Falcon Focus Scv Volatility
| FALCXDelisted Fund | USD 10.36 0.00 0.00% |
We have found twenty-four technical indicators for Falcon Focus Scv, which you can use to evaluate the volatility of the entity. Please confirm Falcon Focus' Downside Deviation of 1.12, coefficient of variation of 972.81, and Mean Deviation of 0.8386 to check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Falcon Focus' volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Falcon Focus 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 Falcon daily returns, and it is calculated using variance and standard deviation. We also use Falcon's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Falcon Focus volatility.
Falcon |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Falcon Focus 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 Falcon Focus at lower prices. For example, an investor can purchase Falcon 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 Falcon Focus' 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 against Falcon Mutual Fund
| 0.41 | HPQ | HP Inc Sell-off Trend | PairCorr |
Falcon Focus Market Sensitivity And Downside Risk
Falcon Focus' beta coefficient measures the volatility of Falcon mutual fund compared to the systematic risk of the entire 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 Falcon mutual fund's returns against your selected market. In other words, Falcon Focus's beta of 0.0564 provides an investor with an approximation of how much risk Falcon Focus mutual fund can potentially add to one of your existing portfolios. Falcon Focus Scv has relatively low volatility with skewness of 0.23 and kurtosis of -0.13. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Falcon Focus' 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 Falcon Focus' 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 financial instruments as prices fall.
3 Months Beta |Analyze Falcon Focus Scv Demand TrendCheck current 90 days Falcon Focus correlation with market (NYSE Composite)Falcon Beta |
Falcon standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity 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 | 0.0 |
It is essential to understand the difference between upside risk (as represented by Falcon Focus's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Falcon Focus' daily returns or price. Since the actual investment returns on holding a position in falcon 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 Falcon Focus.
Falcon Focus Scv Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Falcon Focus fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Falcon Focus' price changes. Investors will then calculate the volatility of Falcon Focus' 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 Falcon Focus' volatility:
Historical Volatility
This type of fund volatility measures Falcon Focus' fluctuations based on previous trends. It's commonly used to predict Falcon Focus' future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Falcon Focus' 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 Falcon Focus' to be redeemed at a future date.Transformation |
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Falcon Focus Projected Return Density Against Market
Assuming the 90 days horizon Falcon Focus has a beta of 0.0564 . This usually indicates as returns on the market go up, Falcon Focus average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Falcon Focus Scv 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 Falcon Focus or Fidelity Investments 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 Falcon Focus' 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 Falcon 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.
Falcon Focus Scv has an alpha of 0.0974, implying that it can generate a 0.0974 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Falcon Focus 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.Falcon Focus Mutual Fund Return Volatility
Falcon Focus historical daily return volatility represents how much of Falcon Focus fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.0% volatility of returns over 90 . By contrast, NYSE Composite accepts 0.637% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Falcon Focus Volatility
Volatility is a rate at which the price of Falcon Focus 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 Falcon Focus may increase or decrease. In other words, similar to Falcon's beta indicator, it measures the risk of Falcon Focus and helps estimate the fluctuations that may happen in a short period of time. So if prices of Falcon Focus 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 fund normally invests at least 80 percent of its assets in securities and shares of funds with large market capitalizations. Strategic Advisers is traded on NASDAQ Exchange in the United States.
Falcon Focus' 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 Falcon Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Falcon Focus' price varies over time.
3 ways to utilize Falcon Focus' volatility to invest better
Higher Falcon Focus' fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Falcon Focus Scv 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. Falcon Focus Scv 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 Falcon Focus Scv investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Falcon Focus' 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 Falcon Focus' fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Falcon Focus Investment Opportunity
NYSE Composite has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Falcon Focus Scv. 0 percent of all equities and portfolios are less risky than Falcon Focus. You can use Falcon Focus Scv to protect your portfolios against small market fluctuations. The mutual fund experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Falcon Focus to be traded at $10.26 in 90 days.Significant diversification
The correlation between Falcon Focus Scv and NYA is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Falcon Focus Scv and NYA in the same portfolio, assuming nothing else is changed.
Falcon Focus Additional Risk Indicators
The analysis of Falcon Focus' 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 Falcon Focus' investment and either accepting that risk or mitigating it. Along with some common measures of Falcon Focus 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.
| Risk Adjusted Performance | 0.0676 | |||
| Market Risk Adjusted Performance | 1.82 | |||
| Mean Deviation | 0.8386 | |||
| Semi Deviation | 0.8404 | |||
| Downside Deviation | 1.12 | |||
| Coefficient Of Variation | 972.81 | |||
| Standard Deviation | 1.09 |
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.
Falcon Focus 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 Falcon Focus 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. Falcon Focus' 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, Falcon Focus' 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 Falcon Focus Scv.
Check out Investing Opportunities to better understand how to build diversified portfolios. 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 main economic indicators. Note that the Falcon Focus Scv information on this page should be used as a complementary analysis to other Falcon Focus' 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 Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Other Consideration for investing in Falcon Mutual Fund
If you are still planning to invest in Falcon Focus Scv 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 Falcon Focus' history and understand the potential risks before investing.
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world |