Fm Compoundr Aggregate Etf Volatility
| CPAG Etf | 102.68 0.04 0.04% |
At this point, Fm Compoundr is very steady. Fm Compoundr Aggregate retains Efficiency (Sharpe Ratio) of 0.0435, which denotes the etf had a 0.0435 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Fm Compoundr, which you can use to evaluate the volatility of the entity. Please confirm Fm Compoundr's Market Risk Adjusted Performance of 0.017, standard deviation of 0.1788, and Downside Deviation of 0.174 to check if the risk estimate we provide is consistent with the expected return of 0.0075%.
Sharpe Ratio = 0.0435
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CPAG |
Based on monthly moving average Fm Compoundr is performing at about 3% 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 Fm Compoundr by adding it to a well-diversified portfolio.
Key indicators related to Fm Compoundr's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Fm Compoundr Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of CPAG daily returns, and it is calculated using variance and standard deviation. We also use CPAG's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Fm Compoundr volatility.
Downward market volatility can be a perfect environment for investors who play the long game with Fm Compoundr. They may decide to buy additional shares of Fm Compoundr at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with CPAG Etf
| 0.98 | BND | Vanguard Total Bond | PairCorr |
| 0.97 | AGG | iShares Core Aggregate | PairCorr |
| 0.93 | BIV | Vanguard Intermediate | PairCorr |
| 0.97 | SPAB | SPDR Portfolio Aggregate | PairCorr |
| 0.98 | EAGG | iShares ESG Aggregate | PairCorr |
| 0.95 | FLCB | Franklin Templeton ETF | PairCorr |
| 0.97 | UITB | VictoryShares USAA Core | PairCorr |
| 0.94 | DFCF | Dimensional ETF Trust | PairCorr |
| 0.71 | JAGG | JPMorgan BetaBuilders | PairCorr |
| 0.97 | AGGY | WisdomTree Yield Enhanced | PairCorr |
| 0.66 | AHYB | American Century ETF | PairCorr |
| 0.62 | BINC | BlackRock ETF Trust | PairCorr |
Moving against CPAG Etf
| 0.53 | VXX | iPath Series B | PairCorr |
| 0.53 | VIXY | ProShares VIX Short | PairCorr |
| 0.49 | VIXM | ProShares VIX Mid | PairCorr |
| 0.48 | VXZ | iPath Series B | PairCorr |
| 0.34 | YCL | ProShares Ultra Yen | PairCorr |
| 0.31 | PLTI | REX ETF Trust | PairCorr |
Fm Compoundr Market Sensitivity And Downside Risk
Fm Compoundr's beta coefficient measures the volatility of CPAG etf compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents CPAG etf's returns against your selected market. In other words, Fm Compoundr's beta of 0.0538 provides an investor with an approximation of how much risk Fm Compoundr etf can potentially add to one of your existing portfolios. Fm Compoundr Aggregate exhibits very low volatility with skewness of -0.01 and kurtosis of -0.11. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Fm Compoundr's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Fm Compoundr's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Fm Compoundr Aggregate Demand TrendCheck current 90 days Fm Compoundr correlation with market (Dow Jones Industrial)Fm Compoundr Volatility and Downside Risk
CPAG standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Fm Compoundr Aggregate Etf Volatility Analysis
Volatility refers to the frequency at which Fm Compoundr etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Fm Compoundr's price changes. Investors will then calculate the volatility of Fm Compoundr's etf to predict their future moves. A etf that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A etf with relatively stable price changes has low volatility. A highly volatile etf is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Fm Compoundr's volatility:
Historical Volatility
This type of etf volatility measures Fm Compoundr's fluctuations based on previous trends. It's commonly used to predict Fm Compoundr's future behavior based on its past. However, it cannot conclusively determine the future direction of the etf.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Fm Compoundr's current market price. This means that the etf will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Fm Compoundr's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Fm Compoundr Aggregate Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Fm Compoundr Projected Return Density Against Market
Given the investment horizon of 90 days Fm Compoundr has a beta of 0.0538 suggesting as returns on the market go up, Fm Compoundr average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Fm Compoundr Aggregate will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Fm Compoundr or Intermediate Core Bond sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Fm Compoundr's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a CPAG etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Predicted Return Density |
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What Drives a Fm Compoundr Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Fm Compoundr Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Fm Compoundr is 2300.92. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.17. The mean deviation of Fm Compoundr Aggregate is currently at 0.14. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0044 | |
β | Beta against Dow Jones | 0.05 | |
σ | Overall volatility | 0.17 | |
Ir | Information ratio | -0.49 |
Fm Compoundr Etf Return Volatility
Fm Compoundr historical daily return volatility represents how much of Fm Compoundr etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The Exchange Traded Fund inherits 0.1716% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8099% volatility on return distribution over the 90 days horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Fm Compoundr Competition Risk-Adjusted Indicators
There is a big difference between CPAG Etf performing well and Fm Compoundr ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Fm Compoundr's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.52 | 0.08 | 0.03 | 0.22 | 1.50 | 3.43 | 13.69 | |||
| MSFT | 1.36 | (0.35) | 0.00 | (0.76) | 0.00 | 1.90 | 13.28 | |||
| UBER | 1.48 | (0.41) | 0.00 | (0.68) | 0.00 | 2.41 | 11.09 | |||
| F | 1.21 | 0.03 | 0.02 | 0.12 | 1.19 | 3.38 | 7.16 | |||
| T | 0.94 | 0.16 | 0.08 | 1.67 | 0.82 | 2.02 | 5.31 | |||
| A | 1.21 | (0.31) | 0.00 | (0.16) | 0.00 | 2.90 | 7.85 | |||
| CRM | 1.68 | (0.49) | 0.00 | (0.35) | 0.00 | 2.94 | 12.37 | |||
| JPM | 1.20 | 0.10 | (0.01) | (0.27) | 1.67 | 2.34 | 7.38 | |||
| MRK | 1.31 | 0.47 | 0.32 | 0.81 | 0.99 | 3.59 | 8.09 | |||
| XOM | 1.18 | 0.43 | 0.27 | 3.64 | 0.93 | 2.69 | 5.85 |
About Fm Compoundr Volatility
Volatility is a rate at which the price of Fm Compoundr or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Fm Compoundr may increase or decrease. In other words, similar to CPAG's beta indicator, it measures the risk of Fm Compoundr and helps estimate the fluctuations that may happen in a short period of time. So if prices of Fm Compoundr fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.3 ways to utilize Fm Compoundr's volatility to invest better
Higher Fm Compoundr's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Fm Compoundr Aggregate etf is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Fm Compoundr Aggregate etf volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Fm Compoundr Aggregate investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Fm Compoundr's etf can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Fm Compoundr's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Fm Compoundr Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.81 and is 4.76 times more volatile than Fm Compoundr Aggregate. Compared to the overall equity markets, volatility of historical daily returns of Fm Compoundr Aggregate is lower than 1 percent of all global equities and portfolios over the last 90 days. You can use Fm Compoundr Aggregate to enhance the returns of your portfolios. The etf experiences a normal upward fluctuation. Check odds of Fm Compoundr to be traded at 107.81 in 90 days.Very weak diversification
The correlation between Fm Compoundr Aggregate and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fm Compoundr Aggregate and DJI in the same portfolio, assuming nothing else is changed.
Fm Compoundr Additional Risk Indicators
The analysis of Fm Compoundr's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Fm Compoundr's investment and either accepting that risk or mitigating it. Along with some common measures of Fm Compoundr etf's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0117 | |||
| Market Risk Adjusted Performance | 0.017 | |||
| Mean Deviation | 0.1413 | |||
| Semi Deviation | 0.1271 | |||
| Downside Deviation | 0.174 | |||
| Coefficient Of Variation | 1723.89 | |||
| Standard Deviation | 0.1788 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential etfs, we recommend comparing similar etfs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Fm Compoundr Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Fm Compoundr as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Fm Compoundr's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Fm Compoundr's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Fm Compoundr Aggregate.
When determining whether Fm Compoundr Aggregate is a strong investment it is important to analyze Fm Compoundr's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Fm Compoundr's future performance. For an informed investment choice regarding CPAG Etf, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Fm Compoundr Aggregate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
The market value of Fm Compoundr Aggregate is measured differently than its book value, which is the value of CPAG that is recorded on the company's balance sheet. Investors also form their own opinion of Fm Compoundr's value that differs from its market value or its book value, called intrinsic value, which is Fm Compoundr's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Fm Compoundr's market value can be influenced by many factors that don't directly affect Fm Compoundr's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Fm Compoundr's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Fm Compoundr should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Fm Compoundr's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.