Federated Hermes Intermediate Fund Market Value
| ICBRX Fund | 8.72 0.01 0.11% |
| Symbol | Federated |
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.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Federated Hermes on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Hermes Intermediate or generate 0.0% return on investment in Federated Hermes over 90 days. Federated Hermes is related to or competes with Multisector Bond, Morningstar Defensive, Nuveen Intermediate, Ashmore Emerging, Transamerica Intermediate, Old Westbury, and Barings Active. The fund invests in a diversified portfolio of investment-grade, fixed-income securities consisting primarily of corpora... 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 Intermediate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1716 | |||
| Information Ratio | (0.51) | |||
| Maximum Drawdown | 0.4624 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.2304 |
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 | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.42) | |||
| Treynor Ratio | (0.06) |
Federated Hermes January 25, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.05) | |||
| Mean Deviation | 0.1159 | |||
| Semi Deviation | 0.1036 | |||
| Downside Deviation | 0.1716 | |||
| Coefficient Of Variation | 1977.99 | |||
| Standard Deviation | 0.1397 | |||
| Variance | 0.0195 | |||
| Information Ratio | (0.51) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.42) | |||
| Treynor Ratio | (0.06) | |||
| Maximum Drawdown | 0.4624 | |||
| Value At Risk | (0.23) | |||
| Potential Upside | 0.2304 | |||
| Downside Variance | 0.0295 | |||
| Semi Variance | 0.0107 | |||
| Expected Short fall | (0.14) | |||
| Skewness | (0.33) | |||
| Kurtosis | (0.66) |
Federated Hermes Int Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Hermes Int secures Sharpe Ratio (or Efficiency) of 0.0532, which denotes the fund had a 0.0532 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Hermes Intermediate, which you can use to evaluate the volatility of the entity. Please confirm Federated Hermes' Mean Deviation of 0.1159, downside deviation of 0.1716, and Coefficient Of Variation of 1977.99 to check if the risk estimate we provide is consistent with the expected return of 0.0075%. The fund shows a Beta (market volatility) of 0.047, 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 | 0.04 |
Virtually no predictability
Federated Hermes Intermediate has virtually no predictability. Overlapping area represents the amount of predictability between Federated Hermes time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 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 Int price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Federated Hermes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |