Kraneshares Etf Volatility
| KEM Etf | USD 27.58 0.00 0.00% |
We have found four technical indicators for KraneShares, which you can use to evaluate the volatility of the etf. Please verify KraneShares' day typical price of 27.58, and Rate Of Daily Change of 1.0 to check out if the risk estimate we provide is consistent with the expected return of 0.0%.
Sharpe Ratio = 0.0
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Based on monthly moving average KraneShares 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 KraneShares by adding KraneShares to a well-diversified portfolio.
Key indicators related to KraneShares' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
KraneShares 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 KraneShares daily returns, and it is calculated using variance and standard deviation. We also use KraneShares's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of KraneShares volatility.
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KraneShares Etf Volatility Analysis
Volatility refers to the frequency at which KraneShares etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with KraneShares' price changes. Investors will then calculate the volatility of KraneShares' 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 KraneShares' volatility:
Historical Volatility
This type of etf volatility measures KraneShares' fluctuations based on previous trends. It's commonly used to predict KraneShares' 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 KraneShares' 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 KraneShares' to be redeemed at a future date.Transformation |
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KraneShares Projected Return Density Against Market
Considering the 90-day investment horizon KraneShares has a beta that is very close to zero . This indicates the returns on DOW JONES INDUSTRIAL and KraneShares do not appear to be highly reactive.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 KraneShares or Electronic Equipment, Instruments & Components 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 KraneShares' 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 KraneShares 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.
It does not look like KraneShares' alpha can have any bearing on the current valuation. Predicted Return Density |
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What Drives a KraneShares 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 many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.KraneShares Etf Return Volatility
KraneShares historical daily return volatility represents how much of KraneShares etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF has volatility of 0.0% on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7322% 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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KraneShares Competition Risk-Adjusted Indicators
There is a big difference between KraneShares Etf performing well and KraneShares 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 KraneShares' 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 | ||
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| META | 1.42 | (0.21) | 0.00 | (0.14) | 0.00 | 3.16 | 13.02 | |||
| MSFT | 1.04 | (0.18) | 0.00 | (0.50) | 0.00 | 1.78 | 4.90 | |||
| UBER | 1.45 | (0.24) | 0.00 | (0.24) | 0.00 | 2.60 | 10.23 | |||
| F | 1.50 | 0.11 | 0.10 | 0.14 | 1.32 | 3.69 | 16.30 | |||
| T | 0.87 | (0.16) | 0.00 | (0.39) | 0.00 | 1.53 | 4.30 | |||
| A | 1.22 | (0.11) | 0.00 | 0.69 | 0.00 | 2.90 | 7.85 | |||
| CRM | 1.51 | (0.23) | 0.00 | (0.13) | 0.00 | 3.22 | 12.37 | |||
| JPM | 1.13 | (0.11) | 0.00 | (0.01) | 0.00 | 2.00 | 7.38 | |||
| MRK | 1.24 | 0.31 | 0.21 | 0.48 | 1.09 | 3.59 | 8.09 | |||
| XOM | 1.07 | 0.28 | 0.18 | 4.20 | 0.95 | 2.38 | 5.82 |
About KraneShares Volatility
Volatility is a rate at which the price of KraneShares 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 KraneShares may increase or decrease. In other words, similar to KraneShares's beta indicator, it measures the risk of KraneShares and helps estimate the fluctuations that may happen in a short period of time. So if prices of KraneShares 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.KEMET Corporation manufactures and sells passive electronic components under the KEMET brand worldwide. KEMET Corporation was founded in 1919 and is headquartered in Fort Lauderdale, Florida. KEMET operates under Electronic Components classification in USA and is traded on BATS Exchange. It employs 12800 people.
KraneShares' 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 KraneShares Etf over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much KraneShares' price varies over time.
3 ways to utilize KraneShares' volatility to invest better
Higher KraneShares' etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of KraneShares 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. KraneShares 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 KraneShares investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in KraneShares' 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 KraneShares' etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
KraneShares Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.73 and is 9.223372036854776E16 times more volatile than KraneShares. Compared to the overall equity markets, volatility of historical daily returns of KraneShares is lower than 0 percent of all global equities and portfolios over the last 90 days. You can use KraneShares to protect your portfolios against small market fluctuations. The etf experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of KraneShares to be traded at $27.3 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
KraneShares 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.
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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 KraneShares 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. KraneShares' 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, KraneShares' 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 KraneShares.
When determining whether KraneShares offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of KraneShares' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Kraneshares Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Kraneshares Etf: Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as various price indices. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
The market value of KraneShares is measured differently than its book value, which is the value of KraneShares that is recorded on the company's balance sheet. Investors also form their own opinion of KraneShares' value that differs from its market value or its book value, called intrinsic value, which is KraneShares' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because KraneShares' market value can be influenced by many factors that don't directly affect KraneShares' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between KraneShares' value and its price as these two are different measures arrived at by different means. Investors typically determine if KraneShares is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KraneShares' 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.