Teucrium Etf Volatility

CORN
 Etf
  

USD 27.10  0.06  0.22%   

Teucrium Corn appears to be very steady, given 3 months investment horizon. Teucrium Corn owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the etf had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards measuring 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 Teucrium Corn, which you can use to evaluate the future volatility of the etf. Please review Teucrium Corn's Coefficient Of Variation of 2966.58, risk adjusted performance of 0.0422, and Semi Deviation of 2.05 to confirm if our risk estimates are consistent with your expectations.
  
Teucrium Corn 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 Teucrium daily returns, and it is calculated using variance and standard deviation. We also use Teucrium's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Teucrium Corn volatility.

90 Days Market Risk

Very steady

Chance of Distress

Very Small

90 Days Economic Sensitivity

Moves indifferently to market moves
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Teucrium Corn 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 Teucrium Corn at lower prices. For example, an investor can purchase Teucrium 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 Teucrium Corn'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 against Teucrium Corn

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-0.78SMIVaneck Hip SustainablePairCorr
-0.76SOJBSouthern Series 2PairCorr
-0.74BNDTotal Bond MarketPairCorr
-0.66AEBAEGON N VPairCorr
-0.61SOJCSouthern CompanyPairCorr
-0.59DUKHDuke Energy 5PairCorr

Teucrium Corn Market Sensitivity And Downside Risk

Teucrium Corn's beta coefficient measures the volatility of Teucrium 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 Teucrium etf's returns against your selected market. In other words, Teucrium Corn's beta of -0.0249 provides an investor with an approximation of how much risk Teucrium Corn etf can potentially add to one of your existing portfolios.
Teucrium Corn currently demonstrates below-average downside deviation. It has Information Ratio of 0.09 and Jensen Alpha of 0.05. However, we advise investors to further question Teucrium Corn expected returns to ensure all indicators are consistent with the current outlook about its relatively low value at risk. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Teucrium Corn'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 Teucrium Corn'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 Teucrium Corn Demand Trend
Check current 90 days Teucrium Corn correlation with market (DOW)

Teucrium Beta

    
  -0.0249  
Teucrium 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

    
  1.62  
It is essential to understand the difference between upside risk (as represented by Teucrium Corn's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Teucrium Corn's daily returns or price. Since the actual investment returns on holding a position in teucrium 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 Teucrium Corn.

Using Teucrium Put Option to Manage Risk

Put options written on Teucrium Corn grant holders of the option the right to sell a specified amount of Teucrium Corn 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 Teucrium Etf cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Teucrium Corn'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 Teucrium Corn will be realized, the loss incurred will be offset by the profits made with the option trade.

Teucrium Corn's PUT expiring on 2022-10-21

   Profit   
Share
       Teucrium Corn Price At Expiration  

Current Teucrium Corn Insurance Chain

DeltaGammaOpen IntExpirationCurrent SpreadLast Price
Put
2022-10-21 PUT at $30.0-0.92760.0737552022-10-212.9 - 3.12.7View
Put
2022-10-21 PUT at $28.0-0.69390.20751032022-10-211.2 - 1.41.25View
Put
2022-10-21 PUT at $27.0-0.46980.2383622022-10-210.6 - 0.70.63View
Put
2022-10-21 PUT at $26.0-0.24510.18872342022-10-210.2 - 0.30.25View
Put
2022-10-21 PUT at $25.0-0.13850.10731892022-10-210.05 - 0.150.15View
View All Teucrium Corn Options

Teucrium Corn Etf Volatility Analysis

Volatility refers to the frequency at which Teucrium Corn etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Teucrium Corn's price changes. Investors will then calculate the volatility of Teucrium Corn'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 Teucrium Corn's volatility:

Historical Volatility

This type of etf volatility measures Teucrium Corn's fluctuations based on previous trends. It's commonly used to predict Teucrium Corn'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 Teucrium Corn'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 Teucrium Corn'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. The Median Price line plots median indexes of Teucrium Corn price series.
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Teucrium Corn Projected Return Density Against Market

Given the investment horizon of 90 days Teucrium Corn has a beta of -0.0249 suggesting as returns on benchmark increase, returns on holding Teucrium Corn are expected to decrease at a much lower rate. During the bear market, however, Teucrium Corn is likely to outperform the market.
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 Teucrium Corn or Teucrium 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 Teucrium Corn'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 Teucrium 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 0.0484, implying that it can generate a 0.0484 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Teucrium Corn's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how teucrium 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 Teucrium Corn 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.

Teucrium Corn 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 Teucrium Corn or Teucrium 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 Teucrium Corn'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 Teucrium 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. Given the investment horizon of 90 days the coefficient of variation of Teucrium Corn is 704.41. The daily returns are distributed with a variance of 2.63 and standard deviation of 1.62. The mean deviation of Teucrium Corn is currently at 1.21. For similar time horizon, the selected benchmark (DOW) has volatility of 1.14
α
Alpha over DOW
0.0484
β
Beta against DOW-0.02
σ
Overall volatility
1.62
Ir
Information ratio 0.09

Teucrium Corn Etf Return Volatility

Teucrium Corn historical daily return volatility represents how much of Teucrium Corn etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF venture inherits 1.6207% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.1539% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Teucrium Corn Volatility

Volatility is a rate at which the price of Teucrium Corn 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 Teucrium Corn may increase or decrease. In other words, similar to Teucrium's beta indicator, it measures the risk of Teucrium Corn and helps estimate the fluctuations that may happen in a short period of time. So if prices of Teucrium Corn 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 Benchmark is a weighted average of the closing settlement prices for three futures contracts for corn that are traded on the Chicago Board of Trade. Teucrium Corn is traded on NYSEArca Exchange in the United States.

Teucrium Corn Investment Opportunity

Teucrium Corn has a volatility of 1.62 and is 1.41 times more volatile than DOW. 14  of all equities and portfolios are less risky than Teucrium Corn. Compared to the overall equity markets, volatility of historical daily returns of Teucrium Corn is lower than 14 () of all global equities and portfolios over the last 90 days. Use Teucrium Corn 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 Teucrium Corn to be traded at $28.46 in 90 days.

Good diversification

The correlation between Teucrium Corn and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Teucrium Corn and DJI in the same portfolio, assuming nothing else is changed.

Teucrium Corn Additional Risk Indicators

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

Teucrium Corn 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 Teucrium Corn 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. Teucrium Corn'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, Teucrium Corn'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 Teucrium Corn.
Continue to Trending Equities. You can also try Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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When running Teucrium Corn price analysis, check to measure Teucrium Corn'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 Teucrium Corn is operating at the current time. Most of Teucrium Corn's value examination focuses on studying past and present price action to predict the probability of Teucrium Corn's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Teucrium Corn's price. Additionally, you may evaluate how the addition of Teucrium Corn to your portfolios can decrease your overall portfolio volatility.
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The market value of Teucrium Corn is measured differently than its book value, which is the value of Teucrium that is recorded on the company's balance sheet. Investors also form their own opinion of Teucrium Corn's value that differs from its market value or its book value, called intrinsic value, which is Teucrium Corn'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 Teucrium Corn's market value can be influenced by many factors that don't directly affect Teucrium Corn'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 Teucrium Corn's value and its price as these two are different measures arrived at by different means. Investors typically determine Teucrium Corn value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Teucrium Corn'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.