APEXCM SMALLMID CAP secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the fund had -0.11% of return per unit of risk over the last 3 months. Our philosophy in foreseeing the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. APEXCM SMALLMID CAP exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please confirm APEXCM SMALLMID CAP Mean Deviation of 0.7351, standard deviation of 0.9022, and Risk Adjusted Performance of (0.041724) to double-check the risk estimate we provide.
720 Days Market Risk
Chance of Distress
720 Days Economic Sensitivity
APEXCM SMALLMID 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 APEXCM daily returns, and it is calculated using variance and standard deviation. We also use APEXCM's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of APEXCM SMALLMID volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as APEXCM SMALLMID can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of APEXCM SMALLMID at lower prices. For example, an investor can purchase APEXCM stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of APEXCM SMALLMID's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with APEXCM Mutual Fund
APEXCM SMALLMID Market Sensitivity And Downside Risk
APEXCM SMALLMID's beta coefficient measures the volatility of APEXCM mutual fund compared to the systematic risk of the entire stock 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 APEXCM mutual fund's returns against your selected market. In other words, APEXCM SMALLMID's beta of -0.19 provides an investor with an approximation of how much risk APEXCM SMALLMID mutual fund can potentially add to one of your existing portfolios.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 standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity 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.
It is essential to understand the difference between upside risk (as represented by APEXCM SMALLMID's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of APEXCM SMALLMID's daily returns or price. Since the actual investment returns on holding a position in apexcm 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 APEXCM SMALLMID.
APEXCM SMALLMID CAP Mutual Fund Volatility Analysis
Volatility refers to the frequency at which APEXCM SMALLMID fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with APEXCM SMALLMID's price changes. Investors will then calculate the volatility of APEXCM SMALLMID'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 APEXCM SMALLMID's volatility:
Historical VolatilityThis type of fund volatility measures APEXCM SMALLMID's fluctuations based on previous trends. It's commonly used to predict APEXCM SMALLMID's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.
Implied VolatilityThis type of volatility provides a positive outlook on future price fluctuations for APEXCM SMALLMID'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 APEXCM SMALLMID's to be redeemed at a future date.
APEXCM SMALLMID Projected Return Density Against MarketAssuming 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.
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 APEXCM SMALLMID or Fiera Capital 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 APEXCM SMALLMID'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 APEXCM 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.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:
IndustrySpecific 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 environmentWhen 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 PerformanceSometimes 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
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 APEXCM SMALLMID or Fiera Capital 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 APEXCM SMALLMID'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 APEXCM 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. Assuming the 90 days horizon the coefficient of variation of APEXCM SMALLMID is -897.64. The daily returns are distributed with a variance of 0.86 and standard deviation of 0.93. The mean deviation of APEXCM SMALLMID CAP is currently at 0.76. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
APEXCM SMALLMID Mutual Fund Return VolatilityAPEXCM 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.
About APEXCM SMALLMID Volatility
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.Please read more on our technical analysis page.
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.
3 ways to utilize APEXCM SMALLMID's volatility to invest betterHigher APEXCM SMALLMID's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of APEXCM SMALLMID 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. APEXCM SMALLMID 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 APEXCM SMALLMID CAP investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in APEXCM SMALLMID'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 APEXCM SMALLMID's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
APEXCM SMALLMID Investment OpportunityAPEXCM SMALLMID CAP has a volatility of 0.93 and is 1.5 times more volatile than NYSE Composite. 8 of all equities and portfolios are less risky than APEXCM SMALLMID. Compared to the overall equity markets, volatility of historical daily returns of APEXCM SMALLMID CAP is lower than 8 () of all global equities and portfolios over the last 90 days. Use APEXCM SMALLMID CAP to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The mutual fund experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of APEXCM SMALLMID to be traded at $14.08 in 90 days.
APEXCM SMALLMID Additional Risk Indicators
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.
APEXCM SMALLMID 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 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.
Complementary Tools for APEXCM Mutual Fund analysis
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.