Fm Investments Volatility
| XFIXDelisted Etf | 51.96 0.02 0.04% |
At this stage we consider XFIX Etf to be very steady. Fm Investments retains Efficiency (Sharpe Ratio) of 0.3, which denotes the etf had a 0.3 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for Fm Investments, which you can use to evaluate the volatility of the entity. Please confirm Fm Investments' Information Ratio of (0.47), standard deviation of 0.0765, and Mean Deviation of 0.0604 to check if the risk estimate we provide is consistent with the expected return of 0.0218%.
Sharpe Ratio = 0.3006
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| XFIX |
Based on monthly moving average Fm Investments is performing at about 23% 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 Investments by adding it to a well-diversified portfolio.
Key indicators related to Fm Investments' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Fm Investments 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 XFIX daily returns, and it is calculated using variance and standard deviation. We also use XFIX's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Fm Investments volatility.
XFIX |
Fm Investments Etf Volatility Analysis
Volatility refers to the frequency at which Fm Investments delisted etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Fm Investments' price changes. Investors will then calculate the volatility of Fm Investments' etf to predict their future moves. A delisted 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 delisted 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 Investments' volatility:
Historical Volatility
This type of delisted etf volatility measures Fm Investments' fluctuations based on previous trends. It's commonly used to predict Fm Investments' 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 Investments' current market price. This means that the delisted etf will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Fm Investments' to be redeemed at a future date.Transformation |
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Fm Investments Projected Return Density Against Market
Given the investment horizon of 90 days Fm Investments has a beta that is very close to zero . This entails the returns on DOW JONES INDUSTRIAL and Fm Investments do not appear to be sensitive.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 Investments or Intermediate Core-Plus 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 Investments' 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 XFIX delisted 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 Investments Price Volatility?
Several factors can influence a delisted 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 Investments Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Fm Investments is 332.66. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.07. The mean deviation of Fm Investments is currently at 0.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 0.07 | |
Ir | Information ratio | -0.47 |
Fm Investments Etf Return Volatility
Fm Investments historical daily return volatility represents how much of Fm Investments delisted etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF inherits 0.0726% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7511% 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 Investments Competition Risk-Adjusted Indicators
There is a big difference between XFIX Etf performing well and Fm Investments 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 Investments' 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 | 1.66 | (0.15) | 0.00 | (0.10) | 0.00 | 3.43 | 13.36 | |||
| MSFT | 1.26 | (0.41) | 0.00 | (2.17) | 0.00 | 1.78 | 13.28 | |||
| UBER | 1.51 | (0.33) | 0.00 | (0.37) | 0.00 | 2.46 | 10.23 | |||
| F | 1.23 | 0.03 | 0.02 | 0.07 | 1.22 | 3.38 | 7.16 | |||
| T | 0.95 | 0.11 | 0.07 | 0.54 | 0.94 | 2.02 | 4.31 | |||
| A | 1.21 | (0.17) | 0.00 | (0.09) | 0.00 | 2.90 | 7.85 | |||
| CRM | 1.65 | (0.40) | 0.00 | (0.33) | 0.00 | 2.94 | 12.37 | |||
| JPM | 1.13 | 0.00 | 0.01 | 0.04 | 1.63 | 2.18 | 7.38 | |||
| MRK | 1.30 | 0.43 | 0.30 | 0.61 | 1.09 | 3.59 | 8.09 | |||
| XOM | 1.14 | 0.33 | 0.22 | (21.90) | 0.99 | 2.41 | 5.85 |
About Fm Investments Volatility
Volatility is a rate at which the price of Fm Investments 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 Investments may increase or decrease. In other words, similar to XFIX's beta indicator, it measures the risk of Fm Investments and helps estimate the fluctuations that may happen in a short period of time. So if prices of Fm Investments 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 Investments' volatility to invest better
Higher Fm Investments' etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Fm Investments 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 Investments 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 Investments investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Fm Investments' 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 Investments' etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Fm Investments Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.75 and is 10.71 times more volatile than Fm Investments. 0 percent of all equities and portfolios are less risky than Fm Investments. You can use Fm Investments to protect your portfolios against small market fluctuations. The etf experiences a normal downward trend and little activity. Check odds of Fm Investments to be traded at 51.44 in 90 days.Poor diversification
The correlation between Fm Investments and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fm Investments and DJI in the same portfolio, assuming nothing else is changed.
Fm Investments Additional Risk Indicators
The analysis of Fm Investments' 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 Investments' investment and either accepting that risk or mitigating it. Along with some common measures of Fm Investments 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 | 0.0804 | |||
| Mean Deviation | 0.0604 | |||
| Downside Deviation | 0.0816 | |||
| Coefficient Of Variation | 441.37 | |||
| Standard Deviation | 0.0765 | |||
| Variance | 0.0059 | |||
| Information Ratio | (0.47) |
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 delisted etfs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Fm Investments 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 Investments 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 Investments' 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 Investments' 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 Investments.
Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Other Consideration for investing in XFIX Etf
If you are still planning to invest in Fm Investments check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Fm Investments' history and understand the potential risks before investing.
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