LG QRAFT AI Powered ETF Volatility

LQAI ETF

43.58 0.70 1.63%

LG QRAFT's realized and implied volatility are covered along with the standard risk metrics derived from them. The ETF shows low price volatility over the last 3 months.

Sharpe Ratio = 0.1734

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LG QRAFT AI Powered's financial profile includes a Market Risk Adjusted Performance of 0.2%, a Risk of 1.11, and a Risk Adjusted Performance of 0.2%. Based on monthly moving averages, the ETF is operating near 13% of its historical performance range.

Key indicators related to LG QRAFT's volatility include:

90 Days Market Risk

Very Low

Chance Of Distress

Low

90 Days Economic Sensitivity

Follows the market closely

Key risk metrics for LG QRAFT (3 Months):

Beta

0.84

Alpha

0.17

Risk

1.11

Sharpe Ratio

0.17

Expected Return

0.19

Moving together with LQAI ETF

0.96	VTI	Vanguard Total Stock	Pair Corr
0.96	SPY	SPDR SAMPP 500	Pair Corr
0.96	IVV	iShares Core SAMPP	Pair Corr
0.75	VIG	Vanguard Dividend	Pair Corr
0.83	IWB	iShares Russell 1000	Pair Corr
0.85	ESGU	iShares ESG Aware	Pair Corr
0.79	DFAC	Dimensional Core Equity	Pair Corr
0.72	VTV	Vanguard Value Index	Pair Corr
0.96	VUG	Vanguard Growth Index	Pair Corr
0.88	VO	Vanguard Mid Cap	Pair Corr
0.71	VEA	Vanguard FTSE Developed	Pair Corr
0.91	VB	Vanguard Small Cap	Pair Corr
0.85	VWO	Vanguard FTSE Emerging	Pair Corr
0.94	LEAD	Siren DIVCON Leaders	Pair Corr
0.72	MSFT	Microsoft	Pair Corr
0.74	INTC	Intel Aggressive Push	Pair Corr
0.71	JPM	JPMorgan Chase	Pair Corr
0.68	CSCO	Cisco Systems Earnings Call This Week	Pair Corr

Moving Against LQAI ETF

0.76	T	ATT Inc	Pair Corr
0.73	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.61	XOM	Exxon Mobil Corp	Pair Corr
0.59	VZ	Verizon Communications	Pair Corr
0.57	CVX	Chevron Corp	Pair Corr
0.48	MRK	Merck Company	Pair Corr

Sensitivity To Market

LG QRAFT beta coefficient measures the volatility of LQAI ETF relative to the systematic risk of the broad market benchmark. A beta of 0.84 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 1.11%. LG QRAFT AI Powered has shown noticeable price swings over the selected period. Downside deviation is about 1.09% and standard deviation is about 1.11%, which summarize how widely returns have moved. ETF variability increases when the underlying basket is less liquid, making spreads wider and NAV alignment slower. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.

Current 90-day LG QRAFT correlation with market (Dow Jones Industrial)

0.17

0.84

Competition

3 Months Beta |LG QRAFT AI Demand Trend

Current 90-day LG QRAFT correlation with market (Dow Jones Industrial)

Downside Risk

Standard deviation measures how far LQAI returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability.

Standard Deviation

1.11

It is essential to understand the difference between upside risk and downside risk for LG QRAFT. Total volatility includes favorable moves, while downside deviation isolates the loss risk in LG QRAFT's daily returns. LG QRAFT AI Powered's financial profile includes a Downside Deviation of 1.09, a Downside Variance of 1.19, and a Maximum Drawdown of 5.53.

ETF Volatility Analysis

Volatility refers to the frequency at which LG QRAFT ETF price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same ETF.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of LG QRAFT AI'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, LG QRAFT has a beta of 0.8433. This indicates as returns on the market go up, LG QRAFT's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding LG QRAFT AI Powered tends to be smaller as well.

LG QRAFT is exposed to both systematic and unsystematic risk. Systematic risk reflects broader ETF market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. LG QRAFT AI Powered's financial profile includes a Downside Deviation of 1.09, a Mean Deviation of 0.84, and a Semi Deviation of 0.80.

LG QRAFT AI Powered has an alpha of 0.1739, implying that it can generate a 0.1739 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

LG QRAFT's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far LG QRAFT's returns usually move from the mean over the selected horizon.

What Drives LG QRAFT's Price Volatility?

Holdings and Allocation

Changes in underlying holdings, sector weights, and rebalancing activity within the Large Blend category can influence LG QRAFT's price dispersion even when broad indices are stable.

Political and Economic Environment

Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for LG QRAFT.

LG QRAFT's Fund-Specific Factors

Flows in and out of the fund, tracking error, and premium-to-NAV shifts are common drivers of short-term price movement in LG QRAFT's shares.

ETF Risk Measures

Given a 90-day horizon, the coefficient of variation of LG QRAFT is 576.65. The daily returns are distributed with a variance of 1.23 and standard deviation of 1.11. The mean deviation of LG QRAFT AI Powered is currently at 0.84. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96

α	Alpha over Dow Jones	0.17	Details
β	Beta against Dow Jones	0.84	Details
σ	Overall volatility	1.11	Details
Ir	Information ratio	0.16	Details

ETF Return Volatility

LG QRAFT historical daily return volatility represents how much of LG QRAFT ETF's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF reported 1.1085% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9716% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.75	0.5	0.62	-0.43	0.57	0.09	0.51	-0.14	-0.77	META
MSFT	0.75		0.65	0.28	-0.61	0.27	0.15	0.52	-0.62	-0.74	MSFT
UBER	0.5	0.65		0.0	-0.48	-0.01	0.29	0.29	-0.48	-0.5	UBER
F	0.62	0.28	0.0		0.06	0.87	0.09	0.41	0.41	-0.59	F
T	-0.43	-0.61	-0.48	0.06		-0.01	0.4	-0.65	0.5	0.5	T
A	0.57	0.27	-0.01	0.87	-0.01		0.02	0.56	0.39	-0.57	A
CRM	0.09	0.15	0.29	0.09	0.4	0.02		-0.49	-0.12	0.01	CRM
JPM	0.51	0.52	0.29	0.41	-0.65	0.56	-0.49		-0.09	-0.59	JPM
MRK	-0.14	-0.62	-0.48	0.41	0.5	0.39	-0.12	-0.09		0.14	MRK
XOM	-0.77	-0.74	-0.5	-0.59	0.5	-0.57	0.01	-0.59	0.14		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

A	+ 0.87	F
MSFT	+ 0.75	META
UBER	+ 0.65	MSFT
F	+ 0.62	META
A	+ 0.57	META
JPM	+ 0.56	A

High negative correlations

XOM	- 0.77	META
XOM	- 0.74	MSFT
JPM	- 0.65	T
MRK	- 0.62	MSFT
T	- 0.61	MSFT
XOM	- 0.59	JPM

LG QRAFT Competition Risk-Adjusted Indicators

Strong recent returns in LQAI ETF do not always mean LG QRAFT ETF is outperforming peers on business quality. Risk-adjusted metrics help compare LG QRAFT'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
META	1.74	-0.13	0.00	-0.10	0.00	0.00	2.61	-3.83	15.22
MSFT	1.36	-0.03	0.00	-0.03	0.00	0.00	3.11	-3.21	8.57
UBER	1.63	0.09	0.04	0.11	1.95	-1.67	3.61	-3.39	8.83
F	1.57	-0.17	0.00	-0.12	0.00	0.00	4.11	-3.20	9.26
T	1.18	-0.02	0.00	0.08	0.00	0.00	2.34	-2.60	7.75
A	1.40	-0.15	0.00	-0.16	0.00	0.00	2.67	-3.11	8.08
CRM	2.02	-0.05	0.00	-11.86	0.00	0.00	4.07	-3.78	13.46
JPM	1.11	0.03	0.02	0.04	1.47	-1.13	2.18	-2.34	8.16
MRK	1.18	0.01	0.00	0.03	1.57	-1.21	2.73	-2.58	7.67
XOM	1.44	0.13	0.06	-0.19	2.00	-1.42	2.73	-3.65	9.09

Risk Metrics, Assumptions & Methodology

Volatility regime analysis for LG QRAFT identifies whether the fund is currently in a high, low, or transitioning dispersion state. Regime transitions often precede directional moves, making volatility shifts a useful timing signal.

LG QRAFT AI Powered 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: Ellen Johnson, Member of Macroaxis Editorial Board

Volatility Profile Summary

Recent data suggests that LG QRAFT AI Powered is more volatile than Dow Jones Industrial by approximately 1.14x 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 9% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

LG QRAFT AI Powered 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 works best as a directional cue rather than as a standalone forecast. a large bullish trend. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View LG QRAFT probability analysis.

Poor diversification

LG QRAFT currently posts a 0.68 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. A 0.68 reading means LG QRAFT and Dow Jones have partial price overlap, providing moderate risk reduction when paired.

View Details

Additional Risk Indicators

Looking at additional risk metrics for LG QRAFT AI Powered frames how the position may behave under different market and portfolio conditions. These measures support both standalone risk assessment and portfolio-level analysis.

	Risk Adjusted Performance	0.1685
	Market Risk Adjusted Performance	0.2261
	Mean Deviation	0.8402
	Semi Deviation	0.8043
	Downside Deviation	1.09
	Coefficient Of Variation	576.65
	Standard Deviation	1.11

LG QRAFT Suggested Diversification Pairs

Pair trading with LG QRAFT 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.

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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 LG QRAFT 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. LG QRAFT'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, LG QRAFT'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 LG QRAFT AI Powered.

More Resources for LQAI ETF Analysis

The market price of LG QRAFT AI is influenced by its net asset value (NAV), which reflects the value of LQAI underlying holdings.

LG QRAFT's NAV reflects portfolio composition, while price reflects real-time supply and demand. ETF evaluation considers expense ratio, holdings quality, tracking accuracy, and category positioning.