Vr Etf Volatility
VR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.24, which indicates the etf had a -0.24% return per unit of risk over the last 3 months. VR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VR's Coefficient Of Variation of 1117.46, risk adjusted performance of 0.0599, and Semi Deviation of 0.9343 to confirm the risk estimate we provide. Key indicators related to VR's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
VR 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 VR daily returns, and it is calculated using variance and standard deviation. We also use VR's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of VR volatility.
VR |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as VR 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 VR at lower prices. For example, an investor can purchase VR 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 VR'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 against VR Etf
VR Market Sensitivity And Downside Risk
VR's beta coefficient measures the volatility of VR etf compared to the systematic risk of the entire 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 VR etf's returns against your selected market. In other words, VR's beta of 0.14 provides an investor with an approximation of how much risk VR etf can potentially add to one of your existing portfolios. VR has relatively low volatility with skewness of -0.42 and kurtosis of 1.3. You can indeed make money on VR instrument if you perfectly time your entry and exit. However, remember that penny etfs that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze VR Demand TrendCheck current 90 days VR correlation with market (NYSE Composite)VR Beta |
VR standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity 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 | 23.57 |
It is essential to understand the difference between upside risk (as represented by VR's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of VR's daily returns or price. Since the actual investment returns on holding a position in vr 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 VR.
VR Etf Volatility Analysis
Volatility refers to the frequency at which VR etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with VR's price changes. Investors will then calculate the volatility of VR'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 VR's volatility:
Historical Volatility
This type of etf volatility measures VR's fluctuations based on previous trends. It's commonly used to predict VR'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 VR'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 VR's to be redeemed at a future date.Transformation |
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
VR Projected Return Density Against Market
Allowing for the 90-day total investment horizon VR has a beta of 0.1391 . This entails as returns on the market go up, VR average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding VR 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 VR or Global X Funds 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 VR'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 VR 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.
VR has an alpha of 0.0729, implying that it can generate a 0.0729 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a VR Price Volatility?
Several factors can influence a etf's market 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.VR Etf Risk Measures
Allowing for the 90-day total investment horizon the coefficient of variation of VR is -424.46. The daily returns are distributed with a variance of 555.61 and standard deviation of 23.57. The mean deviation of VR is currently at 10.49. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.62
α | Alpha over NYSE Composite | 0.07 | |
β | Beta against NYSE Composite | 0.14 | |
σ | Overall volatility | 23.57 | |
Ir | Information ratio | 0.01 |
VR Etf Return Volatility
VR historical daily return volatility represents how much of VR etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF accepts 23.5715% volatility on return distribution over the 90 days horizon. By contrast, NYSE Composite accepts 0.635% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About VR Volatility
Volatility is a rate at which the price of VR 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 VR may increase or decrease. In other words, similar to VR's beta indicator, it measures the risk of VR and helps estimate the fluctuations that may happen in a short period of time. So if prices of VR 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 invests at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in the securities of the index and in American Depositary Receipts and Global Depositary Receipts based on the securities in the index. Gx Metaverse is traded on NASDAQ Exchange in the United States.
VR's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on VR Etf over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much VR's price varies over time.
3 ways to utilize VR's volatility to invest better
Higher VR's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of VR etf is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. VR etf volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of VR investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in VR's etf can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of VR's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
VR Investment Opportunity
VR has a volatility of 23.57 and is 36.83 times more volatile than NYSE Composite. Compared to the overall equity markets, volatility of historical daily returns of VR is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use VR to protect your portfolios against small market fluctuations. The etf experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of VR to be traded at $0.0 in 90 days.Significant diversification
The correlation between VR and NYA is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding VR and NYA in the same portfolio, assuming nothing else is changed.
VR Additional Risk Indicators
The analysis of VR'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 VR's investment and either accepting that risk or mitigating it. Along with some common measures of VR 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 | 0.0599 | |||
| Market Risk Adjusted Performance | 0.6122 | |||
| Mean Deviation | 0.738 | |||
| Semi Deviation | 0.9343 | |||
| Downside Deviation | 1.14 | |||
| Coefficient Of Variation | 1117.46 | |||
| Standard Deviation | 1.05 |
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.
VR 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.
| Biofil Chemicals vs. VR | ||
| Responsive Industries vs. VR | ||
| Visa vs. VR | ||
| SentinelOne vs. VR | ||
| South West vs. VR | ||
| Alkyl Amines vs. VR | ||
| Salesforce vs. VR | ||
| Alphabet vs. VR | ||
| Prime Securities vs. VR | ||
| Dupont De vs. VR |
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 VR 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. VR'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, VR'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 VR.
When determining whether VR is a strong investment it is important to analyze VR's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact VR's future performance. For an informed investment choice regarding VR Etf, refer to the following important reports: Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
The market value of VR is measured differently than its book value, which is the value of VR that is recorded on the company's balance sheet. Investors also form their own opinion of VR's value that differs from its market value or its book value, called intrinsic value, which is VR'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 VR's market value can be influenced by many factors that don't directly affect VR'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 VR's value and its price as these two are different measures arrived at by different means. Investors typically determine if VR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VR'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.