Axs 125x Nvda Etf Volatility
| NVDS Etf | USD 26.27 0.70 2.60% |
AXS 125X appears to be somewhat reliable, given 3 months investment horizon. AXS 125X NVDA secures Sharpe Ratio (or Efficiency) of 0.0405, which signifies that the etf had a 0.0405 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AXS 125X NVDA, which you can use to evaluate the volatility of the entity. Please makes use of AXS 125X's risk adjusted performance of 0.0474, and Mean Deviation of 4.44 to double-check if our risk estimates are consistent with your expectations. Key indicators related to AXS 125X's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
AXS 125X 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 AXS daily returns, and it is calculated using variance and standard deviation. We also use AXS's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of AXS 125X volatility.
AXS |
Downward market volatility can be a perfect environment for investors who play the long game with AXS 125X. They may decide to buy additional shares of AXS 125X at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with AXS Etf
| 0.61 | SH | ProShares Short SP500 | PairCorr |
| 0.66 | PSQ | ProShares Short QQQ | PairCorr |
| 0.62 | SPXU | ProShares UltraPro Short | PairCorr |
| 0.62 | SDS | ProShares UltraShort | PairCorr |
| 0.61 | SPXS | Direxion Daily SP | PairCorr |
| 0.66 | QID | ProShares UltraShort QQQ | PairCorr |
| 0.69 | TAIL | Cambria Tail Risk | PairCorr |
Moving against AXS Etf
AXS 125X Market Sensitivity And Downside Risk
AXS 125X's beta coefficient measures the volatility of AXS 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 AXS etf's returns against your selected market. In other words, AXS 125X's beta of -2.41 provides an investor with an approximation of how much risk AXS 125X etf can potentially add to one of your existing portfolios. AXS 125X NVDA is displaying above-average volatility over the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure AXS 125X'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 AXS 125X'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 AXS 125X NVDA Demand TrendCheck current 90 days AXS 125X correlation with market (Dow Jones Industrial)AXS Beta |
AXS 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 | 6.3 |
It is essential to understand the difference between upside risk (as represented by AXS 125X's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of AXS 125X's daily returns or price. Since the actual investment returns on holding a position in axs 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 AXS 125X.
Using AXS Put Option to Manage Risk
Put options written on AXS 125X grant holders of the option the right to sell a specified amount of AXS 125X 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 AXS Etf cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge AXS 125X'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 AXS 125X will be realized, the loss incurred will be offset by the profits made with the option trade.
AXS 125X's PUT expiring on 2025-06-20
Profit |
| AXS 125X Price At Expiration |
AXS 125X NVDA Etf Volatility Analysis
Volatility refers to the frequency at which AXS 125X etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with AXS 125X's price changes. Investors will then calculate the volatility of AXS 125X'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 AXS 125X's volatility:
Historical Volatility
This type of etf volatility measures AXS 125X's fluctuations based on previous trends. It's commonly used to predict AXS 125X'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 AXS 125X'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 AXS 125X'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. AXS 125X NVDA 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.
AXS 125X Projected Return Density Against Market
Given the investment horizon of 90 days AXS 125X NVDA has a beta of -2.4137 . This indicates as returns on its benchmark rise, returns on holding AXS 125X NVDA are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, AXS 125X is expected to outperform its benchmark.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 AXS 125X or AXS 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 AXS 125X'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 AXS 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.
AXS 125X NVDA has an alpha of 0.0227, implying that it can generate a 0.0227 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an AXS 125X 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.AXS 125X Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of AXS 125X is 2469.54. The daily returns are distributed with a variance of 39.66 and standard deviation of 6.3. The mean deviation of AXS 125X NVDA is currently at 4.63. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.88
α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | -2.41 | |
σ | Overall volatility | 6.30 | |
Ir | Information ratio | 0.06 |
AXS 125X Etf Return Volatility
AXS 125X historical daily return volatility represents how much of AXS 125X etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund inherits 6.2976% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.852% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About AXS 125X Volatility
Volatility is a rate at which the price of AXS 125X 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 AXS 125X may increase or decrease. In other words, similar to AXS's beta indicator, it measures the risk of AXS 125X and helps estimate the fluctuations that may happen in a short period of time. So if prices of AXS 125X 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.Under normal market circumstances, the adviser will maintain at least 80 percent exposure to financial instruments that provide one and a quarter times inverse leveraged exposure to the daily performance of NVDA. Axs 125X is traded on NASDAQ Exchange in the United States.
AXS 125X'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 AXS Etf over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much AXS 125X's price varies over time.
3 ways to utilize AXS 125X's volatility to invest better
Higher AXS 125X's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of AXS 125X NVDA 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. AXS 125X NVDA 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 AXS 125X NVDA investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in AXS 125X'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 AXS 125X's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
AXS 125X Investment Opportunity
AXS 125X NVDA has a volatility of 6.3 and is 7.41 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of AXS 125X NVDA is higher than 56 percent of all global equities and portfolios over the last 90 days. You can use AXS 125X NVDA to protect your portfolios against small market fluctuations. The etf experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of AXS 125X to be traded at $25.22 in 90 days.Very good diversification
The correlation between AXS 125X NVDA and DJI is -0.35 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding AXS 125X NVDA and DJI in the same portfolio, assuming nothing else is changed.
AXS 125X Additional Risk Indicators
The analysis of AXS 125X'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 AXS 125X's investment and either accepting that risk or mitigating it. Along with some common measures of AXS 125X 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 | 0.0474 | |||
| Market Risk Adjusted Performance | (0.1) | |||
| Mean Deviation | 4.44 | |||
| Semi Deviation | 4.8 | |||
| Downside Deviation | 5.05 | |||
| Coefficient Of Variation | 2264.62 | |||
| Standard Deviation | 6.04 |
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.
AXS 125X 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 AXS 125X 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. AXS 125X'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, AXS 125X'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 AXS 125X NVDA.
When determining whether AXS 125X NVDA is a strong investment it is important to analyze AXS 125X'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 AXS 125X's future performance. For an informed investment choice regarding AXS Etf, refer to the following important reports: Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in AXS 125X NVDA. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
The market value of AXS 125X NVDA is measured differently than its book value, which is the value of AXS that is recorded on the company's balance sheet. Investors also form their own opinion of AXS 125X's value that differs from its market value or its book value, called intrinsic value, which is AXS 125X'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 AXS 125X's market value can be influenced by many factors that don't directly affect AXS 125X'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 AXS 125X's value and its price as these two are different measures arrived at by different means. Investors typically determine if AXS 125X is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AXS 125X'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.