BAD ETF Etf Volatility

BAD
 Etf
  

USD 13.72  0.14  1.03%   

BAD ETF appears to be not too volatile, given 3 months investment horizon. BAD ETF secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the etf had 0.15% of return per unit of risk over the last 3 months. Our approach to foreseeing the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for BAD ETF, which you can use to evaluate the future volatility of the entity. Please makes use of BAD ETF's mean deviation of 1.25, and Coefficient Of Variation of 775.8 to double-check if our risk estimates are consistent with your expectations.
  
BAD ETF Etf 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 BAD ETF daily returns, and it is calculated using variance and standard deviation. We also use BAD ETF's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BAD ETF volatility.

30 Days Market Risk

Not too volatile

Chance of Distress

Below Average

30 Days Economic Sensitivity

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

+0.83XTIShares ExponentialPairCorr
+0.91JETSUS Global JetsPairCorr
+0.91BOTZGlobal X RoboticsPairCorr

Moving against BAD ETF

-0.94VXXIPath Series BPairCorr
-0.81DUKHDUKE ENERGY CORPPairCorr
-0.73DTYDTE ENERGY COPairCorr
-0.69SOJBSOUTHERN COPairCorr

BAD ETF Market Sensitivity And Downside Risk

BAD ETF's beta coefficient measures the volatility of BAD ETF etf 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 BAD ETF etf's returns against your selected market. In other words, BAD ETF's beta of 1.02 provides an investor with an approximation of how much risk BAD ETF etf can potentially add to one of your existing portfolios.
BAD ETF has relatively low volatility with skewness of 0.01 and kurtosis of 0.28. However, we advise all investors to independently investigate BAD ETF to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure BAD ETF's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact BAD ETF's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall.
3 Months Beta |Analyze BAD ETF Demand Trend
Check current 90 days BAD ETF correlation with market (NYSE Composite)

BAD ETF Beta

    
  1.02  
BAD ETF 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

    
  1.72  
It is essential to understand the difference between upside risk (as represented by BAD ETF's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of BAD ETF's daily returns or price. Since the actual investment returns on holding a position in bad etf etf 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 BAD ETF.

Using BAD ETF Put Option to Manage Risk

Put options written on BAD ETF grant holders of the option the right to sell a specified amount of BAD ETF at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of BAD ETF Etf cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge BAD ETF's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding BAD ETF will be realized, the loss incurred will be offset by the profits made with the option trade.

BAD ETF's PUT expiring on 2022-12-16

   Profit   
Share
       BAD ETF Price At Expiration  

BAD ETF Etf Volatility Analysis

Volatility refers to the frequency at which BAD ETF etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with BAD ETF's price changes. Investors will then calculate the volatility of BAD ETF's etf to predict their future moves. A etf that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A etf with relatively stable price changes has low volatility. A highly volatile etf 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 BAD ETF's volatility:

Historical Volatility

This type of etf volatility measures BAD ETF's fluctuations based on previous trends. It's commonly used to predict BAD ETF's future behavior based on its past. However, it cannot conclusively determine the future direction of the etf.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for BAD ETF's current market price. This means that the etf will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on BAD ETF's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. BAD ETF 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.
.

BAD ETF Projected Return Density Against Market

Considering the 90-day investment horizon the etf has the beta coefficient of 1.0199 suggesting BAD ETF market returns are highly-sensitive to returns on the market. As the market goes up or down, BAD ETF is expected to follow.
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 BAD ETF or BAD Investment 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 BAD ETF's price will be affected by overall etf 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 BAD ETF etf'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 an alpha of 0.1101, implying that it can generate a 0.11 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
BAD ETF's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how bad etf etf'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 BAD ETF Price Volatility?

Several factors can influence a Etf'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.

BAD ETF Etf 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 BAD ETF or BAD Investment 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 BAD ETF's price will be affected by overall etf 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 BAD ETF etf'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. Considering the 90-day investment horizon the coefficient of variation of BAD ETF is 653.32. The daily returns are distributed with a variance of 2.97 and standard deviation of 1.72. The mean deviation of BAD ETF is currently at 1.26. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 1.48
α
Alpha over NYSE Composite
0.11
β
Beta against NYSE Composite1.02
σ
Overall volatility
1.72
Ir
Information ratio 0.07

BAD ETF Etf Return Volatility

BAD ETF historical daily return volatility represents how much of BAD ETF etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund has volatility of 1.7223% on return distribution over 90 days investment horizon. By contrast, NYSE Composite accepts 1.506% volatility on return distribution over the 90 days horizon.
 Performance (%) 
       Timeline  

About BAD ETF Volatility

Volatility is a rate at which the price of BAD ETF 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 BAD ETF may increase or decrease. In other words, similar to BAD ETF's beta indicator, it measures the risk of BAD ETF and helps estimate the fluctuations that may happen in a short period of time. So if prices of BAD ETF 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 uses a passive management approach to seek to track the performance, before fees and expenses, of the index. Listed Funds is traded on NYSEARCA Exchange in the United States.

BAD ETF Investment Opportunity

BAD ETF has a volatility of 1.72 and is 1.14 times more volatile than NYSE Composite. 14  of all equities and portfolios are less risky than BAD ETF. Compared to the overall equity markets, volatility of historical daily returns of BAD ETF is lower than 14 () of all global equities and portfolios over the last 90 days. Use BAD ETF to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a large bullish trend. Check odds of BAD ETF to be traded at $15.09 in 90 days.

Very poor diversification

The correlation between BAD ETF and NYA is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding BAD ETF and NYA in the same portfolio, assuming nothing else is changed.

BAD ETF Additional Risk Indicators

The analysis of BAD ETF'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 BAD ETF's investment and either accepting that risk or mitigating it. Along with some common measures of BAD ETF etf's 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.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential etfs, we recommend comparing similar etfs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

BAD ETF 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.
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 BAD ETF 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. BAD ETF'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, BAD ETF'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 BAD ETF.
Continue to Trending Equities. Note that the BAD ETF information on this page should be used as a complementary analysis to other BAD ETF'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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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When running BAD ETF price analysis, check to measure BAD ETF'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 BAD ETF is operating at the current time. Most of BAD ETF's value examination focuses on studying past and present price action to predict the probability of BAD ETF's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move BAD ETF's price. Additionally, you may evaluate how the addition of BAD ETF to your portfolios can decrease your overall portfolio volatility.
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The market value of BAD ETF is measured differently than its book value, which is the value of BAD ETF that is recorded on the company's balance sheet. Investors also form their own opinion of BAD ETF's value that differs from its market value or its book value, called intrinsic value, which is BAD ETF's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BAD ETF's market value can be influenced by many factors that don't directly affect BAD ETF's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between BAD ETF's value and its price as these two are different measures arrived at by different means. Investors typically determine BAD ETF value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BAD ETF'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.