Federated Emerging Market Fund Volatility
Federated Emerging's realized and implied volatility are covered along with the standard risk metrics derived from them. The fund shows minimal price volatility over the last 3 months.
Mutual Fund Volatility Analysis
Volatility describes the degree to which Federated Emerging mutual fund price fluctuates in either direction. It captures how much Federated Emerging's price fluctuates, which is relevant to allocation calibration. Volatility in Federated Emerging reflects the degree of uncertainty around Federated Emerging's mutual fund price. Periods of elevated volatility in Federated Emerging reward disciplined traders while exposing long-term holders to drawdowns.
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Projected Return Density Against Market
Based on a 90-day horizon, Federated Emerging has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and Federated Emerging do not appear to be sensitive.Systematic risk links Federated Emerging to broad mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Federated Emerging Market is an investment fund tracked for its key financial metrics in its sector.
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What Drives Federated Emerging's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Federated sector can move Federated Emerging's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Federated Emerging.Federated Emerging's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Federated Emerging's shares.Mutual Fund Return Volatility
Federated Emerging historical daily return volatility represents how much of Federated Emerging fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.0% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9716% volatility on return distribution over a 90-day investment 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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Risk-Adjusted Indicators
Strong recent returns in Federated Mutual Fund do not always mean Federated Emerging Mutual Fund is outperforming peers on business quality. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| QASGX | 1.21 | 0.12 | 0.06 | -0.41 | 1.50 | 2.58 | 6.74 | |||
| EMDIX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ICRSX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FICMX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FIHBX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FIGTX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FMN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| XFMNX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| XFPTX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility regime for Federated Emerging evaluates whether NAV variability is in a calm, stressed, or transitional phase. Compression regimes can persist, but breakouts from low volatility tend to produce outsized moves.
Federated Emerging Market metrics are compiled from fund disclosures and market reference feeds and normalized before display. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Michael Smolkin, Member of Macroaxis Board of Directors
Volatility Profile Summary
Recent data suggests that Federated Emerging Market is less volatile than Dow Jones Industrial by approximately 0.0x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 0% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Federated Emerging Market exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gains reliability when combined with broader risk controls and volatility-adjusted analysis. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Federated Emerging probability analysis.
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.
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Federated Emerging Suggested Diversification Pairs
A pair-trading setup around Federated Emerging shifts the return benchmark from the broad market to a second position, altering the risk profile. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 Federated Emerging 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. Federated Emerging'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, Federated Emerging'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 Federated Emerging Market.
How a position behaves relative to the rest of the portfolio matters as much as its individual return. The view supports a broader understanding of portfolio structure. Broader economic conditions can influence Federated Emerging Market's mutual fund valuation - related indicators include signals in gross domestic product.Federated Emerging analysis is best read alongside other portfolio and risk tools before reallocating capital. The supplemental views below clarify how Federated Emerging complements or overlaps with existing portfolio holdings. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Related Tools for Federated Mutual Fund
Risk diagnostics for Federated Emerging include volatility metrics and profitability ratios.
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