Fiera Capital Equity Fund Volatility
| FCUIX Fund | USD 20.38 0.10 0.49% |
At this stage we consider Fiera Mutual Fund to be very steady. Fiera Capital Equity secures Sharpe Ratio (or Efficiency) of 0.0464, which denotes the fund had a 0.0464 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Fiera Capital Equity, which you can use to evaluate the volatility of the entity. Please confirm Fiera Capital's Downside Deviation of 0.6747, mean deviation of 0.504, and Coefficient Of Variation of 2343.71 to check if the risk estimate we provide is consistent with the expected return of 0.0296%.
Sharpe Ratio = 0.0464
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| Negative Returns | FCUIX |
Based on monthly moving average Fiera Capital 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 Fiera Capital by adding it to a well-diversified portfolio.
Key indicators related to Fiera Capital's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Fiera Capital Mutual Fund 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 Fiera daily returns, and it is calculated using variance and standard deviation. We also use Fiera's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Fiera Capital volatility.
Fiera |
Downward market volatility can be a perfect environment for investors who play the long game with Fiera Capital. They may decide to buy additional shares of Fiera Capital at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Fiera Mutual Fund
| 0.76 | APSRX | Fiera Capital Smallmid | PairCorr |
| 0.95 | FCGIX | Fiera Capital Global | PairCorr |
| 0.82 | FCGEX | Fiera Capital Global | PairCorr |
| 0.82 | FCIWX | Fiera Capital Intern | PairCorr |
| 0.86 | FCIUX | Fiera Capital Intern | PairCorr |
| 0.81 | FCIRX | Fiera Capital Intern | PairCorr |
| 0.94 | FCUEX | Fiera Capital Equity | PairCorr |
| 0.84 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.87 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.89 | VTSMX | Vanguard Total Stock | PairCorr |
| 0.84 | VITSX | Vanguard Total Stock | PairCorr |
| 0.89 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.84 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.87 | VFINX | Vanguard 500 Index | PairCorr |
| 0.81 | VFFSX | Vanguard 500 Index | PairCorr |
| 0.87 | VINIX | Vanguard Institutional | PairCorr |
| 0.87 | VIIIX | Vanguard Institutional | PairCorr |
| 0.77 | PFN | Pimco Income Strategy | PairCorr |
| 0.84 | VEVCX | Victory Sycamore Est | PairCorr |
| 0.82 | EELDX | Eaton Vance Emerging | PairCorr |
| 0.79 | GFSIX | Gabelli Global Financial | PairCorr |
| 0.81 | ARDVX | One Choice 2040 | PairCorr |
Fiera Capital Market Sensitivity And Downside Risk
Fiera Capital's beta coefficient measures the volatility of Fiera mutual fund 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 Fiera mutual fund's returns against your selected market. In other words, Fiera Capital's beta of 0.61 provides an investor with an approximation of how much risk Fiera Capital mutual fund can potentially add to one of your existing portfolios. Fiera Capital Equity exhibits relatively low volatility with skewness of -0.16 and kurtosis of 0.48. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Fiera Capital's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Fiera Capital's mutual fund 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 Fiera Capital Equity Demand TrendCheck current 90 days Fiera Capital correlation with market (Dow Jones Industrial)Fiera Capital Volatility and Downside Risk
Fiera 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.
Fiera Capital Equity Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Fiera Capital fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Fiera Capital's price changes. Investors will then calculate the volatility of Fiera Capital's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund 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 Fiera Capital's volatility:
Historical Volatility
This type of fund volatility measures Fiera Capital's fluctuations based on previous trends. It's commonly used to predict Fiera Capital's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Fiera Capital's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Fiera Capital'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. Fiera Capital Equity 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.
Fiera Capital Projected Return Density Against Market
Assuming the 90 days horizon Fiera Capital has a beta of 0.6124 . This usually indicates as returns on the market go up, Fiera Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Fiera Capital Equity 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 Fiera Capital or Fiera Capital 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 Fiera Capital's price will be affected by overall mutual fund 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 Fiera fund'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 |
| Returns |
What Drives a Fiera Capital Price Volatility?
Several factors can influence a fund'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.Fiera Capital Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Fiera Capital is 2156.05. The daily returns are distributed with a variance of 0.41 and standard deviation of 0.64. The mean deviation of Fiera Capital Equity is currently at 0.49. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.03 | |
β | Beta against Dow Jones | 0.61 | |
σ | Overall volatility | 0.64 | |
Ir | Information ratio | -0.1 |
Fiera Capital Mutual Fund Return Volatility
Fiera Capital historical daily return volatility represents how much of Fiera Capital fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.6378% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7778% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
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
There is a big difference between Fiera Mutual Fund performing well and Fiera Capital Mutual Fund 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 Fiera Capital'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GMOWX | 1.03 | 0.37 | 0.20 | (9.32) | 1.04 | 2.52 | 7.24 | |||
| NALFX | 0.64 | 0.14 | 0.06 | (1.86) | 0.62 | 1.59 | 3.50 | |||
| XGNTX | 0.78 | 0.29 | 0.17 | 6.99 | 0.81 | 1.83 | 6.37 | |||
| ALEFX | 0.97 | 0.45 | 0.44 | 1.39 | 0.00 | 1.61 | 19.46 | |||
| DLDCX | 1.01 | 0.35 | 0.24 | 0.50 | 0.95 | 2.02 | 6.26 | |||
| RYEIX | 1.03 | 0.23 | 0.16 | 0.55 | 0.96 | 2.69 | 5.17 | |||
| ICBAX | 1.15 | 0.33 | 0.32 | 0.37 | 0.60 | 2.82 | 12.05 | |||
| SNPIX | 1.06 | (0.29) | 0.00 | 1.04 | 0.00 | 1.89 | 6.18 |
About Fiera Capital Volatility
Volatility is a rate at which the price of Fiera Capital 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 Fiera Capital may increase or decrease. In other words, similar to Fiera's beta indicator, it measures the risk of Fiera Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Fiera Capital 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.The funds subadvisor, seeks to achieve the funds investment objective by investing substantially in a portfolio of U.S. equities. The fund generally expects to focus on issuers with market capitalizations in excess of 1 billion. The fund is non-diversified.
Fiera Capital's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Fiera Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Fiera Capital's price varies over time.
3 ways to utilize Fiera Capital's volatility to invest better
Higher Fiera Capital's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Fiera Capital Equity fund 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. Fiera Capital Equity fund 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 Fiera Capital Equity investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Fiera Capital's fund 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 Fiera Capital's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Fiera Capital Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.78 and is 1.22 times more volatile than Fiera Capital Equity. 5 percent of all equities and portfolios are less risky than Fiera Capital. You can use Fiera Capital Equity to protect your portfolios against small market fluctuations. The mutual fund experiences a normal downward trend and little activity. Check odds of Fiera Capital to be traded at $20.18 in 90 days.Very poor diversification
The correlation between Fiera Capital Equity and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fiera Capital Equity and DJI in the same portfolio, assuming nothing else is changed.
Fiera Capital Additional Risk Indicators
The analysis of Fiera Capital'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 Fiera Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Fiera Capital mutual fund'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 | 0.0318 | |||
| Market Risk Adjusted Performance | 0.0387 | |||
| Mean Deviation | 0.504 | |||
| Semi Deviation | 0.6304 | |||
| Downside Deviation | 0.6747 | |||
| Coefficient Of Variation | 2343.71 | |||
| Standard Deviation | 0.6456 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Fiera Capital 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 Fiera Capital 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. Fiera Capital'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, Fiera Capital'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 Fiera Capital Equity.
Other Information on Investing in Fiera Mutual Fund
Fiera Capital financial ratios help investors to determine whether Fiera 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 Fiera with respect to the benefits of owning Fiera Capital security.
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