Federated Global Allocation Fund Volatility

SBFIX Fund

USD 22.59 0.03 0.13%

At this stage we consider Federated Mutual Fund to be very steady. Federated Global All secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Federated Global Allocation, which you can use to evaluate the volatility of the entity. Please confirm Federated Global's Coefficient Of Variation of 718.4, downside deviation of 0.4733, and Mean Deviation of 0.3622 to check if the risk estimate we provide is consistent with the expected return of 0.0636%.

Sharpe Ratio = 0.1392

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Cash	SBFIX	Average Risk	High Risk	Huge Risk
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Based on monthly moving average Federated Global is performing at about 11% 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 Federated Global by adding it to a well-diversified portfolio.

Key indicators related to Federated Global's volatility include:

30 Days Market Risk

Very steady

Chance Of Distress

Low

30 Days Economic Sensitivity

Follows the market closely

Federated Global 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 Federated daily returns, and it is calculated using variance and standard deviation. We also use Federated's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Federated Global volatility.

Downward market volatility can be a perfect environment for investors who play the long game with Federated Global. They may decide to buy additional shares of Federated Global at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.

Moving together with Federated Mutual Fund

0.9	EMDIX	Federated Emerging Market	Pair Corr
0.93	QKACX	Federated Mdt All	Pair Corr
0.87	QKBGX	Federated Mdt Balanced	Pair Corr
0.65	FRIEX	Federated Hermes Emerging	Pair Corr
0.9	STFSX	Federated Strategic	Pair Corr
0.82	STILX	Federated Strategic	Pair Corr
0.71	FSBCX	Federated Global All	Pair Corr
0.71	FSBKX	Federated Global All	Pair Corr
0.71	FSBLX	Federated Global All	Pair Corr
0.79	QLSGX	Federated Mdt Small	Pair Corr
0.91	QLSCX	Federated Mdt Small	Pair Corr
0.73	FSHIX	Federated Short Inte	Pair Corr
0.66	INISX	Federated Intermediate	Pair Corr
0.69	FSHSX	Federated Short-intermedia	Pair Corr
0.64	FSILX	Federated Short Term	Pair Corr
0.9	FSTKX	Federated Mdt Large	Pair Corr
0.9	FSTLX	Federated Mdt Large	Pair Corr
0.9	FSTRX	Federated Mdt Large	Pair Corr
0.64	FSTYX	Federated Short Term	Pair Corr
0.66	FSTBX	Federated Global All	Pair Corr
0.65	PIEFX	Pnc Emerging Markets	Pair Corr
0.63	SVALX	Federated Strategic Value	Pair Corr

Federated Global Market Sensitivity And Downside Risk

Federated Global's beta coefficient measures the volatility of Federated 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 Federated mutual fund's returns against your selected market. In other words, Federated Global's beta of 0.5 provides an investor with an approximation of how much risk Federated Global mutual fund can potentially add to one of your existing portfolios. Federated Global Allocation exhibits very low volatility with skewness of -0.32 and kurtosis of 0.0. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Federated Global'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 Federated Global'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.

Check current 90 days Federated Global correlation with market (Dow Jones Industrial)

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3 Months Beta |Analyze Federated Global All Demand Trend

Check current 90 days Federated Global correlation with market (Dow Jones Industrial)

Federated Global Volatility and Downside Risk

Federated 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.

Federated Global All Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Federated Global fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Federated Global's price changes. Investors will then calculate the volatility of Federated Global'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 Federated Global's volatility:

Historical Volatility

This type of fund volatility measures Federated Global's fluctuations based on previous trends. It's commonly used to predict Federated Global'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 Federated Global'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 Federated Global'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. Federated Global All 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.

Federated Global Projected Return Density Against Market

Assuming the 90 days horizon Federated Global has a beta of 0.4973 . This usually implies as returns on the market go up, Federated Global average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Federated Global Allocation 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 Federated Global or Federated 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 Federated Global'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 Federated 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.

Federated Global Allocation has an alpha of 0.0087, implying that it can generate a 0.0087 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).

Predicted Return Density

Returns

Federated Global's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how federated mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Federated Global 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.

Federated Global Mutual Fund Risk Measures

Assuming the 90 days horizon the coefficient of variation of Federated Global is 718.4. The daily returns are distributed with a variance of 0.21 and standard deviation of 0.46. The mean deviation of Federated Global Allocation is currently at 0.36. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.69

α	Alpha over Dow Jones	0.01	Details
β	Beta against Dow Jones	0.50	Details
σ	Overall volatility	0.46	Details
Ir	Information ratio	-0.08	Details

Federated Global Mutual Fund Return Volatility

Federated Global historical daily return volatility represents how much of Federated Global fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.4572% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.6944% volatility on return distribution over the 90 days horizon.

Performance

Timeline

Related Correlations Analysis

	AGD	BGH	TLGAX	FSCCX	EDIIX	MMD	CAF	SAISX	JOF
AGD		0.61	0.28	0.7	0.4	0.51	0.67	0.81	0.76	AGD
BGH	0.61		0.44	0.7	0.59	0.24	0.73	0.79	0.7	BGH
TLGAX	0.28	0.44		0.34	0.27	0.45	0.37	0.3	0.13	TLGAX
FSCCX	0.7	0.7	0.34		0.53	0.27	0.68	0.89	0.81	FSCCX
EDIIX	0.4	0.59	0.27	0.53		0.34	0.62	0.64	0.61	EDIIX
MMD	0.51	0.24	0.45	0.27	0.34		0.47	0.39	0.33	MMD
CAF	0.67	0.73	0.37	0.68	0.62	0.47		0.86	0.8	CAF
SAISX	0.81	0.79	0.3	0.89	0.64	0.39	0.86		0.96	SAISX
JOF	0.76	0.7	0.13	0.81	0.61	0.33	0.8	0.96		JOF
	AGD	BGH	TLGAX	FSCCX	EDIIX	MMD	CAF	SAISX	JOF

Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Global 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 Federated Global'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
AGD	1.11	0.09	0.03	0.29	1.21	(1.28)	2.09	(2.46)	6.58
BGH	0.39	0.03	(0.07)	0.19	0.43	(0.42)	0.87	(0.67)	2.73
TLGAX	0.81	0.02	(0.05)	0.17	1.09	(0.83)	1.48	(1.97)	5.37
FSCCX	0.74	0.01	0.01	0.10	0.79	(0.84)	1.71	(1.35)	4.05
EDIIX	0.36	0.05	0.01	0.18	0.21	(0.42)	0.86	(0.76)	2.15
MMD	0.24	0.01	(0.24)	0.14	0.21	(0.28)	0.48	(0.47)	1.35
CAF	0.97	0.15	0.09	0.44	0.86	(1.20)	2.28	(1.77)	6.75
SAISX	0.54	0.07	0.04	0.20	0.52	(0.61)	1.20	(1.06)	2.61
JOF	0.68	0.12	0.07	0.45	0.58	(0.73)	1.39	(1.18)	4.16

About Federated Global Volatility

Volatility is a rate at which the price of Federated Global 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 Federated Global may increase or decrease. In other words, similar to Federated's beta indicator, it measures the risk of Federated Global and helps estimate the fluctuations that may happen in a short period of time. So if prices of Federated Global 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 will invest in a diversified mix of various asset classes, which may include, but are not limited to, equity and fixed-income investments, in any proportion. Federated Global is traded on NASDAQ Exchange in the United States.

Federated Global'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 Federated Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Federated Global's price varies over time.

3 ways to utilize Federated Global's volatility to invest better

Higher Federated Global's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Federated Global All 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. Federated Global All 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 Federated Global All investment. A higher volatility means higher risk and potentially larger changes in value.
Identifying Opportunities: High volatility in Federated Global'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 Federated Global's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Federated Global Investment Opportunity

Dow Jones Industrial has a standard deviation of returns of 0.69 and is 1.5 times more volatile than Federated Global Allocation. 4 percent of all equities and portfolios are less risky than Federated Global. You can use Federated Global Allocation to protect your portfolios against small market fluctuations. The mutual fund experiences a normal downward trend and little activity. Check odds of Federated Global to be traded at $22.36 in 90 days.

Poor diversification

The correlation between Federated Global Allocation and DJI is 0.77 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Global Allocation and DJI in the same portfolio, assuming nothing else is changed.

View Details

Federated Global Additional Risk Indicators

The analysis of Federated Global'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 Federated Global's investment and either accepting that risk or mitigating it. Along with some common measures of Federated Global 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	0.0913
	Market Risk Adjusted Performance	0.1179
	Mean Deviation	0.3622
	Semi Deviation	0.3569
	Downside Deviation	0.4733
	Coefficient Of Variation	718.4
	Standard Deviation	0.4572

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.

Federated Global 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.

	GM vs. Federated Global
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	Ford vs. Federated Global
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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 Global 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 Global'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 Global'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 Global Allocation.

Other Information on Investing in Federated Mutual Fund

Federated Global financial ratios help investors to determine whether Federated 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 Federated with respect to the benefits of owning Federated Global security.

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