Amplify Bloomberg AI ETF Volatility
| AIVC ETF | 101.65 3.78 3.86% |
Sharpe Ratio = 0.2466
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For Amplify Bloomberg AI, recent data highlights a Market Risk Adjusted Performance of 0.4%, a Risk of 2.24, and a Risk Adjusted Performance of 0.3%. Monthly performance data shows the ETF operating at about 19% of its measured historical range.
Key indicators related to Amplify Bloomberg's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Amplify Bloomberg (3 Months):
Beta 1.73 | Alpha 0.62 | Risk 2.24 | Sharpe Ratio 0.25 | Expected Return 0.55 |
Assets With Similar Volatility
| 0.98 | VGT | Vanguard Information Technology | PairCorr |
| 0.98 | XLK | Technology Select Sector Aggressive Push | PairCorr |
| 0.8 | ARKK | ARK Innovation ETF | PairCorr |
| 0.97 | IYW | iShares Technology ETF | PairCorr |
| 0.99 | SMH | VanEck Semiconductor ETF | PairCorr |
| 0.99 | SOXX | iShares Semiconductor ETF | PairCorr |
| 0.75 | CIBR | First Trust NASDAQ | PairCorr |
| 0.98 | FTEC | Fidelity MSCI Information | PairCorr |
| 0.9 | FDN | First Trust Dow | PairCorr |
| 0.94 | EBUF | Innovator Emerging Markets | PairCorr |
| 0.92 | SPBW | AllianzIM Buffer20 Allocation | PairCorr |
| 0.91 | ARMW | Roundhill ARM WeeklyPay | PairCorr |
| 0.91 | ITWO | ProShares Russell 2000 | PairCorr |
| 0.9 | SIXD | AllianzIM Equity 6 | PairCorr |
| 0.87 | NOVZ | Listed Funds Trust | PairCorr |
| 0.88 | EMM | Global X Emerging | PairCorr |
| 0.94 | HUTG | Leverage Shares 2X Trending | PairCorr |
| 0.86 | RDYY | Tidal Trust II | PairCorr |
| 0.91 | JUNW | AllianzIM Equity Buffer20 | PairCorr |
| 0.99 | TCAI | Tortoise AI Infrastructure | PairCorr |
| 0.81 | BITO | ProShares Bitcoin Strategy | PairCorr |
| 0.81 | EMC | Global X Emerging | PairCorr |
Lower Correlation Assets
Sensitivity To Market
The beta coefficient of 1.73 for Amplify Bloomberg AI measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 2.24%. This analysis separates observed movement from interpretation for Amplify Bloomberg AI. Standard deviation (2.29%) and downside deviation (2.34%) describe the range without implying direction. Options markets imply a forward-looking volatility estimate near 90.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For Amplify Bloomberg AI, measured volatility may combine index movement with premium/discount dynamics. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Amplify Bloomberg Demand TrendCurrent 90-day Amplify Bloomberg correlation with market (Dow Jones Industrial)Downside Risk
Amplify standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for Amplify over successive periods signals increasing price uncertainty.
Standard Deviation | 2.24 |
Upside risk in Amplify Bloomberg is captured by its standard deviation, which includes both favorable and unfavorable price movements. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only loss risk in Amplify Bloomberg's returns. For Amplify Bloomberg AI, recent data highlights a Downside Deviation of 2.34, a Downside Variance of 5.45, and a Maximum Drawdown of 10.00.
Amplify Put Option Risk Profile Based on 2026-05-15 Contracts
For Amplify Bloomberg AI, recent data highlights an Option Implied Volatility of 0.90 and an Option Max Pain Price of -1. Put options on Amplify Bloomberg provide a mechanism for limiting downside risk without selling Amplify Bloomberg's shares. The put buyer pays a premium upfront for the right to sell Amplify ETF at the strike price before expiration.
Amplify Bloomberg's PUT expiring on 2026-06-18
Profit |
| Amplify Bloomberg Price At Expiration |
ETF Volatility Analysis
Amplify Bloomberg ETF volatility is a key input for most investment risk models. When Amplify Bloomberg's volatility is elevated, prices swing by several percentage points in a single session.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Amplify Bloomberg's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, Amplify Bloomberg has a beta of 1.7305. This suggests when the benchmark rises, AIVC tends to outperform it on average. However, when benchmark returns turn negative, Amplify Bloomberg tends to underperform.The aggregate risk of Amplify Bloomberg includes ETF market sensitivity and asset-level influences. Diversification addresses specific risk but not systemic exposure. For Amplify Bloomberg AI, recent data highlights a Downside Deviation of 2.34, a Mean Deviation of 1.78, and an Option Implied Volatility of 0.90.
Predicted Return Distribution |
| Density |
What Drives Amplify Bloomberg's Price Volatility?
Holdings and Allocation
Exposure changes, asset reallocation, or index methodology updates in the Technology category can alter Amplify Bloomberg's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Amplify Bloomberg.Amplify Bloomberg's Fund-Specific Factors
Unexpected fund flow surges, tracking deviation, or liquidity changes can drive outsized moves in Amplify Bloomberg's price.ETF Risk Measures
Given a 90-day horizon, the coefficient of variation of Amplify Bloomberg is 405.5. The daily returns are distributed with a variance of 5.0 and standard deviation of 2.24. The mean deviation of Amplify Bloomberg AI is currently at 1.73. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.62 | |
β | Beta against Dow Jones | 1.73 | |
σ | Overall volatility | 2.24 | |
Ir | Information ratio | 0.27 |
ETF Return Volatility
Volatility for Amplify Bloomberg quantifies the day-to-day dispersion of ETF returns around their historical average. The fund carries 2.2361% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9164% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Amplify Bloomberg Constituents Risk-Adjusted Indicators
Headline performance for Amplify ETF may not fully reflect how the business compares across its competitive set. Reviewing Amplify Bloomberg's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GFGF | 0.71 | 0.04 | 0.04 | 0.05 | 0.83 | 1.27 | 3.47 | |||
| ABIG | 0.75 | 0.10 | 0.10 | 0.11 | 0.81 | 1.58 | 3.68 | |||
| HERZ | 2.15 | -0.01 | 0.00 | -0.03 | 2.43 | 3.38 | 13.72 | |||
| TMFX | 1.01 | 0.02 | 0.02 | 0.02 | 1.27 | 1.79 | 5.89 | |||
| CCSO | 1.21 | 0.11 | 0.07 | 0.08 | 1.37 | 3.45 | 7.01 | |||
| SFYF | 1.06 | 0.23 | 0.17 | 0.22 | 1.12 | 2.45 | 5.66 | |||
| AUGT | 0.46 | 0.06 | 0.10 | 0.10 | 0.48 | 0.92 | 2.52 | |||
| XPND | 1.05 | 0.19 | 0.14 | 0.16 | 1.20 | 2.06 | 6.38 | |||
| SPBX | 0.40 | 0.05 | 0.12 | 0.11 | 0.34 | 0.75 | 1.82 | |||
| JULZ | 0.68 | 0.09 | 0.12 | 0.11 | 0.65 | 1.38 | 3.33 |
Risk Metrics, Assumptions & Methodology
Drawdown analysis for Amplify Bloomberg measures the largest peak-to-trough declines and their duration within the fund's price history. Position sizing should account for historical drawdown severity, not just average dispersion.
Amplify Bloomberg AI figures are aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Amplify Bloomberg AI is more volatile than Dow Jones Industrial by approximately 2.43x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 20% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Amplify Bloomberg AI with characteristics aligned to broad market upside participation. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is intended to separate routine noise from more speculative bursts in price action. an unexpected upward trend with elevated sensitivity to market signals. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Amplify Bloomberg probability analysis.
Weak diversification
Amplify Bloomberg currently posts a 0.48 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. This chart measures the degree of risk overlap between Amplify Bloomberg and Dow Jones.
Additional Risk Indicators
Looking at additional risk metrics for Amplify Bloomberg AI frames how the position may behave under different market and portfolio conditions. A thorough risk review clarifies whether current exposure warrants maintenance, reduction, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.2673 | |||
| Market Risk Adjusted Performance | 0.3636 | |||
| Mean Deviation | 1.78 | |||
| Semi Deviation | 1.81 | |||
| Downside Deviation | 2.34 | |||
| Coefficient Of Variation | 368.77 | |||
| Standard Deviation | 2.29 |
Amplify Bloomberg Suggested Diversification Pairs
Pair trading with Amplify Bloomberg hedges company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Amplify Bloomberg's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Amplify Bloomberg's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.