Leverage Shares 2x Etf Volatility
| AVGG Etf | USD 22.10 0.36 1.60% |
Leverage Shares 2X has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11 % return per unit of risk over the last 3 months. Leverage Shares exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Leverage Shares' Risk Adjusted Performance of (0.01), standard deviation of 6.1, and Mean Deviation of 4.07 to check out the risk estimate we provide.
Sharpe Ratio = -0.1065
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Based on monthly moving average Leverage Shares is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Leverage Shares by adding Leverage Shares to a well-diversified portfolio.
Key indicators related to Leverage Shares' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Leverage Shares OTC BB Equity 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 Leverage daily returns, and it is calculated using variance and standard deviation. We also use Leverage's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Leverage Shares volatility.
Downward market volatility can be a perfect environment for investors who play the long game with Leverage Shares. They may decide to buy additional shares of Leverage Shares at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Leverage OTC BB Equity
| 0.71 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
Moving against Leverage OTC BB Equity
| 0.72 | CPST | Calamos ETF Trust | PairCorr |
| 0.69 | CFA | VictoryShares 500 | PairCorr |
| 0.62 | ITWO | Proshares Russell 2000 | PairCorr |
| 0.54 | ELON | Battleshares TSLA | PairCorr |
| 0.5 | AMPD | Tidal ETF Services | PairCorr |
| 0.48 | IGEB | iShares Edge Investment | PairCorr |
| 0.46 | NRGU | Bank of Montreal | PairCorr |
| 0.35 | LABU | Direxion Daily SP | PairCorr |
| 0.32 | GUSH | Direxion Daily SP | PairCorr |
Leverage Shares Market Sensitivity And Downside Risk
Leverage Shares' beta coefficient measures the volatility of Leverage otc bb equity 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 Leverage otc bb equity's returns against your selected market. In other words, Leverage Shares's beta of 2.71 provides an investor with an approximation of how much risk Leverage Shares otc bb equity can potentially add to one of your existing portfolios. Leverage Shares 2X 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 Leverage Shares' otc bb equity risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Leverage Shares' otc bb equity 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 Leverage Shares 2X Demand TrendCheck current 90 days Leverage Shares correlation with market (Dow Jones Industrial)Leverage Shares Volatility and Downside Risk
Leverage 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.
Using Leverage Put Option to Manage Risk
Put options written on Leverage Shares grant holders of the option the right to sell a specified amount of Leverage Shares 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 Leverage OTC BB Equity cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Leverage Shares' 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 Leverage Shares will be realized, the loss incurred will be offset by the profits made with the option trade.
Leverage Shares' PUT expiring on 2026-04-17
Profit |
| Leverage Shares Price At Expiration |
Current Leverage Shares Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | AVGG260417P00014000 | -0.105947 | 0.018394 | 4 | 2026-04-17 | 0.3 - 1.0 | 0.0 | View |
Put | AVGG260417P00015000 | -0.182603 | 0.016785 | 3 | 2026-04-17 | 0.0 - 2.3 | 0.0 | View |
Put | AVGG260417P00018000 | -0.243918 | 0.032033 | 2 | 2026-04-17 | 0.5 - 3.1 | 0.0 | View |
Put | AVGG260417P00020000 | -0.324197 | 0.037203 | 2 | 2026-04-17 | 1.4 - 3.9 | 0.0 | View |
Put | AVGG260417P00021000 | -0.365441 | 0.039063 | 1 | 2026-04-17 | 1.9 - 4.4 | 0.0 | View |
Put | AVGG260417P00022000 | -0.406461 | 0.040379 | 1 | 2026-04-17 | 2.5 - 4.9 | 0.0 | View |
Leverage Shares 2X OTC BB Equity Volatility Analysis
Volatility refers to the frequency at which Leverage Shares otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Leverage Shares' price changes. Investors will then calculate the volatility of Leverage Shares' otc bb equity to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc bb equity with relatively stable price changes has low volatility. A highly volatile otc 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 Leverage Shares' volatility:
Historical Volatility
This type of otc volatility measures Leverage Shares' fluctuations based on previous trends. It's commonly used to predict Leverage Shares' future behavior based on its past. However, it cannot conclusively determine the future direction of the otc bb equity.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Leverage Shares' current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Leverage Shares' 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. Leverage Shares 2X 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.
Leverage Shares Projected Return Density Against Market
Given the investment horizon of 90 days the otc bb equity has the beta coefficient of 2.7126 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Leverage Shares 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 Leverage Shares or Technology 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 Leverage Shares' price will be affected by overall otc bb equity 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 Leverage otc'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.
Predicted Return Density |
| Returns |
What Drives a Leverage Shares Price Volatility?
Several factors can influence a otc'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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Leverage Shares OTC BB Equity Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Leverage Shares is -938.58. The daily returns are distributed with a variance of 29.06 and standard deviation of 5.39. The mean deviation of Leverage Shares 2X is currently at 3.71. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.37 | |
β | Beta against Dow Jones | 2.71 | |
σ | Overall volatility | 5.39 | |
Ir | Information ratio | -0.04 |
Leverage Shares OTC BB Equity Return Volatility
Leverage Shares historical daily return volatility represents how much of Leverage Shares otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The Exchange Traded Fund inherits 5.3912% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7587% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Leverage Shares Competition Risk-Adjusted Indicators
There is a big difference between Leverage OTC BB Equity performing well and Leverage Shares Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Leverage Shares' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.54 | 0.08 | 0.04 | 0.17 | 1.53 | 3.43 | 13.69 | |||
| MSFT | 1.33 | (0.31) | 0.00 | (0.50) | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.56 | (0.19) | 0.00 | (0.30) | 0.00 | 2.70 | 11.09 | |||
| F | 1.22 | 0.09 | 0.07 | 0.17 | 1.05 | 3.61 | 7.50 | |||
| T | 1.05 | 0.15 | 0.05 | (0.64) | 0.99 | 3.87 | 7.44 | |||
| A | 1.24 | (0.41) | 0.00 | (0.32) | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.80 | (0.30) | 0.00 | (0.18) | 0.00 | 3.66 | 12.37 | |||
| JPM | 1.27 | (0.11) | (0.03) | 0.01 | 1.83 | 2.34 | 8.17 | |||
| MRK | 1.27 | 0.33 | 0.20 | 0.72 | 1.10 | 2.81 | 8.74 | |||
| XOM | 1.32 | 0.41 | 0.23 | 12.19 | 1.09 | 2.90 | 6.83 |
About Leverage Shares Volatility
Volatility is a rate at which the price of Leverage Shares 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 Leverage Shares may increase or decrease. In other words, similar to Leverage's beta indicator, it measures the risk of Leverage Shares and helps estimate the fluctuations that may happen in a short period of time. So if prices of Leverage Shares 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.Advanced Technologies Group, Ltd. focuses on the development of the MoveIdiot.com Website in the United States. Advanced Technologies Group, Ltd. was founded in 1997 and is headquartered in Red Bank, New Jersey. Advanced Technologies operates under SoftwareApplication classification in the United States and is traded on OTC Exchange. It employs 2 people.
Leverage Shares' 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 Leverage OTC BB Equity over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Leverage Shares' price varies over time.
3 ways to utilize Leverage Shares' volatility to invest better
Higher Leverage Shares' etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Leverage Shares 2X 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. Leverage Shares 2X 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 Leverage Shares 2X investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Leverage Shares' 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 Leverage Shares' etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Leverage Shares Investment Opportunity
Leverage Shares 2X has a volatility of 5.39 and is 7.09 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Leverage Shares 2X is lower than 48 percent of all global equities and portfolios over the last 90 days. You can use Leverage Shares 2X to protect your portfolios against small market fluctuations. The otc bb equity experiences a bearish sentiment with high volatility. Check odds of Leverage Shares to be traded at $21.44 in 90 days.Excellent diversification
The correlation between Leverage Shares 2X and DJI is -0.65 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Leverage Shares 2X and DJI in the same portfolio, assuming nothing else is changed.
Leverage Shares Additional Risk Indicators
The analysis of Leverage Shares' 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 Leverage Shares' investment and either accepting that risk or mitigating it. Along with some common measures of Leverage Shares otc bb equity'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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.04) | |||
| Mean Deviation | 4.07 | |||
| Coefficient Of Variation | (4,393) | |||
| Standard Deviation | 6.1 | |||
| Variance | 37.23 | |||
| Information Ratio | (0.04) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc bb equitys, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Leverage Shares 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 Leverage Shares 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. Leverage Shares' 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, Leverage Shares' 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 Leverage Shares 2X.
When determining whether Leverage Shares 2X is a strong investment it is important to analyze Leverage Shares' 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 Leverage Shares' future performance. For an informed investment choice regarding Leverage OTC BB Equity, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Leverage Shares 2X. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.