Trust Etf Volatility

UVXY
 Etf
  

USD 9.11  0.15  1.62%   

Trust Ultra VIX owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the etf had -0.12% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring 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. Trust Ultra VIX exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Trust Ultra coefficient of variation of (718.19), and Risk Adjusted Performance of (0.17) to confirm the risk estimate we provide.
  
Trust Ultra 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 Trust daily returns, and it is calculated using variance and standard deviation. We also use Trust's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Trust Ultra volatility.

510 Days Market Risk

Slightly risky

Chance of Distress

High

510 Days Economic Sensitivity

Almost neglects market trends
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Trust Ultra 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 Trust Ultra at lower prices. For example, an investor can purchase Trust 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 Trust Ultra'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 Trust Ultra

0.85VXXIpathB SP 500PairCorr
1.0VIXYTrust VIX Short-TermPairCorr
0.91VIXMTrust VIX Mid-TermPairCorr

Moving against Trust Ultra

0.82PFFLEtracs 2X PrfdPairCorr
0.65ZIVZFVS -1X VIXPairCorr
0.51EUOUltrashort Euro ETFPairCorr

Trust Ultra Market Sensitivity And Downside Risk

Trust Ultra's beta coefficient measures the volatility of Trust 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 Trust etf's returns against your selected market. In other words, Trust Ultra's beta of -0.46 provides an investor with an approximation of how much risk Trust Ultra etf can potentially add to one of your existing portfolios.
Trust Ultra VIX exhibits very low volatility with skewness of 1.78 and kurtosis of 4.84. However, we advise investors to further study Trust Ultra VIX technical indicators to make sure all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Trust Ultra'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 Trust Ultra'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.

Trust Ultra Implied Volatility

Trust Ultra's implied volatility exposes the market's sentiment of Trust Ultra VIX stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Trust Ultra'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 Trust Ultra stock will not fluctuate a lot when Trust Ultra's options are near their expiration.
3 Months Beta |Analyze Trust Ultra VIX Demand Trend
Check current 90 days Trust Ultra correlation with market (DOW)

Trust Beta

    
  -0.46  
Trust 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

    
  5.56  
It is essential to understand the difference between upside risk (as represented by Trust Ultra's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Trust Ultra stock's daily returns or price. Since the actual investment returns on holding a position in Trust Ultra 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 Trust Ultra.

Trust Ultra VIX Etf Volatility Analysis

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

Historical Volatility

This type of stock volatility measures Trust Ultra's fluctuations based on previous trends. It's commonly used to predict Trust Ultra'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 Trust Ultra'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. Trust Ultra VIX 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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Trust Ultra Projected Return Density Against Market

Given the investment horizon of 90 days Trust Ultra VIX has a beta of -0.4632 . This usually implies as returns on benchmark increase, returns on holding Trust Ultra are expected to decrease at a much lower rate. During the bear market, however, Trust Ultra VIX 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 Trust Ultra or ProShares 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 Trust Ultra 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 Trust 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. Trust Ultra VIX is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Trust Ultra's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Trust Ultra 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.

Trust Ultra 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 Trust Ultra or ProShares 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 Trust Ultra 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 Trust 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.
Given the investment horizon of 90 days the coefficient of variation of Trust Ultra is -868.76. The daily returns are distributed with a variance of 30.95 and standard deviation of 5.56. The mean deviation of Trust Ultra VIX is currently at 3.7. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
-0.79
β
Beta against DOW-0.46
σ
Overall volatility
5.56
Ir
Information ratio -0.15

Trust Ultra Etf Return Volatility

Trust Ultra historical daily return volatility represents how much Trust Ultra stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The ETF inherits 5.5635% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.2622% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Trust Ultra Volatility

Volatility is a rate at which the price of Trust Ultra 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 Trust Ultra may increase or decrease. In other words, similar to Trust's beta indicator, it measures the risk of Trust Ultra and helps estimate the fluctuations that may happen in a short period of time. So if prices of Trust Ultra 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 index seeks to offer exposure to market volatility through publicly traded futures markets and is designed to measure the implied volatility of the SP 500 over 30 days in the future. Trust Ultra is traded on NYSEArca Exchange in the United States.

Trust Ultra Investment Opportunity

Trust Ultra VIX has a volatility of 5.56 and is 4.41 times more volatile than DOW. 48  of all equities and portfolios are less risky than Trust Ultra. Compared to the overall equity markets, volatility of historical daily returns of Trust Ultra VIX is lower than 48 () of all global equities and portfolios over the last 90 days.
Use Trust Ultra VIX to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Trust Ultra to be traded at $8.84 in 90 days. .

Good diversification

The correlation between Trust Ultra VIX and DJI is Good diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Trust Ultra VIX and DJI in the same portfolio, assuming nothing else is changed.

Trust Ultra Additional Risk Indicators

The analysis of Trust Ultra'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 Trust Ultra's investment and either accepting that risk or mitigating it. Along with some common measures of Trust Ultra 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(0.17)
Market Risk Adjusted Performance1.77
Mean Deviation3.92
Coefficient Of Variation(718.19)
Standard Deviation5.8
Variance33.58
Information Ratio(0.15)
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.

Trust Ultra 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.
Microsoft Corp vs. Trust Ultra
Stmicroelectronics vs. Trust Ultra
Ford vs. Trust Ultra
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Vmware vs. Trust Ultra
Twitter vs. Trust Ultra
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Citigroup vs. Trust Ultra
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 Trust Ultra 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. Trust Ultra'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, Trust Ultra'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 Trust Ultra VIX.
Also, please take a look at World Market Map. Note that the Trust Ultra VIX information on this page should be used as a complementary analysis to other Trust Ultra'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 Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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