Volatility Shares Trust Etf Alpha and Beta Analysis
| BITX Etf | 24.97 3.13 11.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Volatility Shares Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Volatility Shares over a specified time horizon. Remember, high Volatility Shares' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Volatility Shares' market risk premium analysis include:
Beta 2.46 | Alpha (0.95) | Risk 5.65 | Sharpe Ratio (0.14) | Expected Return (0.77) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Volatility | Build AI portfolio with Volatility Etf |
Volatility Shares Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Volatility Shares market risk premium is the additional return an investor will receive from holding Volatility Shares long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Volatility Shares. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Volatility Shares' performance over market.| α | -0.95 | β | 2.46 |
Volatility Shares expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Volatility Shares' Buy-and-hold return. Our buy-and-hold chart shows how Volatility Shares performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Volatility Shares Market Price Analysis
Market price analysis indicators help investors to evaluate how Volatility Shares etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Volatility Shares shares will generate the highest return on investment. By understating and applying Volatility Shares etf market price indicators, traders can identify Volatility Shares position entry and exit signals to maximize returns.
Volatility Shares Return and Market Media
The median price of Volatility Shares for the period between Sat, Nov 1, 2025 and Fri, Jan 30, 2026 is 30.23 with a coefficient of variation of 19.72. The daily time series for the period is distributed with a sample standard deviation of 6.43, arithmetic mean of 32.62, and mean deviation of 4.92. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bitcoin ETF News - Coinspeaker | 11/20/2025 |
2 | BITX ETF Experiences Big Inflow - Nasdaq | 12/04/2025 |
3 | 2x Bitcoin Strategy ETF To Go Ex-Dividend On December 15th, 2025 With 0.744 USD Dividend Per Share - | 12/12/2025 |
4 | Bitcoin Leverage Fever 2x Bitcoin Strategy ETF Draws Nearly 30M as Traders Double Down - TipRanks | 12/24/2025 |
5 | 2x Bitcoin Strategy ETF Trading 4.8 percent Higher Time to Buy | 12/30/2025 |
6 | Leveraged Bitcoin Bulls Hit the Brakes as BITX Ends 2025 With Sharp Outflows - TipRanks | 01/02/2026 |
7 | Leverage Lovers Double Down 2x Bitcoin ETF Draws Fresh Cash as BTC Sits in a Slump - TipRanks | 01/07/2026 |
8 | Leveraged Bitcoin Bulls Tap the Brakes as BITX Logs a 1.2 Million Outflow - TipRanks | 01/14/2026 |
9 | Leverage Lovers Double Down Inflows Surge Into 2x Bitcoin Strategy ETF as BTC Slumps - TipRanks | 01/22/2026 |
10 | Leveraged Bitcoin ETF Sees 2 Million Outflow as Bulls Tap the Brakes - TipRanks | 01/26/2026 |
About Volatility Shares Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Volatility or other etfs. Alpha measures the amount that position in Volatility Shares Trust has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Volatility Shares Implied Volatility | 1.2 |
Volatility Shares' implied volatility exposes the market's sentiment of Volatility Shares Trust stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Volatility Shares' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Volatility Shares stock will not fluctuate a lot when Volatility Shares' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Volatility Shares in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Volatility Shares' short interest history, or implied volatility extrapolated from Volatility Shares options trading.
Build Portfolio with Volatility Shares
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Volatility Shares Analysis, Portfolio Optimization, Volatility Shares Correlation, Volatility Shares Hype Analysis, Volatility Shares Volatility, Volatility Shares Price History and analyze Volatility Shares Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Volatility Shares technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.