Advocate Capital Management Etf Volatility
| RRH Etf | USD 23.85 0.28 1.19% |
We have found twenty-nine technical indicators for Advocate Capital Management, which you can use to evaluate the volatility of the entity. Please confirm Advocate Capital's Downside Deviation of 2.22, mean deviation of 1.36, and Risk Adjusted Performance of 0.0277 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. Key indicators related to Advocate Capital's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Advocate Capital 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 Advocate daily returns, and it is calculated using variance and standard deviation. We also use Advocate's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Advocate Capital volatility.
Advocate |
Downward market volatility can be a perfect environment for investors who play the long game with Advocate Capital. They may decide to buy additional shares of Advocate Capital at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Advocate Etf
| 0.68 | TUG | STF Tactical Growth | PairCorr |
| 0.67 | RAAX | VanEck Inflation All | PairCorr |
| 0.69 | RULE | Collaborative Investment | PairCorr |
Moving against Advocate Etf
Advocate Capital Market Sensitivity And Downside Risk
Advocate Capital's beta coefficient measures the volatility of Advocate 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 Advocate etf's returns against your selected market. In other words, Advocate Capital's beta of 0.21 provides an investor with an approximation of how much risk Advocate Capital etf can potentially add to one of your existing portfolios. Advocate Capital Management currently demonstrates below-average downside deviation. It has Information Ratio of -0.04 and Jensen Alpha of 0.02. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Advocate Capital'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 Advocate Capital'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 Advocate Capital Man Demand TrendCheck current 90 days Advocate Capital correlation with market (Dow Jones Industrial)Advocate Beta |
Advocate 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.
Standard Deviation | 0.0 |
It is essential to understand the difference between upside risk (as represented by Advocate Capital's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Advocate Capital's daily returns or price. Since the actual investment returns on holding a position in advocate etf tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Advocate Capital.
Advocate Capital Man Etf Volatility Analysis
Volatility refers to the frequency at which Advocate Capital etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Advocate Capital's price changes. Investors will then calculate the volatility of Advocate Capital'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 Advocate Capital's volatility:
Historical Volatility
This type of etf volatility measures Advocate Capital's fluctuations based on previous trends. It's commonly used to predict Advocate Capital'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 Advocate Capital'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 Advocate Capital's to be redeemed at a future date.Transformation |
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Advocate Capital Projected Return Density Against Market
Considering the 90-day investment horizon Advocate Capital has a beta of 0.2133 indicating as returns on the market go up, Advocate Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Advocate Capital Management will be expected to be much smaller as well.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 Advocate Capital or Advocate Capital Management, LLC 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 Advocate Capital'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 Advocate 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.
Advocate Capital Management has an alpha of 0.0197, implying that it can generate a 0.0197 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Advocate Capital 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.Advocate Capital Etf Return Volatility
Advocate Capital historical daily return volatility represents how much of Advocate Capital 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 0.7717% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Advocate Capital Volatility
Volatility is a rate at which the price of Advocate Capital 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 Advocate Capital may increase or decrease. In other words, similar to Advocate's beta indicator, it measures the risk of Advocate Capital and helps estimate the fluctuations that may happen in a short period of time. So if prices of Advocate Capital 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.3 ways to utilize Advocate Capital's volatility to invest better
Higher Advocate Capital's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Advocate Capital Man 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. Advocate Capital Man 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 Advocate Capital Man investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Advocate Capital'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 Advocate Capital's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Advocate Capital Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Advocate Capital Management. 0 percent of all equities and portfolios are less risky than Advocate Capital. You can use Advocate Capital Management to enhance the returns of your portfolios. The etf experiences a large bullish trend. Check odds of Advocate Capital to be traded at $26.24 in 90 days.Significant diversification
The correlation between Advocate Capital Management and DJI is 0.09 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Advocate Capital Management and DJI in the same portfolio, assuming nothing else is changed.
Advocate Capital Additional Risk Indicators
The analysis of Advocate Capital'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 Advocate Capital's investment and either accepting that risk or mitigating it. Along with some common measures of Advocate Capital 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 | 0.0277 | |||
| Market Risk Adjusted Performance | 0.2178 | |||
| Mean Deviation | 1.36 | |||
| Semi Deviation | 2.05 | |||
| Downside Deviation | 2.22 | |||
| Coefficient Of Variation | 3538.56 | |||
| Standard Deviation | 1.92 |
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.
Advocate Capital 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 Advocate Capital 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. Advocate Capital'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, Advocate Capital'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 Advocate Capital Management.
When determining whether Advocate Capital Man offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Advocate Capital's 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 Advocate Capital Management Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Advocate Capital Management Etf: Check out Your Equity Center 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 signals in metropolitan statistical area. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
The market value of Advocate Capital Man is measured differently than its book value, which is the value of Advocate that is recorded on the company's balance sheet. Investors also form their own opinion of Advocate Capital's value that differs from its market value or its book value, called intrinsic value, which is Advocate Capital's 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 Advocate Capital's market value can be influenced by many factors that don't directly affect Advocate Capital's 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 Advocate Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Advocate Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advocate Capital'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.