# Fidelity Mutual Fund Volatility

FXAIX | - USA Fund | ## USD 154.27 2.62 1.73% |

We consider Fidelity 500 very steady. Fidelity 500 Index secures Sharpe Ratio (or Efficiency) of 0.0606, which denotes the fund had 0.0606% of return per unit of risk over the last 3 months. Our standpoint towards predicting the 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 Fidelity 500 Index, which you can use to evaluate the future volatility of the entity. Please confirm Fidelity 500 Index Coefficient Of Variation of 1542.59, mean deviation of 0.4793, and Downside Deviation of 0.7204 to check if the risk estimate we provide is consistent with the expected return of 0.0369%.

Fidelity 500 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 Fidelity daily returns, and it is calculated using variance and standard deviation. We also use Fidelity's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Fidelity 500 volatility.

### 60 Days Market Risk

### Chance of Distress

### 60 Days Economic Sensitivity

## Fidelity 500 Market Sensitivity And Downside Risk

Fidelity 500's beta coefficient measures the volatility of Fidelity 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 Fidelity mutual fund's returns against your selected market. In other words, Fidelity 500's beta of 0.14 provides an investor with an approximation of how much risk Fidelity 500 mutual fund can potentially add to one of your existing portfolios.

Let's try to break down what Fidelity's beta means in this case. As returns on the market increase, Fidelity 500 returns are expected to increase less than the market. However, during the bear market, the loss on holding Fidelity 500 will be expected to be smaller as well. 3 Months Beta |Analyze Fidelity 500 Index Demand TrendCheck current 90 days Fidelity 500 correlation with market (DOW)## Fidelity Beta |

## Standard Deviation | 0.61 |

It is essential to understand the difference between upside risk (as represented by Fidelity 500's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Fidelity 500 stock's daily returns or price. Since the actual investment returns on holding a position in Fidelity 500 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 Fidelity 500.

## Fidelity 500 Index Mutual Fund Volatility Analysis

Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. Fidelity 500 Index Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

## Fidelity 500 Projected Return Density Against Market

Assuming the 90 days horizon Fidelity 500 has a beta of 0.1381 . This usually indicates as returns on the market go up, Fidelity 500 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Fidelity 500 Index 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 Fidelity 500 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 Fidelity 500 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 Fidelity 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 an alpha of 0.0285, implying that it can generate a 0.0285 percent excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## Fidelity 500 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 Fidelity 500 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 Fidelity 500 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 Fidelity 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 Fidelity 500 is 1651.2. The daily returns are distributed with a variance of 0.37 and standard deviation of 0.61. The mean deviation of Fidelity 500 Index is currently at 0.45. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69α | Alpha over DOW | 0.0285 | |

β | Beta against DOW | 0.14 | |

σ | Overall volatility | 0.61 | |

Ir | Information ratio | 0.0166 |

## Fidelity 500 Mutual Fund Return Volatility

Fidelity 500 historical daily return volatility represents how much Fidelity 500 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 0.6099% volatility of returns over 90 . By contrast, DOW inherits 0.676% risk (volatility on return distribution) over the 90 days horizon.

Performance (%) |

Timeline |

## About Fidelity 500 Volatility

Volatility is a rate at which the price of Fidelity 500 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 Fidelity 500 may increase or decrease. In other words, similar to Fidelity's beta indicator, it measures the risk of Fidelity 500 and helps estimate the fluctuations that may happen in a short period of time. So if prices of Fidelity 500 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 to provide investment results that correspond to the total return performance of common stocks publicly traded in the United States. Fidelity 500 is traded on NASDAQ Exchange in the United States.## Fidelity 500 Investment Opportunity

DOW has a standard deviation of returns of 0.68 and is 1.11 times more volatile than Fidelity 500 Index.

**5**of all equities and portfolios are less risky than Fidelity 500. Compared to the overall equity markets, volatility of historical daily returns of Fidelity 500 Index is lower than**5 ()**of all global equities and portfolios over the last 90 days. Use Fidelity 500 Index to enhance returns of your portfolios. The mutual fund experiences a large bullish trend. Check odds of Fidelity 500 to be traded at $169.7 in 90 days. . Let's try to break down what Fidelity's beta means in this case. As returns on the market increase, Fidelity 500 returns are expected to increase less than the market. However, during the bear market, the loss on holding Fidelity 500 will be expected to be smaller as well.### Average diversification

The correlation between Fidelity 500 Index and DJI is

**Average diversification**for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fidelity 500 Index and DJI in the same portfolio assuming nothing else is changed.## Fidelity 500 Additional Risk Indicators

The analysis of Fidelity 500'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 Fidelity 500's investment and either accepting that risk or mitigating it. Along with some common measures of Fidelity 500 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 | 0.0441 | |||

Market Risk Adjusted Performance | 0.2373 | |||

Mean Deviation | 0.4793 | |||

Semi Deviation | 0.6501 | |||

Downside Deviation | 0.7204 | |||

Coefficient Of Variation | 1542.59 | |||

Standard Deviation | 0.6385 |

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.

## Fidelity 500 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 Fidelity 500 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. Fidelity 500'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, Fidelity 500'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 Fidelity 500 Index.

Please check Investing Opportunities. Note that the Fidelity 500 Index information on this page should be used as a complementary analysis to other Fidelity 500'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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

## Complementary Tools for Fidelity Mutual Fund analysis

When running Fidelity 500 Index price analysis, check to measure Fidelity 500'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 Fidelity 500 is operating at the current time. Most of Fidelity 500's value examination focuses on studying past and present price action to predict the probability of Fidelity 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Fidelity 500's price. Additionally, you may evaluate how the addition of Fidelity 500 to your portfolios can decrease your overall portfolio volatility.

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