# Long-Term Etf Volatility

VGLT | Etf | ## USD 64.84 0.38 0.59% |

Long-Term Govt Bond has Sharpe Ratio of -0.0688, which conveys that the entity had -0.0688% of return per unit of risk over the last 3 months. Macroaxis standpoint towards estimating 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. Long-Term Govt exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Long-Term Govt Bond mean deviation of 0.9104, and Risk Adjusted Performance of (0.1) to check out the risk estimate we provide.

Long-Term |

Long-Term Govt 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 Govt volatility.

### 60 Days Market Risk

### Chance of Distress

### 60 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Long-Term Govt 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 Govt 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 Govt'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 Govt

+ | 1.0 | TLT | 20 Year Treas | PairCorr | |||

+ | 0.98 | IEF | 7-10 Year Treas | PairCorr | |||

+ | 1.0 | SPTL | SPDR Long Term | PairCorr | |||

+ | 1.0 | TLH | 10-20 Year Treas | PairCorr | |||

+ | 0.99 | EDV | Extended Dur Trs | PairCorr | |||

+ | 0.99 | PLW | 1-30 Laddered Treasury | PairCorr | |||

+ | 1.0 | GOVZ | Ishares 25 Year | PairCorr |

## Long-Term Govt Market Sensitivity And Downside Risk

Long-Term Govt'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 Govt's beta of 0.0195 provides an investor with an approximation of how much risk Long-Term Govt etf can potentially add to one of your existing portfolios.

Long-Term Govt Bond exhibits very low volatility with skewness of -0.21 and kurtosis of -0.59. However, we advise investors to further study Long-Term Govt Bond technical indicators to ensure that 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 Long-Term Govt'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 Long-Term Govt'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 Long-Term Govt Bond Demand TrendCheck current 90 days Long-Term Govt correlation with market (DOW)## Long-Term Beta |

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.

## Standard Deviation | 1.1 |

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

## Using Long-Term Put Option to Manage Risk

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

### Long-Term Govt's PUT expiring on 2022-10-21

Profit |

Share

Long-Term Govt Price At Expiration |

### Current Long-Term Govt Insurance Chain

Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||

Put | 2022-10-21 PUT at $71.0 | -0.702 | 0.0339 | 1 | 2022-10-21 | 4.7 - 8.3 | 4.1 | View |

Put | 2022-10-21 PUT at $69.0 | -0.879 | 0.0547 | 1 | 2022-10-21 | 4.6 - 4.9 | 1.8 | View |

Put | 2022-10-21 PUT at $68.0 | -0.8297 | 0.0719 | 1 | 2022-10-21 | 3.7 - 4.0 | 1.4 | View |

Put | 2022-10-21 PUT at $67.0 | -0.7456 | 0.0885 | 1 | 2022-10-21 | 2.95 - 3.2 | 1.55 | View |

Put | 2022-10-21 PUT at $66.0 | -0.6535 | 0.1024 | 4 | 2022-10-21 | 2.25 - 2.45 | 1.97 | View |

Put | 2022-10-21 PUT at $65.0 | -0.5453 | 0.1054 | 9 | 2022-10-21 | 1.65 - 1.8 | 1.79 | View |

Put | 2022-10-21 PUT at $64.0 | -0.4383 | 0.1085 | 1 | 2022-10-21 | 1.15 - 1.3 | 0.65 | View |

Put | 2022-10-21 PUT at $62.0 | -0.2462 | 0.0826 | 2 | 2022-10-21 | 0.5 - 0.65 | 0.45 | View |

Put | 2022-10-21 PUT at $60.0 | -0.1143 | 0.0491 | 1 | 2022-10-21 | 0.15 - 0.3 | 0.2 | View |

Put | 2022-10-21 PUT at $59.0 | -0.2812 | 0.0288 | 1 | 2022-10-21 | 0.0 - 0.25 | 0.15 | View |

Put | 2022-10-21 PUT at $58.0 | -0.0535 | 0.0252 | 12 | 2022-10-21 | 0.05 - 0.15 | 0.05 | View |

## Long-Term Govt Bond Etf Volatility Analysis

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

### Historical Volatility

This type of etf volatility measures Long-Term Govt's fluctuations based on previous trends. It's commonly used to predict Long-Term Govt'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 Long-Term Govt'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 Long-Term Govt'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. Long-Term Govt 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 Govt Projected Return Density Against Market

Given the investment horizon of 90 days Long-Term Govt has a beta of 0.0195 . This entails as returns on the market go up, Long-Term Govt average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Long-Term Govt 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 Govt 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 Govt'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 Long-Term 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 a negative alpha, implying that the risk taken by holding this instrument is not justified. Long-Term Govt Bond is significantly underperforming DOW. Predicted Return Density |

Returns |

## What Drives a Long-Term Govt 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.## Long-Term Govt 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 Govt 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 Govt'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 Long-Term 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 Long-Term Govt is -1452.65. The daily returns are distributed with a variance of 1.2 and standard deviation of 1.1. The mean deviation of Long-Term Govt Bond is currently at 0.9. For similar time horizon, the selected benchmark (DOW) has volatility of 1.14

α | Alpha over DOW | -0.1 | |

β | Beta against DOW | 0.0195 | |

σ | Overall volatility | 1.10 | |

Ir | Information ratio | -0.05 |

## Long-Term Govt Etf Return Volatility

Long-Term Govt historical daily return volatility represents how much of Long-Term Govt etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund inherits 1.0966% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.1051% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About Long-Term Govt Volatility

Volatility is a rate at which the price of Long-Term Govt 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 Govt may increase or decrease. In other words, similar to Long-Term's beta indicator, it measures the risk of Long-Term Govt and helps estimate the fluctuations that may happen in a short period of time. So if prices of Long-Term Govt 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 employs an indexing investment approach designed to track the performance of the Bloomberg U.S. Long Treasury Index. This index includes fixed income securities issued by the U.S. Treasury , with maturities greater than 10 years. Under normal circumstances, at least 80 percent of the funds assets will be invested in bonds included in the index.

## Long-Term Govt Investment Opportunity

DOW has a standard deviation of returns of 1.11 and is 1.01 times more volatile than Long-Term Govt Bond.**9**of all equities and portfolios are less risky than Long-Term Govt. Compared to the overall equity markets, volatility of historical daily returns of Long-Term Govt Bond is lower than

**9 ()**of all global equities and portfolios over the last 90 days. Use Long-Term Govt Bond to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a moderate upward volatility. Check odds of Long-Term Govt to be traded at $71.32 in 90 days.

### Significant diversification

The correlation between Long-Term Govt Bond and DJI is

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

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

Risk Adjusted Performance | (0.1) | |||

Market Risk Adjusted Performance | (5.24) | |||

Mean Deviation | 0.9104 | |||

Coefficient Of Variation | (1,188) | |||

Standard Deviation | 1.1 | |||

Variance | 1.21 | |||

Information Ratio | (0.049032) |

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.

## Long-Term Govt 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 Govt 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 Govt'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 Govt'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 Govt Bond.

Also, please take a look at World Market Map. You can also try Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

## Complementary Tools for analysis

When running Long-Term Govt Bond price analysis, check to measure Long-Term Govt'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 Govt is operating at the current time. Most of Long-Term Govt's value examination focuses on studying past and present price action to predict the probability of Long-Term Govt'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 Govt's price. Additionally, you may evaluate how the addition of Long-Term Govt to your portfolios can decrease your overall portfolio volatility.

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The market value of Long-Term Govt 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 Govt's value that differs from its market value or its book value, called intrinsic value, which is Long-Term Govt'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 Govt's market value can be influenced by many factors that don't directly affect Long-Term Govt'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 Govt's value and its price as these two are different measures arrived at by different means. Investors typically determine Long-Term Govt value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Long-Term Govt'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.