Valic Mutual Fund Volatility

VSTIX
 Fund
  

USD 44.99  1.03  2.34%   

Valic Company I owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the fund had -0.14% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring 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. Valic Company I exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Valic Company risk adjusted performance of (0.19), and Coefficient Of Variation of (749.67) to confirm the risk estimate we provide.
  
Refresh
Valic Company 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 Valic daily returns, and it is calculated using variance and standard deviation. We also use Valic's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Valic Company volatility.

720 Days Market Risk

Very steady

Chance of Distress

Very Small

720 Days Economic Sensitivity

Responds to the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Valic Company 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 Valic Company at lower prices. For example, an investor can purchase Valic 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 Valic Company'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 Valic Company

1.0VTSMXVanguard Index TrustPairCorr
0.96VITSXVanguard Index TrustPairCorr
0.96VSMPXVanguard Total StockPairCorr
0.96VSTSXVanguard Total StockPairCorr
1.0VTSAXVanguard Total StockPairCorr
0.96VFFSXVanguard 500 Index Low VolatilityPairCorr
1.0VFIAXVanguard 500 Index Low VolatilityPairCorr

Valic Company Market Sensitivity And Downside Risk

Valic Company's beta coefficient measures the volatility of Valic 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 Valic mutual fund's returns against your selected market. In other words, Valic Company's beta of 1.21 provides an investor with an approximation of how much risk Valic Company mutual fund can potentially add to one of your existing portfolios.
Let's try to break down what Valic's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Valic Company will likely underperform.
3 Months Beta |Analyze Valic Company I Demand Trend
Check current 90 days Valic Company correlation with market (DOW)

Valic Beta

    
  1.21  
Valic 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

    
  1.8  
It is essential to understand the difference between upside risk (as represented by Valic Company's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Valic Company stock's daily returns or price. Since the actual investment returns on holding a position in Valic Company 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 Valic Company.

Valic Company I Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Valic Company stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Valic Company's price changes. Investors will then calculate the volatility of Valic Company'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 Valic Company's volatility:

Historical Volatility

This type of stock volatility measures Valic Company's fluctuations based on previous trends. It's commonly used to predict Valic Company'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 Valic Company'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. Valic Company I 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.
.

Valic Company Projected Return Density Against Market

Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.2076 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Valic Company will likely underperform.
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 Valic Company or VALIC 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 Valic Company 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 Valic 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. Valic Company I is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Valic Company's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Valic Company 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.

Valic Company 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 Valic Company or VALIC 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 Valic Company 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 Valic 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 Valic Company is -698.67. The daily returns are distributed with a variance of 3.23 and standard deviation of 1.8. The mean deviation of Valic Company I is currently at 1.4. For similar time horizon, the selected benchmark (DOW) has volatility of 1.42
α
Alpha over DOW
-0.03
β
Beta against DOW1.21
σ
Overall volatility
1.80
Ir
Information ratio -0.04

Valic Company Mutual Fund Return Volatility

Valic Company historical daily return volatility represents how much Valic Company 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 1.7983% volatility of returns over 90 . By contrast, DOW inherits 1.4428% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About Valic Company Volatility

Volatility is a rate at which the price of Valic Company 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 Valic Company may increase or decrease. In other words, similar to Valic's beta indicator, it measures the risk of Valic Company and helps estimate the fluctuations that may happen in a short period of time. So if prices of Valic Company 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 invests, under normal circumstances, at least 80 percent of net assets in stocks that are in the index. Valic Company is traded on NASDAQ Exchange in the United States.

Valic Company Investment Opportunity

Valic Company I has a volatility of 1.8 and is 1.25 times more volatile than DOW. 15  of all equities and portfolios are less risky than Valic Company. Compared to the overall equity markets, volatility of historical daily returns of Valic Company I is lower than 15 () of all global equities and portfolios over the last 90 days. Use Valic Company I to enhance the returns of your portfolios. The mutual fund experiences an unexpected upward trend. Watch out for market signals. Check odds of Valic Company to be traded at $53.99 in 90 days. . Let's try to break down what Valic's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Valic Company will likely underperform.

Almost no diversification

The correlation between Valic Company I and DJI is Almost no diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Valic Company I and DJI in the same portfolio, assuming nothing else is changed.

Valic Company Additional Risk Indicators

The analysis of Valic Company'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 Valic Company's investment and either accepting that risk or mitigating it. Along with some common measures of Valic Company 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(0.19)
Market Risk Adjusted Performance(0.19)
Mean Deviation1.37
Coefficient Of Variation(749.67)
Standard Deviation1.75
Variance3.07
Information Ratio(0.039977)
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.

Valic Company 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.
Burford Capital vs. Valic Company
U S vs. Valic Company
Walgreens Boots vs. Valic Company
Stealthgas vs. Valic Company
TOURMALINE OIL vs. Valic Company
Valhi vs. Valic Company
Star Bulk vs. Valic Company
Gran Tierra vs. Valic Company
Radian vs. Valic Company
Daqo New vs. Valic Company
Geely Automobile vs. Valic Company
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 Valic Company 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. Valic Company'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, Valic Company'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 Valic Company I.
Also, please take a look at World Market Map. Note that the Valic Company I information on this page should be used as a complementary analysis to other Valic Company'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 Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

Complementary Tools for Valic Mutual Fund analysis

When running Valic Company I price analysis, check to measure Valic Company'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 Valic Company is operating at the current time. Most of Valic Company's value examination focuses on studying past and present price action to predict the probability of Valic Company's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Valic Company's price. Additionally, you may evaluate how the addition of Valic Company to your portfolios can decrease your overall portfolio volatility.
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Please note, there is a significant difference between Valic Company's value and its price as these two are different measures arrived at by different means. Investors typically determine Valic Company value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valic Company'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.