Total Etf Volatility

VXUS
 Etf
  

USD 53.71  0.16  0.30%   

Total Intl Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0065, which indicates the etf had -0.0065% 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. Total Intl Stock exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Total Intl Risk Adjusted Performance of 0.0182, semi deviation of 1.23, and Coefficient Of Variation of 6900.23 to confirm the risk estimate we provide.
  
Total Intl 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 Intl volatility.

720 Days Market Risk

Very steady

Chance of Distress

Below Average

720 Days Economic Sensitivity

Follows the market closely
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Total Intl 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 Intl 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 Intl'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 Intl

0.99VEAFTSE Developed MarketsPairCorr
0.93IEFAEAFE Ishares CorePairCorr
0.99EFAEAFE Ishares MSCIPairCorr
1.0VEUFTSE All-World Ex-USPairCorr
1.0IXUSTotal Intl StockPairCorr
0.99SPDWSPDR World Ex-USPairCorr
0.98ESGDEAFE ESG OptimizedPairCorr

Moving against Total Intl

0.78FLGECredit Suisse FIPairCorr
0.61KGRNKS MSCI ChinaPairCorr

Total Intl Market Sensitivity And Downside Risk

Total Intl'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 Intl's beta of 0.87 provides an investor with an approximation of how much risk Total Intl etf can potentially add to one of your existing portfolios.
Total Intl Stock has relatively low volatility with skewness of -0.17 and kurtosis of 0.02. However, we advise all investors to independently investigate Total Intl Stock 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 Intl'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 Total Intl'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 Total Intl Stock Demand Trend
Check current 90 days Total Intl correlation with market (DOW)

Total Beta

    
  0.87  
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

    
  1.24  
It is essential to understand the difference between upside risk (as represented by Total Intl's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Total Intl's daily returns or price. Since the actual investment returns on holding a position in total 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 Total Intl.

Total Intl Stock Etf Volatility Analysis

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

Historical Volatility

This type of etf volatility measures Total Intl's fluctuations based on previous trends. It's commonly used to predict Total Intl'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 Total Intl's current market price. This means that the etf 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 Intl Stock 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.
.

Total Intl Projected Return Density Against Market

Given the investment horizon of 90 days Total Intl has a beta of 0.8745 . This entails Total Intl Stock market returns are sensible to returns on the market. As the market goes up or down, Total Intl is expected to follow.
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 Intl 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 Intl'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 Total 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. Total Intl Stock is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Total Intl's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how total 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 Total Intl 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.

Total Intl 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 Intl 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 Intl'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 Total 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 Total Intl is -15433.95. The daily returns are distributed with a variance of 1.53 and standard deviation of 1.24. The mean deviation of Total Intl Stock is currently at 0.94. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
-0.06
β
Beta against DOW0.87
σ
Overall volatility
1.24
Ir
Information ratio -0.06

Total Intl Etf Return Volatility

Total Intl historical daily return volatility represents how much of Total Intl etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF inherits 1.2365% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.1715% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Total Intl Volatility

Volatility is a rate at which the price of Total Intl 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 Intl may increase or decrease. In other words, similar to Total's beta indicator, it measures the risk of Total Intl and helps estimate the fluctuations that may happen in a short period of time. So if prices of Total Intl 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 manager employs an indexing investment approach designed to track the performance of the FTSE Global All Cap ex US Index, a float-adjusted market-capitalization-weighted index designed to measure equity market performance of companies located in developed and emerging markets, excluding the United States. Total Intl is traded on NYSEArca Exchange in the United States.

Total Intl Investment Opportunity

Total Intl Stock has a volatility of 1.24 and is 1.06 times more volatile than DOW. 10  of all equities and portfolios are less risky than Total Intl. Compared to the overall equity markets, volatility of historical daily returns of Total Intl Stock is lower than 10 () of all global equities and portfolios over the last 90 days.
Use Total Intl Stock to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a normal downward trend and little activity. Check odds of Total Intl to be traded at $53.17 in 90 days. .

Very poor diversification

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

Total Intl Additional Risk Indicators

The analysis of Total Intl'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 Intl's investment and either accepting that risk or mitigating it. Along with some common measures of Total Intl 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 Performance0.0182
Market Risk Adjusted Performance0.0195
Mean Deviation0.973
Semi Deviation1.23
Downside Deviation1.26
Coefficient Of Variation6900.23
Standard Deviation1.27
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.

Total Intl 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 Intl 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 Intl'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 Intl'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 Intl Stock.
Also, please take a look at World Market Map. Note that the Total Intl Stock information on this page should be used as a complementary analysis to other Total Intl'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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

Complementary Tools for Total Etf analysis

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