Federated Hermes Etf Performance
| FLCV Etf | 28.93 0.16 0.55% |
The etf shows a Beta (market volatility) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federated Hermes' returns are expected to increase less than the market. However, during the bear market, the loss of holding Federated Hermes is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Federated Hermes ETF are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of fairly unsteady fundamental indicators, Federated Hermes may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Federated |
Federated Hermes Relative Risk vs. Return Landscape
If you would invest 2,624 in Federated Hermes ETF on September 3, 2024 and sell it today you would earn a total of 269.13 from holding Federated Hermes ETF or generate 10.26% return on investment over 90 days. Federated Hermes ETF is currently generating 0.1549% in daily expected returns and assumes 0.6733% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than Federated, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Federated Hermes Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Hermes' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Federated Hermes ETF, and traders can use it to determine the average amount a Federated Hermes' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.23
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | FLCV | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Federated Hermes is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Federated Hermes by adding it to a well-diversified portfolio.
About Federated Hermes Performance
Evaluating Federated Hermes' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Federated Hermes has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Federated Hermes has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Federated Hermes is entity of United States. It is traded as Etf on NYSE ARCA exchange.