# Long Term Etf Volatility

BLV | Etf | ## USD 82.47 0.24 0.29% |

We consider Long Term very steady. Long Term Bond has Sharpe Ratio of 0.0415, which conveys that the entity had 0.0415% of return per unit of risk over the last 3 months. Our standpoint towards estimating 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-eight technical indicators for Long Term, which you can use to evaluate the future volatility of the etf. Please verify Long Term Bond Risk Adjusted Performance of 0.0541, downside deviation of 1.13, and Mean Deviation of 0.8172 to check out if the risk estimate we provide is consistent with the expected return of 0.0421%.

Long Term |

Long Term 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 Long Term daily returns, and it is calculated using variance and standard deviation. We also use Long Term's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Long Term volatility.

### 720 Days Market Risk

### Chance of Distress

### 720 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Long Term 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 Long Term at lower prices. For example, an investor can purchase Long Term 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 Long Term'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 Long Term

0.95 | BAB | Taxable Municipal Bond | PairCorr | ||||

0.98 | IGLB | Long-Term Corp Bond | PairCorr | ||||

0.98 | SPLB | SPDR Long Term | PairCorr | ||||

0.71 | VTI | Total Stock Market | PairCorr | ||||

0.71 | SPY | SP 500 SPDR | PairCorr |

## Long Term Market Sensitivity And Downside Risk

Long Term's beta coefficient measures the volatility of Long Term 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 Long Term etf's returns against your selected market. In other words, Long Term's beta of 0.0516 provides an investor with an approximation of how much risk Long Term etf can potentially add to one of your existing portfolios.

Long Term Bond has relatively low volatility with skewness of -0.4 and kurtosis of -0.04. However, we advise all investors to independently investigate Long Term Bond 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 Long Term's etf risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact Long Term'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.

Long Term 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.

### Long Term Implied Volatility

Long Term's implied volatility exposes the market's sentiment of Long Term Bond stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Long Term's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Long Term stock will not fluctuate a lot when Long Term's options are near their expiration.

3 Months Beta |Analyze Long Term Bond Demand TrendCheck current 90 days Long Term correlation with market (DOW)## Long Term Beta |

## Standard Deviation | 1.01 |

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

## Long Term Bond Etf Volatility Analysis

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

### Historical Volatility

This type of stock volatility measures Long Term's fluctuations based on previous trends. It's commonly used to predict Long Term's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Long Term's current market price. This means that the stock will return to its initially predicted market price.Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. Long Term Bond 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..

## Long Term Projected Return Density Against Market

Considering the 90-day investment horizon Long Term has a beta of 0.0516 suggesting as returns on the market go up, Long Term average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Long Term Bond will be expected to be much smaller as well.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 Long Term or Vanguard 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 Long Term stock's price will be affected by overall stock 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 Long Term stock'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 0.0362, implying that it can generate a 0.0362 percent excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a Company's Stock Price Volatility?

Several factors can influence a company'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.## Long Term 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 Long Term or Vanguard 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 Long Term stock's price will be affected by overall stock 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 Long Term stock'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 Long Term is 2410.69. The daily returns are distributed with a variance of 1.03 and standard deviation of 1.01. The mean deviation of Long Term Bond is currently at 0.82. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25

α | Alpha over DOW | 0.0362 | |

β | Beta against DOW | 0.05 | |

σ | Overall volatility | 1.01 | |

Ir | Information ratio | 0.0476 |

## Long Term Etf Return Volatility

Long Term historical daily return volatility represents how much Long Term stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund has volatility of

**1.0149%**on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.2715% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About Long Term Volatility

Volatility is a rate at which the price of Long Term 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 Long Term may increase or decrease. In other words, similar to Long Term's beta indicator, it measures the risk of Long Term and helps estimate the fluctuations that may happen in a short period of time. So if prices of Long Term 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.This index includes all medium and larger issues of U.S. government, investment-grade corporate, and investment-grade international dollar-denominated bonds that have maturities of greater than 10 years and are publicly issued. Long Term is traded on NYSEArca Exchange in the United States.## Long Term Investment Opportunity

DOW has a standard deviation of returns of 1.27 and is 1.26 times more volatile than Long Term Bond.**8**of all equities and portfolios are less risky than Long Term. Compared to the overall equity markets, volatility of historical daily returns of Long Term Bond is lower than

**8 ()**of all global equities and portfolios over the last 90 days.

Use Long Term Bond to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a normal upward fluctuation. Check odds of Long Term to be traded at $86.59 in 90 days. .

### Significant diversification

The correlation between Long Term Bond and DJI is

**Significant diversification**for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Long Term Bond and DJI in the same portfolio, assuming nothing else is changed.## Long Term Additional Risk Indicators

The analysis of Long Term'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 Long Term's investment and either accepting that risk or mitigating it. Along with some common measures of Long Term stock 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.

Risk Adjusted Performance | 0.0541 | |||

Market Risk Adjusted Performance | 0.6994 | |||

Mean Deviation | 0.8172 | |||

Semi Deviation | 1.05 | |||

Downside Deviation | 1.13 | |||

Coefficient Of Variation | 2218.29 | |||

Standard Deviation | 1.01 |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## Long Term 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 Long 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. Long 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, Long 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 Long Term Bond.

Continue to Trending Equities. Note that the Long Term Bond information on this page should be used as a complementary analysis to other Long Term'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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

## Complementary Tools for Long Term Etf analysis

When running Long Term Bond price analysis, check to measure Long Term'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 Long Term is operating at the current time. Most of Long Term's value examination focuses on studying past and present price action to predict the probability of Long Term's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Long Term's price. Additionally, you may evaluate how the addition of Long Term to your portfolios can decrease your overall portfolio volatility.

Performance AnalysisCheck effects of mean-variance optimization against your current asset allocation | Go | |

Risk-Return AnalysisView associations between returns expected from investment and the risk you assume | Go | |

Portfolio File ImportQuickly import all of your third-party portfolios from your local drive in csv format | Go | |

Equity AnalysisResearch over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | Go | |

Fund ScreenerFind actively-traded funds from around the world traded on over 30 global exchanges | Go | |

Stock ScreenerFind equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | Go | |

Idea AnalyzerAnalyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | Go |

The market value of Long Term Bond is measured differently than its book value, which is the value of Long Term that is recorded on the company's balance sheet. Investors also form their own opinion of Long Term's value that differs from its market value or its book value, called intrinsic value, which is Long Term'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 Long Term's market value can be influenced by many factors that don't directly affect Long Term'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 Long Term's value and its price as these two are different measures arrived at by different means. Investors typically determine Long Term value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Long Term'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.