Hunter Small Cap Fund Volatility
| HSCVX Fund | USD 12.36 0.02 0.16% |
Hunter Small Cap holds Efficiency (Sharpe) Ratio of -0.0273, which attests that the entity had a -0.0273% return per unit of risk over the last 3 months. Hunter Small Cap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hunter Small's Standard Deviation of 1.04, market risk adjusted performance of (0.13), and Risk Adjusted Performance of 0.0018 to validate the risk estimate we provide. Key indicators related to Hunter Small's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Hunter Small 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 Hunter daily returns, and it is calculated using variance and standard deviation. We also use Hunter's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Hunter Small volatility.
Hunter |
Downward market volatility can be a perfect environment for investors who play the long game with Hunter Small. They may decide to buy additional shares of Hunter Small at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Hunter Mutual Fund
| 0.99 | VSIIX | Vanguard Small Cap | PairCorr |
| 0.94 | VISVX | Vanguard Small Cap | PairCorr |
| 0.92 | DFSVX | Us Small Cap | PairCorr |
| 0.96 | DFFVX | Us Targeted Value | PairCorr |
| 0.89 | UBVCX | Undiscovered Managers | PairCorr |
| 0.97 | UBVAX | Undiscovered Managers | PairCorr |
Moving against Hunter Mutual Fund
| 0.57 | RYMEX | Commodities Strategy | PairCorr |
| 0.57 | RYMJX | Commodities Strategy | PairCorr |
| 0.57 | RYMBX | Commodities Strategy | PairCorr |
| 0.56 | DFTPX | Dfa Target Value | PairCorr |
| 0.56 | DFTVX | Dfa Inv Dimensions | PairCorr |
Hunter Small Market Sensitivity And Downside Risk
Hunter Small's beta coefficient measures the volatility of Hunter 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 Hunter mutual fund's returns against your selected market. In other words, Hunter Small's beta of 0.0761 provides an investor with an approximation of how much risk Hunter Small mutual fund can potentially add to one of your existing portfolios. Hunter Small Cap exhibits very low volatility with skewness of 1.06 and kurtosis of 6.65. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Hunter Small'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 Hunter Small'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 Hunter Small Cap Demand TrendCheck current 90 days Hunter Small correlation with market (Dow Jones Industrial)Hunter Beta |
Hunter 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.
Standard Deviation | 1.04 |
It is essential to understand the difference between upside risk (as represented by Hunter Small's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Hunter Small's daily returns or price. Since the actual investment returns on holding a position in hunter mutual fund tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Hunter Small.
Hunter Small Cap Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Hunter Small fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Hunter Small's price changes. Investors will then calculate the volatility of Hunter Small'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 Hunter Small's volatility:
Historical Volatility
This type of fund volatility measures Hunter Small's fluctuations based on previous trends. It's commonly used to predict Hunter Small'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 Hunter Small'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 Hunter Small'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. Hunter Small Cap 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.
Hunter Small Projected Return Density Against Market
Assuming the 90 days horizon Hunter Small has a beta of 0.0761 . This usually indicates as returns on the market go up, Hunter Small average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Hunter Small Cap 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 Hunter Small or HUNTER FUNDS 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 Hunter Small'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 Hunter 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.
Hunter Small Cap has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Hunter Small 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 many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Hunter Small Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Hunter Small is -3661.74. The daily returns are distributed with a variance of 1.08 and standard deviation of 1.04. The mean deviation of Hunter Small Cap is currently at 0.67. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.01 | |
β | Beta against Dow Jones | 0.08 | |
σ | Overall volatility | 1.04 | |
Ir | Information ratio | -0.03 |
Hunter Small Mutual Fund Return Volatility
Hunter Small historical daily return volatility represents how much of Hunter Small fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.037% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7954% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Hunter Small Volatility
Volatility is a rate at which the price of Hunter Small 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 Hunter Small may increase or decrease. In other words, similar to Hunter's beta indicator, it measures the risk of Hunter Small and helps estimate the fluctuations that may happen in a short period of time. So if prices of Hunter Small 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 fund pursues its objective by investing, under normal circumstances, at least 80 percent of its net assets in a diversified portfolio consisting primarily of equity securities, such as common stocks, of issuers with small market capitalizations. The fund currently defines a small capitalization company as one whose market capitalization, at the time of purchase, is within the range of the market capitalizations of companies in the Russell 2000 Value Index.
Hunter Small'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 Hunter Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Hunter Small's price varies over time.
3 ways to utilize Hunter Small's volatility to invest better
Higher Hunter Small's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Hunter Small Cap 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. Hunter Small Cap 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 Hunter Small Cap investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Hunter Small'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 Hunter Small's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Hunter Small Investment Opportunity
Hunter Small Cap has a volatility of 1.04 and is 1.3 times more volatile than Dow Jones Industrial. 9 percent of all equities and portfolios are less risky than Hunter Small. You can use Hunter Small Cap to enhance the returns of your portfolios. The mutual fund experiences a normal upward fluctuation. Check odds of Hunter Small to be traded at $12.98 in 90 days.Significant diversification
The correlation between Hunter Small Cap and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Hunter Small Cap and DJI in the same portfolio, assuming nothing else is changed.
Hunter Small Additional Risk Indicators
The analysis of Hunter Small'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 Hunter Small's investment and either accepting that risk or mitigating it. Along with some common measures of Hunter Small 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 | 0.0018 | |||
| Market Risk Adjusted Performance | (0.13) | |||
| Mean Deviation | 0.6948 | |||
| Coefficient Of Variation | (133,417) | |||
| Standard Deviation | 1.04 | |||
| Variance | 1.09 | |||
| Information Ratio | (0.03) |
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.
Hunter Small 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 Hunter Small 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. Hunter Small'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, Hunter Small'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 Hunter Small Cap.
Other Information on Investing in Hunter Mutual Fund
Hunter Small financial ratios help investors to determine whether Hunter 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 Hunter with respect to the benefits of owning Hunter Small security.
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