American Mutual Risk Analysis And Volatility

RMFAX -- USA Fund  

USD 42.96  0.28  0.65%

We consider American Mutual very steady. American Mutual Fund secures Sharpe Ratio (or Efficiency) of 0.1163 which signifies that the fund had 0.1163% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for American Mutual Fund Class R 1 which you can use to evaluate future volatility of the entity. Please confirm American Mutual Fund Risk Adjusted Performance of 0.1155 and Mean Deviation of 0.4661 to double-check if risk estimate we provide are consistent with the epected return of 0.0769%.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very low

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

American Mutual Market Sensitivity

As returns on market increase, American Mutual returns are expected to increase less than the market. However during bear market, the loss on holding American Mutual will be expected to be smaller as well.
3 Months Beta |Analyze American Mutual Fund Demand Trend
Check current 30 days American Mutual correlation with market (DOW)
β = 0.7998

American Mutual Central Daily Price Deviation

American Mutual Fund Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. American Mutual Typical Price indicator is an average of each day price and can be used instead of closing price when creating different American Mutual Fund moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

American Mutual Projected Return Density Against Market

Assuming 30 trading days horizon, American Mutual has beta of 0.7998 . This implies as returns on market go up, American Mutual average returns are expected to increase less than the benchmark. However during bear market, the loss on holding American Mutual Fund Class R 1 will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. American Mutual Fund is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of American Mutual is 859.57. The daily returns are destributed with a variance of 0.44 and standard deviation of 0.66. The mean deviation of American Mutual Fund Class R 1 is currently at 0.45. For similar time horizon, the selected benchmark (DOW) has volatility of 0.74
α
Alpha over DOW
=0.0069
β
Beta against DOW=0.80
σ
Overall volatility
=0.66
Ir
Information ratio =0.05

American Mutual Return Volatility

the fund shows 0.6611% volatility of returns over 30 trading days. the entity inherits 0.721% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

American Mutual Investment Opportunity

DOW has a standard deviation of returns of 0.72 and is 1.09 times more volatile than American Mutual Fund Class R 1. of all equities and portfolios are less risky than American Mutual. Compared to the overall equity markets, volatility of historical daily returns of American Mutual Fund Class R 1 is lower than 5 () of all global equities and portfolios over the last 30 days. Use American Mutual Fund Class R 1 to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of American Mutual to be traded at $42.1 in 30 days. . As returns on market increase, American Mutual returns are expected to increase less than the market. However during bear market, the loss on holding American Mutual will be expected to be smaller as well.

American Mutual correlation with market

correlation synergy
Very poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding American Mutual Fund Class R 1 and equity matching DJI index in the same portfolio.

American Mutual Current Risk Indicators

American Mutual Suggested Diversification Pairs

Additionally take a look at Your Equity Center. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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