Federated Hermes Etf Performance
| FTRB Etf | 24.94 0.02 0.08% |
The etf shows a Beta (market volatility) of -0.0645, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federated Hermes are expected to decrease at a much lower rate. During the bear market, Federated Hermes is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Federated Hermes ETF has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Federated Hermes is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Federated Hermes Relative Risk vs. Return Landscape
If you would invest 2,546 in Federated Hermes ETF on August 26, 2024 and sell it today you would lose (52.00) from holding Federated Hermes ETF or give up 2.04% of portfolio value over 90 days. Federated Hermes ETF is currently does not generate positive expected returns and assumes 0.2904% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Federated, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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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 = -0.1079
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Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Federated Hermes is not performing at its full potential. However, 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 Federated Hermes to a well-diversified portfolio.
About Federated Hermes Performance
By analyzing Federated Hermes' fundamental ratios, stakeholders can gain valuable insights into Federated Hermes' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. 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.
Federated Hermes is entity of United States. It is traded as Etf on NYSE ARCA exchange.| Federated Hermes ETF generated a negative expected return over the last 90 days |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Federated Hermes ETF. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
The market value of Federated Hermes ETF is measured differently than its book value, which is the value of Federated that is recorded on the company's balance sheet. Investors also form their own opinion of Federated Hermes' value that differs from its market value or its book value, called intrinsic value, which is Federated Hermes' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Federated Hermes' market value can be influenced by many factors that don't directly affect Federated Hermes' underlying business (such as a pandemic or basic market pessimism), market value can vary widely 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. 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.