Federated Hermes Etf Market Value
| FCSH Etf | USD 24.49 0.02 0.08% |
| Symbol | Federated |
Investors evaluate Federated Hermes ETF using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Federated Hermes' intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Federated Hermes' market price to deviate significantly from intrinsic value.
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. Conversely, Federated Hermes' market price signifies the transaction level at which participants voluntarily complete trades.
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' etf 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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Federated Hermes on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Hermes ETF or generate 0.0% return on investment in Federated Hermes over 90 days. Federated Hermes is related to or competes with Cambria Shareholder, IShares ESG, JPMorgan BetaBuilders, Roundhill ETF, IShares Asia, Capital Group, and T Rowe. The fund primarily invests in a diversified portfolio of investment-grade, fixed-income securities consisting primarily ... 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' etf 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 ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0833 | |||
| Information Ratio | (0.91) | |||
| Maximum Drawdown | 0.3683 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1656 |
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.| Risk Adjusted Performance | 0.1157 | |||
| Jensen Alpha | 0.0106 | |||
| Total Risk Alpha | 0.0018 | |||
| Sortino Ratio | (0.93) | |||
| Treynor Ratio | 1.56 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federated Hermes' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Federated Hermes February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1157 | |||
| Market Risk Adjusted Performance | 1.57 | |||
| Mean Deviation | 0.068 | |||
| Downside Deviation | 0.0833 | |||
| Coefficient Of Variation | 401.26 | |||
| Standard Deviation | 0.0852 | |||
| Variance | 0.0073 | |||
| Information Ratio | (0.91) | |||
| Jensen Alpha | 0.0106 | |||
| Total Risk Alpha | 0.0018 | |||
| Sortino Ratio | (0.93) | |||
| Treynor Ratio | 1.56 | |||
| Maximum Drawdown | 0.3683 | |||
| Value At Risk | (0.12) | |||
| Potential Upside | 0.1656 | |||
| Downside Variance | 0.0069 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.1) | |||
| Skewness | 0.4429 | |||
| Kurtosis | 0.4054 |
Federated Hermes ETF Backtested Returns
Federated Hermes is very steady at the moment. Federated Hermes ETF secures Sharpe Ratio (or Efficiency) of 0.25, which denotes the etf had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Federated Hermes ETF, which you can use to evaluate the volatility of the entity. Please confirm Federated Hermes' Standard Deviation of 0.0852, coefficient of variation of 401.26, and Mean Deviation of 0.068 to check if the risk estimate we provide is consistent with the expected return of 0.0209%. The etf shows a Beta (market volatility) of 0.0072, 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 | 0.59 |
Modest predictability
Federated Hermes ETF has modest predictability. Overlapping area represents the amount of predictability between Federated Hermes time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 2026. 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 ETF price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Federated Hermes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Check out Federated Hermes Correlation, Federated Hermes Volatility and Federated Hermes Performance module to complement your research on Federated Hermes. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Federated Hermes technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.