FTSE EM Etf Volatility


USD 42.40  0.02  0.0472%   

We consider FTSE EM very steady. FTSE EM ETF secures Sharpe Ratio (or Efficiency) of 0.0285, which denotes the etf had 0.0285% of return per unit of volatility over the last 3 months. Our approach towards predicting 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-seven technical indicators for FTSE EM ETF, which you can use to evaluate the future volatility of the entity. Please confirm FTSE EM ETF Mean Deviation of 0.9809, downside deviation of 1.33, and Market Risk Adjusted Performance of 0.1189 to check if the risk estimate we provide is consistent with the expected return of 0.0339%.
FTSE EM 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 FTSE EM daily returns, and it is calculated using variance and standard deviation. We also use FTSE EM's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of FTSE EM volatility.

720 Days Market Risk

Very steady

Chance of Distress


720 Days Economic Sensitivity

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

0.97IEMGEmrg Mkts IsharesPairCorr
0.99EEMEmerging Markets IsharesPairCorr
0.99SPEMSPDR Emerging MarketsPairCorr
0.97ESGEEmrg Mkts ESGPairCorr
0.9FNDESchwab Fundamental EmrgPairCorr
0.99XSOEWisdomtree EmergingPairCorr

FTSE EM Market Sensitivity And Downside Risk

FTSE EM's beta coefficient measures the volatility of FTSE EM 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 FTSE EM etf's returns against your selected market. In other words, FTSE EM's beta of 0.73 provides an investor with an approximation of how much risk FTSE EM etf can potentially add to one of your existing portfolios.
FTSE EM ETF has relatively low volatility with skewness of -0.45 and kurtosis of 0.25. However, we advise all investors to independently investigate FTSE EM ETF 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 FTSE EM'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 FTSE EM'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 FTSE EM ETF Demand Trend
Check current 90 days FTSE EM correlation with market (DOW)


FTSE EM 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

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

FTSE EM ETF Etf Volatility Analysis

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

Historical Volatility

This type of etf volatility measures FTSE EM's fluctuations based on previous trends. It's commonly used to predict FTSE EM'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 FTSE EM's current market price. This means that the etf will return to its initially predicted market price.
The output start index for this execution was zero with a total number of output elements of sixty-one. FTSE EM ETF 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.

FTSE EM Projected Return Density Against Market

Considering the 90-day investment horizon FTSE EM has a beta of 0.7288 . This entails as returns on the market go up, FTSE EM average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding FTSE EM ETF 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 FTSE EM 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 FTSE EM'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 FTSE EM 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. FTSE EM ETF is significantly underperforming DOW.
   Predicted Return Density   
FTSE EM's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how ftse em 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 FTSE EM Price Volatility?

Several factors can influence a Etf's stock volatility:


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.

FTSE EM 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 FTSE EM 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 FTSE EM'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 FTSE EM 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.
Considering the 90-day investment horizon the coefficient of variation of FTSE EM is 3512.58. The daily returns are distributed with a variance of 1.42 and standard deviation of 1.19. The mean deviation of FTSE EM ETF is currently at 0.92. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
Alpha over DOW
Beta against DOW0.73
Overall volatility
Information ratio -0.02

FTSE EM Etf Return Volatility

FTSE EM historical daily return volatility represents how much of FTSE EM etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF venture has volatility of 1.1911% on return distribution over 90 days investment horizon. By contrast, DOW inherits 1.1776% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 

About FTSE EM Volatility

Volatility is a rate at which the price of FTSE EM 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 FTSE EM may increase or decrease. In other words, similar to FTSE EM's beta indicator, it measures the risk of FTSE EM and helps estimate the fluctuations that may happen in a short period of time. So if prices of FTSE EM 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 FTSE Emerging Markets All Cap China A Inclusion Index. FTSE EM is traded on NYSEArca Exchange in the United States.

FTSE EM Investment Opportunity

FTSE EM ETF has a volatility of 1.19 and is 1.01 times more volatile than DOW. 10  of all equities and portfolios are less risky than FTSE EM. Compared to the overall equity markets, volatility of historical daily returns of FTSE EM ETF is lower than 10 () of all global equities and portfolios over the last 90 days.
Use FTSE EM ETF 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 FTSE EM to be traded at $44.52 in 90 days. .

Poor diversification

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

FTSE EM Additional Risk Indicators

The analysis of FTSE EM'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 FTSE EM's investment and either accepting that risk or mitigating it. Along with some common measures of FTSE EM 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 Performance0.0886
Market Risk Adjusted Performance0.1189
Mean Deviation0.9809
Semi Deviation1.23
Downside Deviation1.33
Coefficient Of Variation1408.3
Standard Deviation1.26
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.

FTSE EM 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.
Invesco Solar vs. FTSE EM
Zimmer Biomet vs. FTSE EM
Johnson Johnson vs. FTSE EM
Sentinelone Inc vs. FTSE EM
Otp Bank vs. FTSE EM
B of A vs. FTSE EM
Citigroup vs. FTSE EM
Stryker Corp vs. FTSE EM
Nio Inc vs. FTSE EM
Lam Research vs. FTSE EM
T Rowe vs. FTSE EM
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 FTSE EM 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. FTSE EM'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, FTSE EM'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 FTSE EM ETF.
Also, please take a look at World Market Map. Note that the FTSE EM ETF information on this page should be used as a complementary analysis to other FTSE EM'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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for FTSE EM Etf analysis

When running FTSE EM ETF price analysis, check to measure FTSE EM'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 FTSE EM is operating at the current time. Most of FTSE EM's value examination focuses on studying past and present price action to predict the probability of FTSE EM's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move FTSE EM's price. Additionally, you may evaluate how the addition of FTSE EM to your portfolios can decrease your overall portfolio volatility.
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Money Managers
Screen money managers from public funds and ETFs managed around the world
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
The market value of FTSE EM ETF is measured differently than its book value, which is the value of FTSE EM that is recorded on the company's balance sheet. Investors also form their own opinion of FTSE EM's value that differs from its market value or its book value, called intrinsic value, which is FTSE EM'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 FTSE EM's market value can be influenced by many factors that don't directly affect FTSE EM'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 FTSE EM's value and its price as these two are different measures arrived at by different means. Investors typically determine FTSE EM value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FTSE EM'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.