Capital Management 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 Quaker Impact'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 Quaker 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 an alpha of 0.0891, implying that it can generate a 0.0891 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
Quaker Impact's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how quaker 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 a Quaker Impact 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.

Quaker Impact 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 Quaker Impact or Community Capital Management 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 Quaker Impact'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 Quaker 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 Quaker Impact is 1271.42. The daily returns are distributed with a variance of 2.11 and standard deviation of 1.45. The mean deviation of Quaker Impact Growth is currently at 1.08. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
Alpha over DOW
Beta against DOW0.08
Overall volatility
Information ratio 0.0111

Quaker Impact Mutual Fund Return Volatility

Quaker Impact historical daily return volatility represents how much of Quaker Impact fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.4537% volatility of returns over 90 . By contrast, DOW inherits 1.1562% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 

About Quaker Impact Volatility

Volatility is a rate at which the price of Quaker Impact 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 Quaker Impact may increase or decrease. In other words, similar to Quaker's beta indicator, it measures the risk of Quaker Impact and helps estimate the fluctuations that may happen in a short period of time. So if prices of Quaker Impact 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 funds principal holdings are large companies that the funds adviser expects to demonstrate long term ability to compound earnings at higher rates than the broader market, regardless of industry. Quaker Impact is traded on NASDAQ Exchange in the United States.

Quaker Impact Investment Opportunity

Quaker Impact Growth has a volatility of 1.45 and is 1.25 times more volatile than DOW. 12  of all equities and portfolios are less risky than Quaker Impact. Compared to the overall equity markets, volatility of historical daily returns of Quaker Impact Growth is lower than 12 () of all global equities and portfolios over the last 90 days. Use Quaker Impact Growth 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 Quaker Impact to be traded at $45.16 in 90 days.

Significant diversification

The correlation between Quaker Impact Growth and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quaker Impact Growth and DJI in the same portfolio, assuming nothing else is changed.

Quaker Impact Additional Risk Indicators

The analysis of Quaker Impact'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 Quaker Impact's investment and either accepting that risk or mitigating it. Along with some common measures of Quaker Impact 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.
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.

Quaker Impact 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.
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 Quaker Impact 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. Quaker Impact'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, Quaker Impact'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 Quaker Impact Growth.
Please see Your Equity Center. Note that the Quaker Impact Growth information on this page should be used as a complementary analysis to other Quaker Impact'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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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Please note, there is a significant difference between Quaker Impact's value and its price as these two are different measures arrived at by different means. Investors typically determine Quaker Impact value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quaker Impact'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.