Federated Mdt Large Fund Volatility
| FSTKX Fund | USD 34.64 -0.48 -1.37% |
Federated Mdt Large appears to hold relatively low price volatility across the last 3 months. Federated Mdt Large posts a Sharpe ratio of -0.0112, capturing negative return efficiency over the last 3 months. There are 21 technical indicators affecting the current volatility pattern.
Sharpe Ratio = -0.0112
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| Negative Returns | FSTKX |
Latest disclosures for Federated Mdt Large show a Risk of 0.75, a Total Risk Alpha of 0.08, and a Value At Risk of -1.37. Monthly performance data suggests FEDERATED MDT is falling short of its full potential. A well-diversified portfolio can improve risk-return balance and overall contribution.
Key indicators related to FEDERATED MDT's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The risk model for FEDERATED MDT incorporates multiple volatility measures, including realized volatility, beta-adjusted market sensitivity, and financial distress probability, to provide a robust estimate of FEDERATED MDT's overall risk level.
FEDERATED |
Volatility Strategy
Price variability in Federated Mdt Large interacts with broader market movements. Current statistical measures show total volatility near 0.75% with a beta coefficient of 0.84, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0112, evaluates return per unit of total risk. An alpha value of 0.0705 reflects performance relative to systematic market exposure. Expected return estimates near -0.0084% 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 MDT's market risk premium analysis include:
Beta 0.84 | Alpha 0.0705 | Risk 0.75 | Sharpe Ratio -0.01 | Expected Return -0.01 |
Moving together with FEDERATED Mutual Fund
| 0.79 | INISX | Federated Intermediate | PairCorr |
| 0.89 | PIEFX | Pnc Emerging Markets | PairCorr |
| 0.87 | VSFCX | Federated Clover Small | PairCorr |
| 0.68 | FHBRX | Federated High Income | PairCorr |
| 0.76 | QASCX | Federated Mdt Small | PairCorr |
| 0.68 | FHISX | Federated High Income | PairCorr |
| 0.82 | FHYLX | Federated High Yield | PairCorr |
| 0.78 | FICMX | Federated Government | PairCorr |
| 1.0 | QCLVX | Federated Mdt Large | PairCorr |
| 0.64 | QIBGX | Federated Mdt Balanced | PairCorr |
| 0.93 | VVIAX | Vanguard Value Index | PairCorr |
| 0.8 | AWSHX | Washington Mutual | PairCorr |
| 0.79 | WSHCX | Washington Mutual | PairCorr |
| 0.8 | WSHFX | Washington Mutual | PairCorr |
| 0.81 | FWWMX | American Funds Washington | PairCorr |
| 0.81 | FWMMX | American Funds Washington | PairCorr |
| 0.87 | DODGX | Dodge Stock Fund | PairCorr |
| 0.83 | AMRMX | American Mutual | PairCorr |
| 0.93 | AMFFX | American Mutual | PairCorr |
| 0.93 | AMFCX | American Mutual | PairCorr |
| 0.72 | SDRAX | Swan Defined Risk | PairCorr |
| 0.93 | LPRDX | BlackRock Lifepath | PairCorr |
Moving against FEDERATED Mutual Fund
Sensitivity To Market
Federated Mdt Large beta coefficient quantifies market-related volatility exposure. Calculated as the slope of returns versus benchmark returns, the current beta reading of 0.84 reflects its relative systematic risk. Observed volatility is approximately 0.75%.The recent volatility profile for Federated Mdt Large can be described using downside deviation (0.0%) and overall dispersion (0.74%). Liquidity of underlying holdings can influence how smoothly fund values update in fast markets.
3 Months Beta |Analyze Federated Mdt Large Demand TrendCheck current 90 days FEDERATED MDT correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of FEDERATED measures the spread of its daily returns around the mean over your chosen time horizon. High standard deviation points to high volatility; low standard deviation points to price stability.
Standard Deviation | 0.75 |
Standard deviation and downside deviation are complementary tools for assessing FEDERATED MDT's risk. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of FEDERATED MDT's return distribution. Latest disclosures for Federated Mdt Large show a Maximum Drawdown of 3.43.
Mutual Fund Volatility Analysis
In evaluating FEDERATED MDT as an investment, volatility is a primary indicator of risk. A higher-volatility mutual fund like FEDERATED MDT may generate large gains or losses in a short timeframe. Investors with a lower risk tolerance generally prefer mutual funds exhibiting lower volatility.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Federated Mdt Large 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 MDT has a beta of 0.8353 . This usually indicates as returns on the market go up, FEDERATED MDT's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Federated Mdt Large is expected to be smaller as well.Exposure to the mutual fund market introduces systematic volatility in FEDERATED MDT. In contrast, company or sector-specific developments represent asset-level risk that may be diversified away. Latest disclosures for Federated Mdt Large show a Mean Deviation of 0.57 and a Standard Deviation of 0.74.
Predicted Return Density |
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What Drives FEDERATED MDT's Price Volatility?
Several factors can influence FEDERATED MDT's market volatility:Industry Dynamics
Sector-level events can directly affect FEDERATED MDT's price stability. Regulatory changes, supply disruptions, or shifts in demand within FEDERATED MDT'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 MDT.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for FEDERATED MDT's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward FEDERATED MDT. During periods of economic expansion, FEDERATED MDT's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.FEDERATED MDT's Company-Specific Factors
Volatility can also stem from events unique to FEDERATED MDT. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in FEDERATED MDT's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on FEDERATED MDT's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of FEDERATED MDT is -8927.99. The daily returns are distributed with a variance of 0.56 and standard deviation of 0.75. The mean deviation of Federated Mdt Large is currently at 0.56. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.07 | |
β | Beta against Dow Jones | 0.84 | |
σ | Overall volatility | 0.75 | |
Ir | Information ratio | 0.12 |
Mutual Fund Return Volatility
FEDERATED MDT return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.7482% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8181% 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
Evaluating FEDERATED Mutual Fund requires separating price momentum from underlying business quality relative to competitors. A thorough review of FEDERATED MDT's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FSTLX | 0.57 | 0.07 | 0.00 | -0.01 | 0.00 | 1.15 | 3.44 | |||
| FSTRX | 0.57 | 0.07 | 0.00 | -0.01 | 0.00 | 1.15 | 3.44 | |||
| BST | 0.90 | 0.04 | 0.00 | -0.05 | 0.00 | 2.00 | 5.03 | |||
| GDV | 0.54 | 0.03 | 0.00 | -0.05 | 0.00 | 1.01 | 2.74 | |||
| QISCX | 0.86 | 0.04 | 0.00 | -0.07 | 0.00 | 1.33 | 6.06 | |||
| BDJ | 0.63 | -0.02 | 0.00 | -0.13 | 0.00 | 1.27 | 3.19 | |||
| QLSCX | 0.86 | 0.04 | 0.00 | -0.07 | 0.00 | 1.33 | 6.06 | |||
| QASCX | 0.86 | 0.04 | 0.00 | -0.07 | 0.00 | 1.33 | 6.06 | |||
| FLCCX | 0.50 | 0.08 | 0.16 | -0.86 | 0.58 | 1.13 | 8.00 | |||
| SEQFX | 0.88 | 0.18 | 0.13 | 0.10 | 1.37 | 1.76 | 7.53 |
Risk Metrics, Assumptions & Methodology
Volatility for FEDERATED MDT reflects NAV dispersion and exposure stability across disclosure periods. Risk scaling adjusts for dispersion changes across windows.
The analytics block for Federated Mdt Large relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorFEDERATED MDT Investment Opportunity
Recent data suggests that Dow Jones Industrial is meaningfully more volatile than Federated Mdt Large, by roughly a 1.09x factor. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use Federated Mdt Large to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of FEDERATED MDT to be traded at $33.6 in 90 days.Poor diversification
FSTKX currently posts a 0.65 correlation with DJI, indicating a Poor diversification relationship for the active sample. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
FEDERATED MDT Additional Risk Indicators
Looking at additional risk metrics for Federated Mdt Large frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.0025 | |||
| Market Risk Adjusted Performance | -0.0039 | |||
| Mean Deviation | 0.5696 | |||
| Coefficient Of Variation | -45,433 | |||
| Standard Deviation | 0.7443 | |||
| Variance | 0.554 | |||
| Information Ratio | 0.1165 |
FEDERATED MDT Suggested Diversification Pairs
Pair analysis around Federated Mdt Large matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around FEDERATED MDT, market-wide risk remains. What pair trading can address is FEDERATED MDT's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.