Federated Hermes Fund Market Value

FCBRX Fund  USD 6.21  0.04  0.65%   
Federated Hermes' market value is the price at which a share of Federated Hermes trades on a public exchange. It measures the collective expectations of Federated Hermes investors about its performance. Federated Hermes is trading at 6.21 as of the 26th of February 2025; that is 0.65 percent up since the beginning of the trading day. The fund's open price was 6.17.
With this module, you can estimate the performance of a buy and hold strategy of Federated Hermes and determine expected loss or profit from investing in Federated Hermes over a given investment horizon. Check out Federated Hermes Correlation, Federated Hermes Volatility and Federated Hermes Alpha and Beta module to complement your research on Federated Hermes.
Symbol

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

Federated Hermes 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Federated Hermes' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Federated Hermes.
0.00
06/01/2024
No Change 0.00  0.0 
In 8 months and 27 days
02/26/2025
0.00
If you would invest  0.00  in Federated Hermes on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Federated Hermes or generate 0.0% return on investment in Federated Hermes over 270 days. Federated Hermes is related to or competes with Prudential Emerging. The fund invests primarily in a diversified portfolio of U.S More

Federated Hermes Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Federated Hermes' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Federated Hermes upside and downside potential and time the market with a certain degree of confidence.

Federated Hermes Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Hermes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Hermes' standard deviation. In reality, there are many statistical measures that can use Federated Hermes historical prices to predict the future Federated Hermes' volatility.
Hype
Prediction
LowEstimatedHigh
5.856.216.57
Details
Intrinsic
Valuation
LowRealHigh
5.826.186.54
Details
Naive
Forecast
LowNextHigh
5.896.246.60
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
6.066.126.18
Details

Federated Hermes Backtested Returns

At this stage we consider Federated Mutual Fund to be very steady. Federated Hermes secures Sharpe Ratio (or Efficiency) of 0.0251, which denotes the fund had a 0.0251 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Hermes, which you can use to evaluate the volatility of the entity. Please confirm Federated Hermes' Coefficient Of Variation of 3978.8, downside deviation of 0.4133, and Mean Deviation of 0.2655 to check if the risk estimate we provide is consistent with the expected return of 0.009%. The fund shows a Beta (market volatility) of 0.15, which means not very significant fluctuations relative to the market. 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.

Auto-correlation

    
  -0.41  

Modest reverse predictability

Federated Hermes has modest reverse predictability. Overlapping area represents the amount of predictability between Federated Hermes time series from 1st of June 2024 to 14th of October 2024 and 14th of October 2024 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Federated Hermes price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Federated Hermes price fluctuation can be explain by its past prices.
Correlation Coefficient-0.41
Spearman Rank Test-0.21
Residual Average0.0
Price Variance0.0

Federated Hermes lagged returns against current returns

Autocorrelation, which is Federated Hermes mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Federated Hermes' mutual fund expected returns. We can calculate the autocorrelation of Federated Hermes returns to help us make a trade decision. For example, suppose you find that Federated Hermes has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Federated Hermes regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Federated Hermes mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federated Hermes mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federated Hermes mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Federated Hermes Lagged Returns

When evaluating Federated Hermes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federated Hermes mutual fund have on its future price. Federated Hermes autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Federated Hermes autocorrelation shows the relationship between Federated Hermes mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Federated Hermes.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in Federated Mutual Fund

Federated Hermes financial ratios help investors to determine whether Federated Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Federated with respect to the benefits of owning Federated Hermes security.
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