Amplify Video Game Etf Volatility
| GAMR Etf | USD 80.91 2.86 3.66% |
Amplify Video Game secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the etf had a -0.18 % return per unit of risk over the last 3 months. Amplify Video Game exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amplify Video's Risk Adjusted Performance of (0.14), standard deviation of 1.53, and Mean Deviation of 1.11 to double-check the risk estimate we provide.
Sharpe Ratio = -0.179
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| Negative Returns | GAMR |
Based on monthly moving average Amplify Video 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 Amplify Video by adding Amplify Video to a well-diversified portfolio.
Key indicators related to Amplify Video's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Amplify Video 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 Amplify daily returns, and it is calculated using variance and standard deviation. We also use Amplify's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Amplify Video volatility.
Downward market volatility can be a perfect environment for investors who play the long game with Amplify Video. They may decide to buy additional shares of Amplify Video at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Amplify Etf
| 0.95 | ESPO | VanEck Video Gaming | PairCorr |
| 0.88 | HERO | Global X Video | PairCorr |
| 0.71 | NVDL | GraniteShares 15x Long | PairCorr |
| 0.71 | BULZ | MicroSectors Solactive | PairCorr |
| 0.89 | FNGO | MicroSectors FANG Index | PairCorr |
| 0.88 | GBTC | Grayscale Bitcoin Trust | PairCorr |
| 0.91 | MSFT | Microsoft | PairCorr |
Moving against Amplify Etf
| 0.77 | RDIV | Invesco SP Ultra | PairCorr |
| 0.75 | IYZ | IShares Telecommunicatio Low Volatility | PairCorr |
| 0.71 | BINC | BlackRock ETF Trust | PairCorr |
| 0.62 | GGLL | Direxion Daily GOOGL Downward Rally | PairCorr |
| 0.57 | OASC | OneAscent Small Cap | PairCorr |
| 0.54 | NUGT | Direxion Daily Gold | PairCorr |
| 0.53 | JNUG | Direxion Daily Junior | PairCorr |
| 0.45 | FCOM | Fidelity MSCI Commun | PairCorr |
| 0.44 | VOX | Vanguard Communication | PairCorr |
| 0.41 | XLC | Communication Services Sell-off Trend | PairCorr |
Amplify Video Market Sensitivity And Downside Risk
Amplify Video's beta coefficient measures the volatility of Amplify 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 Amplify etf's returns against your selected market. In other words, Amplify Video's beta of 0.9 provides an investor with an approximation of how much risk Amplify Video etf can potentially add to one of your existing portfolios. Amplify Video Game exhibits very low volatility with skewness of -0.87 and kurtosis of 2.06. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Amplify Video'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 Amplify Video'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 Amplify Video Game Demand TrendCheck current 90 days Amplify Video correlation with market (Dow Jones Industrial)Amplify Video Volatility and Downside Risk
Amplify 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 Amplify Put Option to Manage Risk
Put options written on Amplify Video grant holders of the option the right to sell a specified amount of Amplify Video 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 Amplify Etf cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Amplify Video'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 Amplify Video will be realized, the loss incurred will be offset by the profits made with the option trade.
Amplify Video's PUT expiring on 2026-04-17
Profit |
| Amplify Video Price At Expiration |
Current Amplify Video Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | GAMR260417P00098000 | -0.885059 | 0.025787 | 1 | 2026-04-17 | 8.2 - 11.0 | 0.0 | View |
Put | GAMR260417P00100000 | -0.930372 | 0.022708 | 1 | 2026-04-17 | 10.1 - 12.9 | 0.0 | View |
Amplify Video Game Etf Volatility Analysis
Volatility refers to the frequency at which Amplify Video etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Amplify Video's price changes. Investors will then calculate the volatility of Amplify Video'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 Amplify Video's volatility:
Historical Volatility
This type of etf volatility measures Amplify Video's fluctuations based on previous trends. It's commonly used to predict Amplify Video'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 Amplify Video'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 Amplify Video'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. Amplify Video Game 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.
Amplify Video Projected Return Density Against Market
Given the investment horizon of 90 days Amplify Video has a beta of 0.904 . This usually indicates Amplify Video Game market returns are sensible to returns on the market. As the market goes up or down, Amplify Video is expected to follow.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 Amplify Video or ETFMG 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 Amplify Video'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 Amplify 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.
Predicted Return Density |
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What Drives an Amplify Video 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 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.Amplify Video Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Amplify Video is -558.59. The daily returns are distributed with a variance of 2.27 and standard deviation of 1.51. The mean deviation of Amplify Video Game is currently at 1.06. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | -0.36 | |
β | Beta against Dow Jones | 0.90 | |
σ | Overall volatility | 1.51 | |
Ir | Information ratio | -0.24 |
Amplify Video Etf Return Volatility
Amplify Video historical daily return volatility represents how much of Amplify Video etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF inherits 1.5063% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.807% volatility on return distribution over the 90 days horizon. Performance |
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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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Amplify Video Constituents Risk-Adjusted Indicators
There is a big difference between Amplify Etf performing well and Amplify Video ETF 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 Amplify Video's 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PEZ | 1.05 | 0.03 | 0.04 | 0.11 | 0.96 | 2.54 | 5.14 | |||
| PSR | 0.56 | 0.03 | (0.02) | 0.15 | 0.71 | 1.49 | 3.43 | |||
| KSTR | 1.27 | 0.07 | 0.02 | 0.22 | 1.59 | 2.15 | 7.79 | |||
| TEKY | 1.13 | (0.31) | 0.00 | (0.20) | 0.00 | 1.71 | 5.98 | |||
| HQGO | 0.70 | (0.08) | 0.00 | (0.02) | 0.00 | 1.34 | 4.24 | |||
| FTCE | 0.63 | (0.04) | (0.05) | 0.03 | 0.91 | 1.14 | 3.64 | |||
| DEMZ | 0.71 | (0.07) | (0.08) | (0.01) | 1.06 | 1.53 | 3.98 | |||
| PSFD | 0.27 | 0.00 | (0.10) | 0.09 | 0.31 | 0.81 | 2.31 | |||
| KOOL | 0.64 | (0.02) | (0.04) | 0.05 | 0.88 | 1.22 | 3.22 | |||
| WLDR | 0.78 | 0.13 | 0.12 | 0.22 | 0.67 | 1.43 | 3.62 |
About Amplify Video Volatility
Volatility is a rate at which the price of Amplify Video 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 Amplify Video may increase or decrease. In other words, similar to Amplify's beta indicator, it measures the risk of Amplify Video and helps estimate the fluctuations that may happen in a short period of time. So if prices of Amplify Video 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.The index tracks the performance of the common stock of exchange-listed companies across the globe that are actively engaged in a business activity supporting or utilizing the video gaming industry. Etfmg Video is traded on NYSEARCA Exchange in the United States.
Amplify Video'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 Amplify Etf over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Amplify Video's price varies over time.
3 ways to utilize Amplify Video's volatility to invest better
Higher Amplify Video's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Amplify Video Game 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. Amplify Video Game 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 Amplify Video Game investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Amplify Video'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 Amplify Video's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Amplify Video Investment Opportunity
Amplify Video Game has a volatility of 1.51 and is 1.86 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Amplify Video Game is lower than 13 percent of all global equities and portfolios over the last 90 days. You can use Amplify Video Game to enhance the returns of your portfolios. The etf experiences an unexpected upward trend. Watch out for market signals. Check odds of Amplify Video to be traded at $97.09 in 90 days.Excellent diversification
The correlation between Amplify Video Game and DJI is -0.52 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Amplify Video Game and DJI in the same portfolio, assuming nothing else is changed.
Amplify Video Additional Risk Indicators
The analysis of Amplify Video'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 Amplify Video's investment and either accepting that risk or mitigating it. Along with some common measures of Amplify Video 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 | (0.14) | |||
| Market Risk Adjusted Performance | (0.31) | |||
| Mean Deviation | 1.11 | |||
| Coefficient Of Variation | (545.86) | |||
| Standard Deviation | 1.53 | |||
| Variance | 2.34 | |||
| Information Ratio | (0.24) |
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.
Amplify Video 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 Amplify Video 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. Amplify Video'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, Amplify Video'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 Amplify Video Game.
When determining whether Amplify Video Game is a strong investment it is important to analyze Amplify Video'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 Amplify Video's future performance. For an informed investment choice regarding Amplify Etf, refer to the following important reports: Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Amplify Video Game. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in industry. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Amplify Video Game's market price often diverges from its book value, the accounting figure shown on Amplify's balance sheet. Smart investors calculate Amplify Video's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Amplify Video's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Amplify Video's value and its price as these two are different measures arrived at by different means. Investors typically determine if Amplify Video is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amplify Video'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.