Federated Mdt Correlations
QISCX Fund | USD 29.06 0.18 0.62% |
The current 90-days correlation between Federated Mdt Small and Federated Mdt Small is 0.14 (i.e., Average diversification). The correlation of Federated Mdt is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
Federated |
Moving together with Federated Mutual Fund
0.8 | VSMAX | Vanguard Small Cap | PairCorr |
0.99 | VSCIX | Vanguard Small Cap | PairCorr |
0.85 | VSCPX | Vanguard Small Cap | PairCorr |
0.99 | NAESX | Vanguard Small Cap | PairCorr |
0.86 | FSSNX | Fidelity Small Cap | PairCorr |
0.99 | DFSTX | Us Small Cap | PairCorr |
0.82 | PASVX | T Rowe Price | PairCorr |
0.8 | PRVIX | T Rowe Price | PairCorr |
0.85 | TRZVX | T Rowe Price | PairCorr |
0.99 | PRSVX | T Rowe Price | PairCorr |
0.94 | PREIX | T Rowe Price | PairCorr |
0.67 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
0.77 | JPM | JPMorgan Chase Fiscal Year End 10th of January 2025 | PairCorr |
0.71 | CSCO | Cisco Systems Aggressive Push | PairCorr |
0.72 | DIS | Walt Disney | PairCorr |
0.74 | WMT | Walmart Aggressive Push | PairCorr |
0.78 | BAC | Bank of America Fiscal Year End 10th of January 2025 | PairCorr |
0.78 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
Moving against Federated Mutual Fund
0.65 | GAAGX | Gmo Alternative Allo | PairCorr |
0.54 | GPBFX | Gmo E Plus | PairCorr |
0.5 | GAAKX | Gmo Alternative Allo | PairCorr |
0.36 | GPMFX | Guidepath Managed Futures | PairCorr |
0.72 | PFE | Pfizer Inc Fiscal Year End 4th of February 2025 | PairCorr |
0.62 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
0.36 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
Related Correlations Analysis
0.85 | 0.84 | 0.83 | 0.8 | QASCX | ||
0.85 | 0.96 | 0.96 | 0.94 | QISGX | ||
0.84 | 0.96 | 0.96 | 0.96 | FMSTX | ||
0.83 | 0.96 | 0.96 | 0.96 | CMGIX | ||
0.8 | 0.94 | 0.96 | 0.96 | KLCIX | ||
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Risk-Adjusted Indicators
There is a big difference between Federated Mutual Fund performing well and Federated Mdt Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Federated Mdt's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
QASCX | 0.86 | 0.05 | 0.10 | 0.17 | 0.60 | 1.93 | 7.16 | |||
QISGX | 0.86 | 0.26 | 0.13 | (48.20) | 0.71 | 1.92 | 6.69 | |||
FMSTX | 0.47 | 0.16 | 0.09 | 1.76 | 0.00 | 1.13 | 3.58 | |||
CMGIX | 0.80 | 0.33 | 0.22 | 4.80 | 0.52 | 1.98 | 5.36 | |||
KLCIX | 0.63 | 0.25 | 0.11 | 4.77 | 0.54 | 1.67 | 4.77 |