Federated Mutual Fund Volatility

QASCX
 Fund
  

USD 19.21  0.34  1.80%   

Federated Mdt Small secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the fund had -0.11% of return per unit of risk over the last 3 months. Macroaxis standpoint towards 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. Federated Mdt Small exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Federated Mdt Small coefficient of variation of (658.59), and Mean Deviation of 1.71 to check the risk estimate we provide.
  
Refresh
Federated Mdt 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 Federated daily returns, and it is calculated using variance and standard deviation. We also use Federated's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Federated Mdt volatility.

390 Days Market Risk

Out of control

Chance of Distress

Below Average

390 Days Economic Sensitivity

Moves indifferently to market moves
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Federated Mdt 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 Federated Mdt at lower prices. For example, an investor can purchase Federated 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 Federated Mdt'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 Federated Mdt

1.0VSMAXVanguard Small CapPairCorr
1.0VSCPXVanguard Small-Cap IndexPairCorr
1.0NAESXVanguard Index TrustPairCorr
1.0VSCIXVanguard Index TrustPairCorr
1.0FSSNXFidelity Small CapPairCorr
0.99DFSTXDfa US SmallPairCorr
0.99PRSVXT Rowe PricePairCorr

Moving against Federated Mdt

0.71AHLIXAmerican Beacon AhlPairCorr
0.7AHLYXAmerican Beacon AhlPairCorr
0.7AHLAXAmerican Beacon AhlPairCorr
0.68AHLCXAmerican Beacon AhlPairCorr

Federated Mdt Market Sensitivity And Downside Risk

Federated Mdt's beta coefficient measures the volatility of Federated 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 Federated mutual fund's returns against your selected market. In other words, Federated Mdt's beta of 1.28 provides an investor with an approximation of how much risk Federated Mdt mutual fund can potentially add to one of your existing portfolios.
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.
3 Months Beta |Analyze Federated Mdt Small Demand Trend
Check current 90 days Federated Mdt correlation with market (DOW)

Federated Beta

    
  1.28  
Federated 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

    
  2.14  
It is essential to understand the difference between upside risk (as represented by Federated Mdt's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Federated Mdt stock's daily returns or price. Since the actual investment returns on holding a position in Federated Mdt 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 Federated Mdt.

Federated Mdt Small Mutual Fund Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Federated Mdt's fluctuations based on previous trends. It's commonly used to predict Federated Mdt'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 Federated Mdt'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. Federated Mdt Small 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.
.

Federated Mdt Projected Return Density Against Market

Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.2824 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Federated Mdt 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 Federated Mdt or Federated 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 Federated Mdt 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 Federated 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. Federated Mdt Small is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Federated Mdt's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Federated Mdt 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.

Federated Mdt 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 Federated Mdt or Federated 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 Federated Mdt 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 Federated 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 Federated Mdt is -876.94. The daily returns are distributed with a variance of 4.58 and standard deviation of 2.14. The mean deviation of Federated Mdt Small is currently at 1.72. For similar time horizon, the selected benchmark (DOW) has volatility of 1.42
α
Alpha over DOW
-0.08
β
Beta against DOW1.28
σ
Overall volatility
2.14
Ir
Information ratio -0.07

Federated Mdt Mutual Fund Return Volatility

Federated Mdt historical daily return volatility represents how much Federated Mdt 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 2.1402% volatility of returns over 90 . By contrast, DOW inherits 1.4875% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Federated Mdt Volatility

Volatility is a rate at which the price of Federated Mdt 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 Federated Mdt may increase or decrease. In other words, similar to Federated's beta indicator, it measures the risk of Federated Mdt and helps estimate the fluctuations that may happen in a short period of time. So if prices of Federated Mdt 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 the common stock of small U.S. companies. Federated Mdt is traded on NASDAQ Exchange in the United States.

Federated Mdt Investment Opportunity

Federated Mdt Small has a volatility of 2.14 and is 1.44 times more volatile than DOW. 18  of all equities and portfolios are less risky than Federated Mdt. Compared to the overall equity markets, volatility of historical daily returns of Federated Mdt Small is lower than 18 () of all global equities and portfolios over the last 90 days. Use Federated Mdt Small to enhance the returns of your portfolios. The mutual fund experiences a large bullish trend. Check odds of Federated Mdt to be traded at $21.13 in 90 days. . 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.

Very poor diversification

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

Federated Mdt Additional Risk Indicators

The analysis of Federated Mdt'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 Federated Mdt's investment and either accepting that risk or mitigating it. Along with some common measures of Federated Mdt 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(0.21)
Market Risk Adjusted Performance(0.25)
Mean Deviation1.71
Coefficient Of Variation(658.59)
Standard Deviation2.1
Variance4.42
Information Ratio(0.07)
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.

Federated Mdt 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.
China Life vs. Federated Mdt
Ultrashort MSCI vs. Federated Mdt
Bidvest vs. Federated Mdt
Definitive Healthcare vs. Federated Mdt
Kura Oncology vs. Federated Mdt
Microsoft Corp vs. Federated Mdt
Citigroup vs. Federated Mdt
Otp Bank vs. Federated Mdt
Visa vs. Federated Mdt
Chemocentryx vs. Federated Mdt
Ollies Bargain vs. Federated Mdt
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 Federated Mdt 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. Federated Mdt'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, Federated Mdt'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 Federated Mdt Small.
Please see Your Equity Center. 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.

Complementary Tools for Federated Mutual Fund analysis

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.
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Please note, there is a significant difference between Federated Mdt's value and its price as these two are different measures arrived at by different means. Investors typically determine Federated Mdt value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Federated Mdt'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.