Total Etf Volatility

VTI
 Etf
  

USD 206.56  1.31  0.63%   

We consider Total Stock very steady. Total Stock Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0674, which indicates the etf had 0.0674% 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-one technical indicators for Total Stock Market, which you can use to evaluate the future volatility of the etf. Please validate Total Stock Semi Deviation of 1.63, coefficient of variation of 14106.27, and Risk Adjusted Performance of 0.0112 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
  
Total Stock 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 Total daily returns, and it is calculated using variance and standard deviation. We also use Total's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Total Stock volatility.

690 Days Market Risk

Very steady

Chance of Distress

690 Days Economic Sensitivity

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

1.0SPYSP 500 SPDRPairCorr
1.0IVVSP 500 IsharesPairCorr
0.99VIGDividend Appreciation ETFPairCorr
1.0VVLargecap ETF VanguardPairCorr
0.97RSPSP 500 EWPairCorr
0.89IWBRussell 1000 IsharesPairCorr

Total Stock Market Sensitivity And Downside Risk

Total Stock's beta coefficient measures the volatility of Total 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 Total etf's returns against your selected market. In other words, Total Stock's beta of 1.26 provides an investor with an approximation of how much risk Total Stock etf can potentially add to one of your existing portfolios.
Total Stock Market has relatively low volatility with skewness of -0.38 and kurtosis of 0.19. However, we advise all investors to independently investigate Total Stock Market 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 Total Stock'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 Total Stock'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.

Total Stock Implied Volatility

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

Total Beta

    
  1.26  
Total 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

    
  1.61  
It is essential to understand the difference between upside risk (as represented by Total Stock's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Total Stock stock's daily returns or price. Since the actual investment returns on holding a position in Total Stock 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 Total Stock.

Total Stock Market Etf Volatility Analysis

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

Historical Volatility

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

Considering the 90-day investment horizon the etf has the beta coefficient of 1.2584 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Total Stock will likely underperform.
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 Total Stock 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 Total Stock 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 Total 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 0.0174, implying that it can generate a 0.0174 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Total Stock's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Total Stock 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.

Total Stock 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 Total Stock 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 Total Stock 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 Total 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 Total Stock is 1483.46. The daily returns are distributed with a variance of 2.59 and standard deviation of 1.61. The mean deviation of Total Stock Market is currently at 1.22. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
α
Alpha over DOW
0.0174
β
Beta against DOW1.26
σ
Overall volatility
1.61
Ir
Information ratio 0.0086

Total Stock Etf Return Volatility

Total Stock historical daily return volatility represents how much Total Stock 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 1.6086% on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.2597% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Total Stock Volatility

Volatility is a rate at which the price of Total Stock 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 Total Stock may increase or decrease. In other words, similar to Total's beta indicator, it measures the risk of Total Stock and helps estimate the fluctuations that may happen in a short period of time. So if prices of Total Stock 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 index, which represents approximately 100 percent of the investable U.S. stock market and includes large-, mid-, small-, and micro-cap stocks. Total Stock is traded on NYSEArca Exchange in the United States.

Total Stock Investment Opportunity

Total Stock Market has a volatility of 1.61 and is 1.28 times more volatile than DOW. 13  of all equities and portfolios are less risky than Total Stock. Compared to the overall equity markets, volatility of historical daily returns of Total Stock Market is lower than 13 () of all global equities and portfolios over the last 90 days.
Use Total Stock Market to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a moderate downward daily trend and can be a good diversifier. Check odds of Total Stock to be traded at $202.43 in 90 days. .

Almost no diversification

The correlation between Total Stock Market and DJI is Almost no diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Total Stock Market and DJI in the same portfolio, assuming nothing else is changed.

Total Stock Additional Risk Indicators

The analysis of Total Stock'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 Total Stock's investment and either accepting that risk or mitigating it. Along with some common measures of Total Stock 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 Performance0.0112
Market Risk Adjusted Performance0.0113
Mean Deviation1.24
Semi Deviation1.63
Downside Deviation1.68
Coefficient Of Variation14106.27
Standard Deviation1.64
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.

Total Stock 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 Total Stock 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. Total Stock'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, Total Stock'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 Total Stock Market.
Also, please take a look at World Market Map. Note that the Total Stock Market information on this page should be used as a complementary analysis to other Total Stock'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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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