IQ Hedge Etf Volatility

QAI
 Etf
  

USD 28.79  0.10  0.35%   

IQ Hedge Multi-Strategy retains Efficiency (Sharpe Ratio) of -0.2, which attests that the entity had -0.2% of return per unit of price deviation over the last 3 months. Macroaxis outlook to determining the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. IQ Hedge exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IQ Hedge Multi-Strategy standard deviation of 0.5707, and Market Risk Adjusted Performance of (0.34) to validate the risk estimate we provide.
  
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IQ Hedge 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 IQ Hedge daily returns, and it is calculated using variance and standard deviation. We also use IQ Hedge's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of IQ Hedge volatility.

30 Days Market Risk

Very steady

Chance of Distress

Below Average

30 Days Economic Sensitivity

Slowly supersedes the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as IQ Hedge 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 IQ Hedge at lower prices. For example, an investor can purchase IQ Hedge 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 IQ Hedge'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 IQ Hedge

0.99VTITotal Stock MarketPairCorr
0.99SPYSP 500 SPDRPairCorr
0.99IVVSP 500 IsharesPairCorr
0.88BNDTotal Bond MarketPairCorr
0.98VEAFTSE Developed MarketsPairCorr
0.98VUGVanguard Growth ETFPairCorr
0.99VOMidcap ETF VanguardPairCorr

Moving against IQ Hedge

0.59TATT IncPairCorr
0.59IBMInternational BusinessPairCorr
0.56MRKMerck CompanyPairCorr

IQ Hedge Market Sensitivity And Downside Risk

IQ Hedge's beta coefficient measures the volatility of IQ Hedge 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 IQ Hedge etf's returns against your selected market. In other words, IQ Hedge's beta of 0.34 provides an investor with an approximation of how much risk IQ Hedge etf can potentially add to one of your existing portfolios.
Let's try to break down what IQ Hedge's beta means in this case. As returns on the market increase, IQ Hedge returns are expected to increase less than the market. However, during the bear market, the loss on holding IQ Hedge will be expected to be smaller as well.
3 Months Beta |Analyze IQ Hedge Multi-Strategy Demand Trend
Check current 90 days IQ Hedge correlation with market (DOW)

IQ Hedge Beta

    
  0.34  
IQ Hedge 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

    
  0.58  
It is essential to understand the difference between upside risk (as represented by IQ Hedge's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of IQ Hedge stock's daily returns or price. Since the actual investment returns on holding a position in IQ Hedge 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 IQ Hedge.

IQ Hedge Multi-Strategy Etf Volatility Analysis

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

Historical Volatility

This type of stock volatility measures IQ Hedge's fluctuations based on previous trends. It's commonly used to predict IQ Hedge'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 IQ Hedge'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. IQ Hedge Multi-Strategy 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.
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IQ Hedge Projected Return Density Against Market

Considering the 90-day investment horizon IQ Hedge has a beta of 0.3441 indicating as returns on the market go up, IQ Hedge average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding IQ Hedge Multi-Strategy 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 IQ Hedge or IndexIQ 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 IQ Hedge 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 IQ Hedge 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 a negative alpha, implying that the risk taken by holding this instrument is not justified. IQ Hedge Multi-Strategy is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
IQ Hedge's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how IQ Hedge stock'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 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.

IQ Hedge 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 IQ Hedge or IndexIQ 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 IQ Hedge 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 IQ Hedge 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 IQ Hedge is -494.2. The daily returns are distributed with a variance of 0.34 and standard deviation of 0.58. The mean deviation of IQ Hedge Multi-Strategy is currently at 0.45. For similar time horizon, the selected benchmark (DOW) has volatility of 1.42
α
Alpha over DOW
-0.05
β
Beta against DOW0.34
σ
Overall volatility
0.58
Ir
Information ratio 0.13

IQ Hedge Etf Return Volatility

IQ Hedge historical daily return volatility represents how much IQ Hedge stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The Exchange Traded Fund has volatility of 0.5834% on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.4395% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
      Timeline 

About IQ Hedge Volatility

Volatility is a rate at which the price of IQ Hedge 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 IQ Hedge may increase or decrease. In other words, similar to IQ Hedge's beta indicator, it measures the risk of IQ Hedge and helps estimate the fluctuations that may happen in a short period of time. So if prices of IQ Hedge 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 is a fund of funds which means it invests, under normal circumstances, at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in the investments included in its underlying index, which includes underlying funds. IQ Hedge is traded on NYSEArca Exchange in the United States.

IQ Hedge Investment Opportunity

DOW has a standard deviation of returns of 1.44 and is 2.48 times more volatile than IQ Hedge Multi-Strategy. of all equities and portfolios are less risky than IQ Hedge. Compared to the overall equity markets, volatility of historical daily returns of IQ Hedge Multi-Strategy is lower than 5 () of all global equities and portfolios over the last 90 days. Use IQ Hedge Multi-Strategy to enhance the returns of your portfolios. The etf experiences a normal upward fluctuation. Check odds of IQ Hedge to be traded at $30.23 in 90 days. . Let's try to break down what IQ Hedge's beta means in this case. As returns on the market increase, IQ Hedge returns are expected to increase less than the market. However, during the bear market, the loss on holding IQ Hedge will be expected to be smaller as well.

Very poor diversification

The correlation between IQ Hedge Multi-Strategy and DJI is Very poor diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding IQ Hedge Multi-Strategy and DJI in the same portfolio, assuming nothing else is changed.

IQ Hedge Additional Risk Indicators

The analysis of IQ Hedge'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 IQ Hedge's investment and either accepting that risk or mitigating it. Along with some common measures of IQ Hedge 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(0.29)
Market Risk Adjusted Performance(0.34)
Mean Deviation0.4367
Coefficient Of Variation(523.94)
Standard Deviation0.5707
Variance0.3257
Information Ratio0.1275
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.

IQ Hedge 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.
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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 IQ Hedge 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. IQ Hedge'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, IQ Hedge'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 IQ Hedge Multi-Strategy.
Please see Your Equity Center. Note that the IQ Hedge Multi-Strategy information on this page should be used as a complementary analysis to other IQ Hedge'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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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