Federated Hermes Sdg Fund Market Value
| FHERX Fund | USD 14.20 0.03 0.21% |
| Symbol | Federated |
Federated Hermes 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Federated Hermes' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Federated Hermes.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Federated Hermes on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Federated Hermes Sdg or generate 0.0% return on investment in Federated Hermes over 90 days. Federated Hermes is related to or competes with Federated Hermes, Federated Mdt, Federated High, Federated Hermes, Federated Hermes, Federated Hermes, and Federated Hermes. The sub-adviser pursues the fund investment objective of long-term capital appreciation alongside positive societal impa... More
Federated Hermes Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Federated Hermes' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Federated Hermes Sdg upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7089 | |||
| Information Ratio | 0.0567 | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.66 |
Federated Hermes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federated Hermes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federated Hermes' standard deviation. In reality, there are many statistical measures that can use Federated Hermes historical prices to predict the future Federated Hermes' volatility.| Risk Adjusted Performance | 0.09 | |||
| Jensen Alpha | 0.0541 | |||
| Total Risk Alpha | 0.0408 | |||
| Sortino Ratio | 0.0699 | |||
| Treynor Ratio | 0.1058 |
Federated Hermes February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.09 | |||
| Market Risk Adjusted Performance | 0.1158 | |||
| Mean Deviation | 0.667 | |||
| Semi Deviation | 0.5579 | |||
| Downside Deviation | 0.7089 | |||
| Coefficient Of Variation | 829.68 | |||
| Standard Deviation | 0.8734 | |||
| Variance | 0.7629 | |||
| Information Ratio | 0.0567 | |||
| Jensen Alpha | 0.0541 | |||
| Total Risk Alpha | 0.0408 | |||
| Sortino Ratio | 0.0699 | |||
| Treynor Ratio | 0.1058 | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.5026 | |||
| Semi Variance | 0.3112 | |||
| Expected Short fall | (0.77) | |||
| Skewness | 0.9475 | |||
| Kurtosis | 1.8 |
Federated Hermes Sdg Backtested Returns
At this stage we consider Federated Mutual Fund to be very steady. Federated Hermes Sdg secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Federated Hermes Sdg, which you can use to evaluate the volatility of the entity. Please confirm Federated Hermes' Coefficient Of Variation of 829.68, mean deviation of 0.667, and Downside Deviation of 0.7089 to check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 0.9, which means possible diversification benefits within a given portfolio. Federated Hermes returns are very sensitive to returns on the market. As the market goes up or down, Federated Hermes is expected to follow.
Auto-correlation | 0.62 |
Good predictability
Federated Hermes Sdg has good predictability. Overlapping area represents the amount of predictability between Federated Hermes time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Federated Hermes Sdg price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Federated Hermes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Federated Mutual Fund
Federated Hermes financial ratios help investors to determine whether Federated Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Federated with respect to the benefits of owning Federated Hermes security.
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