CLFLX Mutual Fund Volatility

CLFLX -  USA Fund  

USD 10.38  0.01  0.1%

Cls Flexible Income secures Sharpe Ratio (or Efficiency) of -0.31, which signifies that the fund had -0.31% of return per unit of risk over the last 3 months. Macroaxis standpoint towards 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. Cls Flexible Income exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Cls Flexible Income risk adjusted performance of (0.29), and Mean Deviation of 0.1084 to double-check the risk estimate we provide.

CLFLX Volatility 

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

720 Days Market Risk

Very steady

Chance of Distress

Very Small

720 Days Economic Sensitivity

Barely shadows the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Cls Flexible 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 Cls Flexible at lower prices. For example, an investor can purchase CLFLX 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 Cls Flexible'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.

Cls Flexible Market Sensitivity And Downside Risk

Cls Flexible's beta coefficient measures the volatility of CLFLX 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 CLFLX mutual fund's returns against your selected market. In other words, Cls Flexible's beta of 0.0166 provides an investor with an approximation of how much risk Cls Flexible mutual fund can potentially add to one of your existing portfolios.
Let's try to break down what CLFLX's beta means in this case. As returns on the market increase, Cls Flexible returns are expected to increase less than the market. However, during the bear market, the loss on holding Cls Flexible will be expected to be smaller as well.
3 Months Beta |Analyze Cls Flexible Income Demand Trend
Check current 90 days Cls Flexible correlation with market (DOW)

CLFLX Beta

    
  0.0166  
CLFLX 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.

Standard Deviation

    
  0.15  
It is essential to understand the difference between upside risk (as represented by Cls Flexible's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Cls Flexible stock's daily returns or price. Since the actual investment returns on holding a position in Cls Flexible stock 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 Cls Flexible.

Cls Flexible Income Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Cls Flexible stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Cls Flexible's price changes. Investors will then calculate the volatility of Cls Flexible's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 Cls Flexible's volatility:

Historical Volatility

This type of stock volatility measures Cls Flexible's fluctuations based on previous trends. It's commonly used to predict Cls Flexible's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Cls Flexible's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Cls Flexible Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Cls Flexible Income moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Cls Flexible Projected Return Density Against Market

Assuming the 90 days horizon Cls Flexible has a beta of 0.0166 suggesting as returns on the market go up, Cls Flexible average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Cls Flexible Income 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 Cls Flexible or AdvisorOne Funds 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 Cls Flexible stock's price will be affected by overall stock 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 CLFLX stock'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. Cls Flexible Income is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Cls Flexible's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Cls Flexible stock'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 Company's Stock Price Volatility?

Several factors can influence a company's stock 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.

Cls Flexible 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 Cls Flexible or AdvisorOne Funds 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 Cls Flexible stock's price will be affected by overall stock 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 CLFLX stock'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 Cls Flexible is -326.68. The daily returns are distributed with a variance of 0.02 and standard deviation of 0.15. The mean deviation of Cls Flexible Income is currently at 0.11. For similar time horizon, the selected benchmark (DOW) has volatility of 0.83
α
Alpha over DOW
-0.05
β
Beta against DOW0.0166
σ
Overall volatility
0.15
Ir
Information ratio -0.1

Cls Flexible Mutual Fund Return Volatility

Cls Flexible historical daily return volatility represents how much Cls Flexible stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund shows 0.1472% volatility of returns over 90 . By contrast, DOW inherits 0.8317% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Cls Flexible Volatility

Volatility is a rate at which the price of Cls Flexible 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 Cls Flexible may increase or decrease. In other words, similar to CLFLX's beta indicator, it measures the risk of Cls Flexible and helps estimate the fluctuations that may happen in a short period of time. So if prices of Cls Flexible 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 investment seeks total return, consisting of income and capital growth, consistent with preservation of capital. Cls Flexible is traded on NASDAQ Exchange in the United States.

Cls Flexible Investment Opportunity

DOW has a standard deviation of returns of 0.83 and is 5.53 times more volatile than Cls Flexible Income. of all equities and portfolios are less risky than Cls Flexible. Compared to the overall equity markets, volatility of historical daily returns of Cls Flexible Income is lower than 1 () of all global equities and portfolios over the last 90 days. Use Cls Flexible Income to protect your portfolios against small market fluctuations. The mutual fund experiences a normal downward trend and little activity. Check odds of Cls Flexible to be traded at $10.28 in 90 days. . Let's try to break down what CLFLX's beta means in this case. As returns on the market increase, Cls Flexible returns are expected to increase less than the market. However, during the bear market, the loss on holding Cls Flexible will be expected to be smaller as well.

Significant diversification

The correlation between Cls Flexible Income and DJI is Significant diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cls Flexible Income and DJI in the same portfolio assuming nothing else is changed.

Cls Flexible Additional Risk Indicators

The analysis of Cls Flexible'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 Cls Flexible's investment and either accepting that risk or mitigating it. Along with some common measures of Cls Flexible stock 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(0.29)
Market Risk Adjusted Performance(3.18)
Mean Deviation0.1084
Coefficient Of Variation(337.15)
Standard Deviation0.145
Variance0.021
Information Ratio(0.10)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Cls Flexible 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.
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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 Cls Flexible 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. Cls Flexible'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, Cls Flexible'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 Cls Flexible Income.
Continue to Trending Equities. Note that the Cls Flexible Income information on this page should be used as a complementary analysis to other Cls Flexible'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

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When running Cls Flexible Income price analysis, check to measure Cls Flexible'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 Cls Flexible is operating at the current time. Most of Cls Flexible's value examination focuses on studying past and present price action to predict the probability of Cls Flexible's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Cls Flexible's price. Additionally, you may evaluate how the addition of Cls Flexible to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Cls Flexible's value and its price as these two are different measures arrived at by different means. Investors typically determine Cls Flexible value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cls Flexible's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.