APEXCM Mutual Fund Volatility

Moving together with APEXCM Mutual Fund

APEXCM SMALLMID Market Sensitivity And Downside Risk

APEXCM SMALLMID CAP exhibits very low volatility with skewness of -0.22 and kurtosis of -0.62. However, we advise investors to further study APEXCM SMALLMID CAP technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure APEXCM SMALLMID'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 APEXCM SMALLMID'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 stocks as prices fall. 3 Months Beta |Analyze APEXCM SMALLMID CAP Demand TrendCheck current 90 days APEXCM SMALLMID correlation with market (NYSE Composite)

APEXCM Beta

-0.19

Standard Deviation

0.93

APEXCM SMALLMID CAP Mutual Fund Volatility Analysis

APEXCM SMALLMID Projected Return Density Against Market

Assuming the 90 days horizon APEXCM SMALLMID CAP has a beta of -0.1862 . This suggests as returns on benchmark increase, returns on holding APEXCM SMALLMID are expected to decrease at a much lower rate. During the bear market, however, APEXCM SMALLMID CAP is likely to outperform the market. The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. APEXCM SMALLMID CAP is significantly underperforming NYSE Composite. APEXCM SMALLMID's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how apexcm 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 an APEXCM SMALLMID 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.

APEXCM SMALLMID Mutual Fund Risk Measures

APEXCM SMALLMID Mutual Fund Return Volatility

APEXCM SMALLMID historical daily return volatility represents how much of APEXCM SMALLMID fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.9285% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.6206% volatility on return distribution over the 90 days horizon.

Volatility is a rate at which the price of APEXCM SMALLMID 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 APEXCM SMALLMID may increase or decrease. In other words, similar to APEXCM's beta indicator, it measures the risk of APEXCM SMALLMID and helps estimate the fluctuations that may happen in a short period of time. So if prices of APEXCM SMALLMID 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.

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

The analysis of APEXCM SMALLMID'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 APEXCM SMALLMID's investment and either accepting that risk or mitigating it. Along with some common measures of APEXCM SMALLMID 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.

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.

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 APEXCM SMALLMID 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. APEXCM SMALLMID'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, APEXCM SMALLMID'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 APEXCM SMALLMID CAP.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in APEXCM SMALLMID CAP. Also, note that the market value of any Mutual Fund could be tightly coupled with the direction of predictive economic indicators such as signals in price. Note that the APEXCM SMALLMID CAP information on this page should be used as a complementary analysis to other APEXCM SMALLMID's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

When running APEXCM SMALLMID's price analysis, check to measure APEXCM SMALLMID's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy APEXCM SMALLMID is operating at the current time. Most of APEXCM SMALLMID's value examination focuses on studying past and present price action to predict the probability of APEXCM SMALLMID's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move APEXCM SMALLMID's price. Additionally, you may evaluate how the addition of APEXCM SMALLMID to your portfolios can decrease your overall portfolio volatility.