Freedom Holding Corp Etf Volatility
| FRHC Etf | USD 134.05 1.42 1.05% |
At this point, Freedom Holding is very steady. Freedom Holding Corp secures Sharpe Ratio (or Efficiency) of 0.0379, which denotes the etf had a 0.0379 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Freedom Holding Corp, which you can use to evaluate the volatility of the entity. Please confirm Freedom Holding's Mean Deviation of 1.93, downside deviation of 2.63, and Coefficient Of Variation of 4761.49 to check if the risk estimate we provide is consistent with the expected return of 0.095%. Key indicators related to Freedom Holding's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Freedom Holding 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 Freedom daily returns, and it is calculated using variance and standard deviation. We also use Freedom's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Freedom Holding volatility.
Freedom |
Downward market volatility can be a perfect environment for investors who play the long game with Freedom Holding. They may decide to buy additional shares of Freedom Holding at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Freedom Etf
Moving against Freedom Etf
| 0.71 | EG | Everest Group | PairCorr |
| 0.47 | RILYP | B Riley Financial | PairCorr |
| 0.35 | DHIL | Diamond Hill Investment | PairCorr |
Freedom Holding Market Sensitivity And Downside Risk
Freedom Holding's beta coefficient measures the volatility of Freedom 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 Freedom etf's returns against your selected market. In other words, Freedom Holding's beta of 1.39 provides an investor with an approximation of how much risk Freedom Holding etf can potentially add to one of your existing portfolios. Freedom Holding Corp currently demonstrates below-average downside deviation. It has Information Ratio of 0.04 and Jensen Alpha of 0.14. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Freedom Holding'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 Freedom Holding'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 financial instruments as prices fall.
3 Months Beta |Analyze Freedom Holding Corp Demand TrendCheck current 90 days Freedom Holding correlation with market (Dow Jones Industrial)Freedom Beta |
Freedom 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 | 2.51 |
It is essential to understand the difference between upside risk (as represented by Freedom Holding's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Freedom Holding's daily returns or price. Since the actual investment returns on holding a position in freedom 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 Freedom Holding.
Using Freedom Put Option to Manage Risk
Put options written on Freedom Holding grant holders of the option the right to sell a specified amount of Freedom Holding 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 Freedom Etf cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Freedom Holding'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 Freedom Holding will be realized, the loss incurred will be offset by the profits made with the option trade.
Freedom Holding's PUT expiring on 2025-06-20
Profit |
| Freedom Holding Price At Expiration |
Current Freedom Holding Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | FRHC250620P00050000 | -0.043536 | 9.31E-4 | 60 | 2025-06-20 | 0.0 - 4.8 | 0.0 | View |
Put | FRHC250620P00055000 | -0.048085 | 0.001102 | 8 | 2025-06-20 | 0.0 - 4.8 | 0.0 | View |
Put | FRHC250620P00060000 | -0.052936 | 0.001301 | 33 | 2025-06-20 | 0.0 - 4.8 | 0.0 | View |
Put | FRHC250620P00065000 | -0.058154 | 0.001531 | 12 | 2025-06-20 | 0.0 - 4.8 | 0.0 | View |
Put | FRHC250620P00070000 | -0.063821 | 0.001801 | 19 | 2025-06-20 | 0.0 - 4.8 | 0.0 | View |
Put | FRHC250620P00075000 | -0.070032 | 0.00212 | 6 | 2025-06-20 | 0.0 - 4.8 | 0.0 | View |
Put | FRHC250620P00080000 | -0.058348 | 0.002304 | 19 | 2025-06-20 | 0.0 - 2.95 | 0.0 | View |
Put | FRHC250620P00085000 | -0.06749 | 0.002795 | 17 | 2025-06-20 | 0.0 - 3.2 | 0.0 | View |
Put | FRHC250620P00090000 | -0.078579 | 0.003407 | 7 | 2025-06-20 | 0.0 - 3.5 | 0.0 | View |
Put | FRHC250620P00095000 | -0.092651 | 0.004177 | 7 | 2025-06-20 | 0.0 - 3.9 | 0.0 | View |
Put | FRHC250620P00100000 | -0.110903 | 0.00515 | 2 | 2025-06-20 | 0.05 - 4.4 | 0.0 | View |
Freedom Holding Corp Etf Volatility Analysis
Volatility refers to the frequency at which Freedom Holding etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Freedom Holding's price changes. Investors will then calculate the volatility of Freedom Holding'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 Freedom Holding's volatility:
Historical Volatility
This type of etf volatility measures Freedom Holding's fluctuations based on previous trends. It's commonly used to predict Freedom Holding'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 Freedom Holding'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 Freedom Holding'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. Freedom Holding Corp 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.
Freedom Holding Projected Return Density Against Market
Given the investment horizon of 90 days the etf has the beta coefficient of 1.393 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Freedom Holding 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 Freedom Holding or Capital Markets 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 Freedom Holding'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 Freedom 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.
Freedom Holding Corp has an alpha of 0.1358, implying that it can generate a 0.14 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Freedom Holding 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.Freedom Holding Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Freedom Holding is 2636.48. The daily returns are distributed with a variance of 6.28 and standard deviation of 2.51. The mean deviation of Freedom Holding Corp is currently at 1.95. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.89
α | Alpha over Dow Jones | 0.14 | |
β | Beta against Dow Jones | 1.39 | |
σ | Overall volatility | 2.51 | |
Ir | Information ratio | 0.04 |
Freedom Holding Etf Return Volatility
Freedom Holding historical daily return volatility represents how much of Freedom Holding etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund inherits 2.5058% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8377% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Freedom Holding Volatility
Volatility is a rate at which the price of Freedom Holding 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 Freedom Holding may increase or decrease. In other words, similar to Freedom's beta indicator, it measures the risk of Freedom Holding and helps estimate the fluctuations that may happen in a short period of time. So if prices of Freedom Holding 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.Freedom Holding Corp., through its subsidiaries, provides retail securities brokerage, research, investment counseling, securities trading, market making, retail banking, corporate investment banking, and underwriting services. Freedom Holding Corp. was incorporated in 1981 and is headquartered in Almaty, Kazakhstan. Freedom Holding operates under Capital Markets classification in the United States and is traded on NASDAQ Exchange. It employs 2810 people.
Freedom Holding'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 Freedom Etf over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Freedom Holding's price varies over time.
3 ways to utilize Freedom Holding's volatility to invest better
Higher Freedom Holding's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Freedom Holding Corp 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. Freedom Holding Corp 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 Freedom Holding Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Freedom Holding'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 Freedom Holding's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Freedom Holding Investment Opportunity
Freedom Holding Corp has a volatility of 2.51 and is 2.99 times more volatile than Dow Jones Industrial. 22 percent of all equities and portfolios are less risky than Freedom Holding. You can use Freedom Holding Corp to protect your portfolios against small market fluctuations. The etf experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Freedom Holding to be traded at $130.03 in 90 days.Very weak diversification
The correlation between Freedom Holding Corp and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Freedom Holding Corp and DJI in the same portfolio, assuming nothing else is changed.
Freedom Holding Additional Risk Indicators
The analysis of Freedom Holding'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 Freedom Holding's investment and either accepting that risk or mitigating it. Along with some common measures of Freedom Holding 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 | 0.025 | |||
| Market Risk Adjusted Performance | 0.0402 | |||
| Mean Deviation | 1.93 | |||
| Semi Deviation | 2.54 | |||
| Downside Deviation | 2.63 | |||
| Coefficient Of Variation | 4761.49 | |||
| Standard Deviation | 2.48 |
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.
Freedom Holding 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 Freedom Holding 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. Freedom Holding'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, Freedom Holding'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 Freedom Holding Corp.
Other Information on Investing in Freedom Etf
Freedom Holding financial ratios help investors to determine whether Freedom Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Freedom with respect to the benefits of owning Freedom Holding security.