Amplify Lithium Battery ETF Volatility
| BATT ETF | USD 17.33 -0.17 -0.97% |
Sharpe Ratio = 0.0876
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Amplify Lithium Battery posted a Market Risk Adjusted Performance of 0.1%, a Risk of 2.29, and a Risk Adjusted Performance of 0.1% for the reported period. Based on monthly moving averages, the ETF is operating near 6% of its historical performance range.
Key indicators related to Amplify Lithium's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Amplify Lithium (3 Months):
Beta 1.76 | Alpha 0.16 | Risk 2.29 | Sharpe Ratio 0.09 | Expected Return 0.2 |
Moving together with Amplify Lithium ETF
| 0.69 | XLB | Materials Select Sector | PairCorr |
| 0.66 | VAW | Vanguard Materials Index | PairCorr |
| 0.9 | FXZ | First Trust Materials | PairCorr |
| 0.8 | IYM | iShares Basic Materials | PairCorr |
| 0.92 | VTI | Vanguard Total Stock | PairCorr |
| 0.92 | SPY | SPDR SAMPP 500 | PairCorr |
| 0.92 | IVV | iShares Core SAMPP | PairCorr |
| 0.92 | TOT | Lionshares Equity Total | PairCorr |
| 0.79 | VTV | Vanguard Value Index | PairCorr |
| 0.89 | VUG | Vanguard Growth Index | PairCorr |
| 0.91 | VO | Vanguard Mid Cap | PairCorr |
| 0.91 | ESGV | Vanguard ESG Stock | PairCorr |
| 0.88 | USD | ProShares Ultra | PairCorr |
| 0.92 | XMAG | DeFiance Large Cap | PairCorr |
| 0.76 | URA | Global X Uranium | PairCorr |
| 0.86 | CNXT | VanEck ChiNext ETF | PairCorr |
| 0.92 | FTLS | First Trust LongShort | PairCorr |
| 0.82 | SNTH | MRP SynthEquity ETF | PairCorr |
| 0.93 | BUFR | FT Vest Laddered Sell-off Trend | PairCorr |
Moving Against Amplify Lithium ETF
Sensitivity To Market
Beta analysis for Amplify Lithium Battery evaluates how its price movements correlate with the broader market. With a beta of 1.76, Amplify Lithium reflects measurable exposure to systematic risk. Observed total volatility stands near 2.29%. Asymmetric risk in Amplify Lithium Battery is visible through downside-focused metrics. Downside deviation reads 2.5% and semi-deviation reads 2.38%, isolating the loss-side component of total return variability. Options markets imply a forward-looking volatility estimate near 123.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For Amplify Lithium Battery, 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 Lithium Battery Demand TrendCurrent 90-day Amplify Lithium correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for Amplify Lithium summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. Comparing Amplify Lithium standard deviation against sector peers reveals whether its volatility is typical or an outlier.
Standard Deviation | 2.29 |
Total price dispersion in Amplify Lithium captures both upside and downside movement. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of Amplify Lithium's returns. A complete risk picture of Amplify Lithium emerges when standard deviation and downside deviation are examined together. Amplify Lithium Battery posted a Downside Deviation of 2.50, a Downside Variance of 6.27, and a Maximum Drawdown of 11.02 for the reported period.
Amplify Lithium Put Option Risk Profile Based on 2026-05-15 Contracts
Amplify Lithium Battery posted an Option Implied Volatility of 1.23 and an Option Max Pain Price of -1 for the reported period. Put options on Amplify Lithium serve as a defensive tool for protecting a position in Amplify Lithium ETF. A put option on Amplify Lithium ETF grants the right to sell Amplify Lithium at a specific price before the contract expires. Put options on Amplify Lithium serve as insurance against adverse price movements in Amplify Lithium ETF.
Amplify Lithium's PUT expiring on 2026-06-18
Profit |
| Amplify Lithium Price At Expiration |
Current Amplify Lithium Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | BATT260515P00011000 | -0.110746 | 0.023791 | 10 | 2026-05-15 | 0.0 - 1.05 | 0.0 | View |
| Put | BATT260515P00012000 | -0.128473 | 0.030813 | 2 | 2026-05-15 | 0.0 - 1.05 | 0.0 | View |
| Put | BATT260515P00013000 | -0.061594 | 0.035088 | 58 | 2026-05-15 | 0.0 - 0.2 | 0.0 | View |
| Put | BATT260515P00014000 | -0.178928 | 0.055153 | 7 | 2026-05-15 | 0.0 - 1.05 | 0.0 | View |
| Put | BATT260515P00015000 | -0.064429 | 0.073565 | 3 | 2026-05-15 | 0.0 - 0.1 | 0.0 | View |
| Put | BATT260515P00016000 | -0.283779 | 0.118824 | 1 | 2026-05-15 | 0.0 - 1.1 | 0.0 | View |
| Put | BATT260515P00017000 | -0.405494 | 0.208931 | 3 | 2026-05-15 | 0.0 - 1.15 | 0.0 | View |
ETF Volatility Analysis
Amplify Lithium ETF volatility is a measure of the speed and extent of Amplify Lithium's price movements. A higher-volatility ETF like Amplify Lithium may generate large gains or losses in a short timeframe. In most cases, the higher the volatility, the riskier the ETF.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Amplify Lithium Battery'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 Lithium has a beta of 1.7596 suggesting when the benchmark rises, BATT tends to outperform it on average. However, when benchmark returns turn negative, Amplify Lithium tends to underperform.Systematic exposure aligns Amplify Lithium with broad ETF market volatility, while unsystematic drivers reflect company or sector-specific developments. Amplify Lithium Battery posted a Downside Deviation of 2.50, a Mean Deviation of 1.92, and an Option Implied Volatility of 1.23 for the reported period.
Predicted Return Distribution |
| Density |
What Drives Amplify Lithium's Price Volatility?
Holdings and Allocation
Concentration changes and sector rotation within the Natural Resources category often influence how investors price Amplify Lithium's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Amplify Lithium.Amplify Lithium's Fund-Specific Factors
Creation and redemption activity, bid-ask spreads, and NAV premium or discount can trigger intraday volatility clusters.ETF Risk Measures
Given a 90-day horizon, the coefficient of variation of Amplify Lithium is 1141.9. The daily returns are distributed with a variance of 5.26 and standard deviation of 2.29. The mean deviation of Amplify Lithium Battery is currently at 1.8. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.97
α | Alpha over Dow Jones | 0.16 | |
β | Beta against Dow Jones | 1.76 | |
σ | Overall volatility | 2.29 | |
Ir | Information ratio | 0.07 |
ETF Return Volatility
Daily return volatility for Amplify Lithium measures how far ETF returns deviate from their average on a day-to-day basis. The exchange-traded fund shows 2.2945% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9313% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Amplify Lithium Constituents Risk-Adjusted Indicators
Evaluating Amplify Lithium ETF requires separating price momentum from underlying operating strength versus competitors. Risk-adjusted metrics help compare Amplify Lithium's efficiency and downside exposure against peers on a like-for-like basis. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| KARS | 1.42 | 0.25 | 0.13 | 0.21 | 1.66 | 2.70 | 9.48 | |||
| PSMD | 0.38 | 0.04 | 0.08 | 0.10 | 0.38 | 0.80 | 1.99 | |||
| CANC | 1.17 | 0.04 | 0.03 | 0.04 | 1.28 | 2.63 | 6.97 | |||
| FSZ | 0.86 | -0.01 | -0.01 | -0.01 | 1.03 | 1.87 | 5.32 | |||
| MINV | 1.59 | 0.43 | 0.22 | 0.28 | 1.71 | 3.95 | 8.85 | |||
| ONLN | 1.44 | 0.01 | 0.00 | -0.05 | 1.76 | 2.97 | 6.32 | |||
| OVLH | 0.51 | 0.05 | 0.08 | -0.94 | 0.47 | 1.18 | 2.44 | |||
| ELFY | 1.05 | 0.18 | 0.13 | 0.18 | 1.26 | 2.64 | 6.54 | |||
| MAVF | 0.84 | 0.06 | 0.05 | 0.06 | 1.10 | 1.52 | 4.95 | |||
| CVMC | 0.81 | 0.11 | 0.10 | -1.24 | 0.84 | 1.97 | 4.44 |
Risk Metrics, Assumptions & Methodology
Return dispersion for Amplify Lithium quantifies how far daily or periodic returns deviate from the average across the measurement window. Tracking dispersion across rolling windows reveals whether variability is stable, expanding, or contracting.
Amplify Lithium Battery values are built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Amplify Lithium Battery is more volatile than Dow Jones Industrial by approximately 2.46x 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 Lithium Battery exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a moderate downward daily trend that may serve as a diversifier. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Amplify Lithium probability analysis.
Poor diversification
The correlation between Amplify Lithium and Dow Jones is 0.73, which Macroaxis classifies as Poor diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Additional Risk Indicators
Secondary risk indicators for Amplify Lithium Battery evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0779 | |||
| Market Risk Adjusted Performance | 0.1063 | |||
| Mean Deviation | 1.92 | |||
| Semi Deviation | 2.38 | |||
| Downside Deviation | 2.5 | |||
| Coefficient Of Variation | 1343.45 | |||
| Standard Deviation | 2.41 |
Amplify Lithium Suggested Diversification Pairs
A pair-trading setup around Amplify Lithium shifts the return benchmark from the broad market to a second position, altering the risk profile. A disciplined pair structure still requires monitoring because correlation weakens when market regimes change.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing Amplify Lithium with another position. However, Amplify Lithium's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Amplify Lithium Battery.