Federated Short Term Income Fund Volatility
| FSTIX Fund | USD 8.52 0.01 0.12% |
Recent trading patterns suggest Federated Short Term Income maintains a minimal volatility profile. Federated Short Term Income continues to report a Sharpe Ratio (Efficiency) of 0.0705, showing reward per unit of risk over the last 3 months. The current setup includes 26 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.0705
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FSTIX |
For Federated Short Term Income, recent data highlights a Market Risk Adjusted Performance of 0.1%, a Risk of 0.11, and a Value At Risk of -0.12. Moving average data indicates FEDERATED SHORT-TERM is positioned near 5% of its recent return envelope. Risk-adjusted contribution varies depending on portfolio structure.
Key indicators related to FEDERATED SHORT-TERM's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for FEDERATED SHORT-TERM draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of FEDERATED SHORT-TERM's risk profile.
FEDERATED |
Volatility Strategy
Observed trading dispersion in Federated Short Term Income can affect long-term allocation structure. Current statistical measures show total volatility near 0.11% with a beta coefficient of -0.0121, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0705, evaluates return per unit of total risk. An alpha value of -0.001519 reflects performance relative to systematic market exposure. Expected return estimates near 0.0079% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to FEDERATED SHORT-TERM's market risk premium analysis include:
Beta -0.01 | Alpha -0.0015 | Risk 0.11 | Sharpe Ratio 0.0705 | Expected Return 0.0079 |
Moving together with FEDERATED Mutual Fund
| 0.69 | EMDIX | Federated Emerging Market | PairCorr |
| 0.73 | FRIEX | Federated Hermes Emerging | PairCorr |
| 0.86 | STFSX | Federated Strategic | PairCorr |
| 0.87 | STIAX | Federated Strategic | PairCorr |
| 0.62 | FSBCX | Federated Global | PairCorr |
| 0.63 | FSBKX | Federated Global | PairCorr |
| 0.74 | FSBLX | Federated Global | PairCorr |
| 0.93 | FSHIX | FEDERATED SHORT-INTERMEDIA | PairCorr |
| 0.92 | INISX | Federated Intermediate | PairCorr |
| 0.92 | FSHSX | Federated Short | PairCorr |
| 0.9 | FSILX | Federated Short Term | PairCorr |
| 0.71 | FSTKX | Federated Mdt Large | PairCorr |
| 0.73 | FSTLX | Federated Mdt Large | PairCorr |
| 0.72 | FSTRX | Federated Mdt Large | PairCorr |
| 0.7 | FSTBX | Federated Global | PairCorr |
| 0.73 | PIEFX | Pnc Emerging Markets | PairCorr |
| 0.99 | FTIAX | Federated Short Term | PairCorr |
| 0.91 | FTGLX | Federated Total Return | PairCorr |
| 0.89 | SVAAX | Federated Strategic Value | PairCorr |
| 0.9 | SVAIX | Federated Strategic Value | PairCorr |
| 0.91 | SVACX | Federated Strategic Value | PairCorr |
| 0.85 | RRFCX | Federated Real Return | PairCorr |
| 0.89 | RRFIX | Federated Real Return | PairCorr |
Moving against FEDERATED Mutual Fund
| 0.56 | PIUCX | Pnc International Equity | PairCorr |
| 0.46 | PIGDX | Pnc International Growth | PairCorr |
| 0.43 | FRSAX | Federated Floating Rate | PairCorr |
Sensitivity To Market
FEDERATED SHORT-TERM systematic risk exposure is reflected in a beta value of -0.0121. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.11%.Over the current lookback period, Federated Short Term Income shows a minimal volatility profile, using downside deviation (0.14%) as a primary reference. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
| α | -0.0015 | β | -0.0121 | Check current 90 days FEDERATED SHORT-TERM correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation for FEDERATED expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.11 |
For FEDERATED SHORT-TERM investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in FEDERATED SHORT-TERM's daily returns. For Federated Short Term Income, recent data highlights a Downside Deviation of 0.14, a Downside Variance of 0.02, and a Maximum Drawdown of 0.71.
Mutual Fund Volatility Analysis
Volatility describes the degree to which FEDERATED SHORT-TERM mutual fund price fluctuates in either direction. Highly volatile mutual funds like FEDERATED SHORT-TERM can offer significant profit opportunities, but also come with heightened risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Federated Short Term 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.
Projected Return Density Against Market
Assuming a 90-day horizon Federated Short Term Income has a beta of -0.0121 . This usually indicates that as returns on the benchmark increase, returns on FEDERATED SHORT-TERM tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Federated Short Term Income is likely to outperform the market.Systematic risk links FEDERATED SHORT-TERM to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. For Federated Short Term Income, recent data highlights a Downside Deviation of 0.14, a Mean Deviation of 0.06, and a Standard Deviation of 0.11.
Predicted Return Density |
| Returns |
What Drives FEDERATED SHORT-TERM's Price Volatility?
Several factors can influence FEDERATED SHORT-TERM's market volatility:Industry Dynamics
Sector-level events can directly affect FEDERATED SHORT-TERM's price stability. Regulatory changes, supply disruptions, or shifts in demand within FEDERATED SHORT-TERM's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like FEDERATED SHORT-TERM.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for FEDERATED SHORT-TERM's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward FEDERATED SHORT-TERM. During periods of economic expansion, FEDERATED SHORT-TERM's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.FEDERATED SHORT-TERM's Company-Specific Factors
Volatility can also stem from events unique to FEDERATED SHORT-TERM. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in FEDERATED SHORT-TERM's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on FEDERATED SHORT-TERM's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of FEDERATED SHORT-TERM is 1418.47. The daily returns are distributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of Federated Short Term Income is currently at 0.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -0.0015 | |
β | Beta against Dow Jones | -0.0121 | |
σ | Overall volatility | 0.11 | |
Ir | Information ratio | 0.37 |
Mutual Fund Return Volatility
FEDERATED SHORT-TERM historical daily return volatility represents how much of FEDERATED SHORT-TERM fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.1121% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8012% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between FEDERATED Mutual Fund performing well and FEDERATED SHORT-TERM Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare FEDERATED SHORT-TERM's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| APDWX | 0.51 | 0.04 | 0.09 | 0.03 | 0.59 | 1.14 | 2.89 | |||
| AMLPX | 0.63 | 0.21 | 0.35 | -1.71 | 0.39 | 1.41 | 3.26 | |||
| UMPSX | 1.43 | 0.10 | 0.03 | 0.00 | 1.94 | 2.65 | 10.90 | |||
| PIEQX | 0.69 | 0.08 | 0.08 | 0.06 | 1.03 | 1.36 | 5.31 | |||
| AFMCX | 0.96 | 0.04 | 0.02 | -0.01 | 1.26 | 1.69 | 6.13 | |||
| VMNFX | 0.40 | 0.07 | 0.21 | -0.82 | 0.34 | 0.94 | 2.72 | |||
| CNJFX | 0.91 | 0.13 | 0.13 | 0.18 | 1.02 | 2.06 | 5.66 | |||
| JTSQX | 0.58 | 0.07 | 0.10 | 0.05 | 0.73 | 1.02 | 4.97 |
Risk Metrics, Assumptions & Methodology
Volatility for FEDERATED SHORT-TERM reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for Federated Short Term Income come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsFEDERATED SHORT-TERM Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Federated Short Term Income, by roughly a 7.27x factor. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Federated Short Term Income to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of FEDERATED SHORT-TERM to be traded at $8.95 in 90 days.Average diversification
Across the chosen horizon, FSTIX and DJI show a correlation of 0.17 and fall into the Average diversification bucket. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
FEDERATED SHORT-TERM Additional Risk Indicators
Secondary risk indicators for Federated Short Term Income can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0025 | |||
| Market Risk Adjusted Performance | 0.0947 | |||
| Mean Deviation | 0.0578 | |||
| Downside Deviation | 0.1387 | |||
| Coefficient Of Variation | 1200.14 | |||
| Standard Deviation | 0.1077 | |||
| Variance | 0.0116 |
FEDERATED SHORT-TERM Suggested Diversification Pairs
A pair strategy built around Federated Short Term Income is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
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 FEDERATED SHORT-TERM 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. FEDERATED SHORT-TERM'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, FEDERATED SHORT-TERM'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 Federated Short Term Income.