# LEVERAGE SHARES (UK) Volatility

SPYE | Stock | ## EUR 9.41 0.03 0.32% |

LEVERAGE SHARES PUBLIC has Sharpe Ratio of -0.0848, which conveys that the firm had -0.0848% of return per unit of standard deviation over the last 3 months. Macroaxis approach into estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. LEVERAGE SHARES exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify LEVERAGE SHARES PUBLIC Mean Deviation of 2.54, market risk adjusted performance of (3.75), and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide.

LEVERAGE |

LEVERAGE SHARES Stock 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 LEVERAGE daily returns, and it is calculated using variance and standard deviation. We also use LEVERAGE's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of LEVERAGE SHARES volatility.

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as LEVERAGE SHARES can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of LEVERAGE SHARES at lower prices. For example, an investor can purchase LEVERAGE stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of LEVERAGE SHARES's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## LEVERAGE SHARES Market Sensitivity And Downside Risk

LEVERAGE SHARES's beta coefficient measures the volatility of LEVERAGE stock compared to the systematic risk of the entire stock 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 LEVERAGE stock's returns against your selected market. In other words, LEVERAGE SHARES's beta of 0.0596 provides an investor with an approximation of how much risk LEVERAGE SHARES stock can potentially add to one of your existing portfolios.

LEVERAGE SHARES PUBLIC exhibits very low volatility with skewness of -0.69 and kurtosis of 1.83. However, we advise investors to further study LEVERAGE SHARES PUBLIC technical indicators to ensure that all market info is available and is reliable. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure LEVERAGE SHARES's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact LEVERAGE SHARES's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall. 3 Months Beta |Analyze LEVERAGE SHARES PUBLIC Demand TrendCheck current 90 days LEVERAGE SHARES correlation with market (DOW)## LEVERAGE Beta |

LEVERAGE standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity 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 | 3.47 |

It is essential to understand the difference between upside risk (as represented by LEVERAGE SHARES's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of LEVERAGE SHARES's daily returns or price. Since the actual investment returns on holding a position in leverage stock 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 LEVERAGE SHARES.

## LEVERAGE SHARES PUBLIC Stock Volatility Analysis

Volatility refers to the frequency at which LEVERAGE SHARES stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with LEVERAGE SHARES's price changes. Investors will then calculate the volatility of LEVERAGE SHARES's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 LEVERAGE SHARES's volatility:

### Historical Volatility

This type of stock volatility measures LEVERAGE SHARES's fluctuations based on previous trends. It's commonly used to predict LEVERAGE SHARES's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for LEVERAGE SHARES's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on LEVERAGE SHARES'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. The Median Price line plots median indexes of LEVERAGE SHARES PUBLIC price series..

## LEVERAGE SHARES Projected Return Density Against Market

Assuming the 90 days trading horizon LEVERAGE SHARES has a beta of 0.0596 . This usually implies as returns on the market go up, LEVERAGE SHARES average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding LEVERAGE SHARES PUBLIC 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 LEVERAGE SHARES or LEVERAGE SHARES PUBLIC 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 LEVERAGE SHARES's price will be affected by overall stock 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 LEVERAGE stock'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.

The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. LEVERAGE SHARES PUBLIC is significantly underperforming DOW. Predicted Return Density |

Returns |

## What Drives a LEVERAGE SHARES Price Volatility?

Several factors can influence a Stock's stock 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.## LEVERAGE SHARES Stock Risk Measures

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 LEVERAGE SHARES or LEVERAGE SHARES PUBLIC 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 LEVERAGE SHARES's price will be affected by overall stock 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 LEVERAGE stock'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. Assuming the 90 days trading horizon the coefficient of variation of LEVERAGE SHARES is -1179.03. The daily returns are distributed with a variance of 12.06 and standard deviation of 3.47. The mean deviation of LEVERAGE SHARES PUBLIC is currently at 2.54. For similar time horizon, the selected benchmark (DOW) has volatility of 1.19

α | Alpha over DOW | -0.22 | |

β | Beta against DOW | 0.06 | |

σ | Overall volatility | 3.47 | |

Ir | Information ratio | -0.05 |

## LEVERAGE SHARES Stock Return Volatility

LEVERAGE SHARES historical daily return volatility represents how much of LEVERAGE SHARES stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company assumes 3.4734% volatility of returns over the 90 days investment horizon. By contrast, DOW inherits 1.2047% risk (volatility on return distribution) over the 90 days horizon. Performance (%) |

Timeline |

## About LEVERAGE SHARES Volatility

Volatility is a rate at which the price of LEVERAGE SHARES 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 LEVERAGE SHARES may increase or decrease. In other words, similar to LEVERAGE's beta indicator, it measures the risk of LEVERAGE SHARES and helps estimate the fluctuations that may happen in a short period of time. So if prices of LEVERAGE SHARES 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.
## LEVERAGE SHARES Investment Opportunity

LEVERAGE SHARES PUBLIC has a volatility of 3.47 and is 2.89 times more volatile than DOW.**30**of all equities and portfolios are less risky than LEVERAGE SHARES. Compared to the overall equity markets, volatility of historical daily returns of LEVERAGE SHARES PUBLIC is lower than

**30 ()**of all global equities and portfolios over the last 90 days. Use LEVERAGE SHARES PUBLIC to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The stock experiences a normal downward trend and little activity. Check odds of LEVERAGE SHARES to be traded at €9.32 in 90 days.

### Significant diversification

The correlation between LEVERAGE SHARES PUBLIC LIMITED and DJI is

**0.02**(i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding LEVERAGE SHARES PUBLIC LIMITED and DJI in the same portfolio, assuming nothing else is changed.## LEVERAGE SHARES Additional Risk Indicators

The analysis of LEVERAGE SHARES'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 LEVERAGE SHARES's investment and either accepting that risk or mitigating it. Along with some common measures of LEVERAGE SHARES stock'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 | (0.07) | |||

Market Risk Adjusted Performance | (3.75) | |||

Mean Deviation | 2.54 | |||

Coefficient Of Variation | (1,601) | |||

Standard Deviation | 3.43 | |||

Variance | 11.78 | |||

Information Ratio | (0.045657) |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## LEVERAGE SHARES 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 LEVERAGE SHARES 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. LEVERAGE SHARES'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, LEVERAGE SHARES'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 LEVERAGE SHARES PUBLIC.

Additionally, take a look at World Market Map. Note that the LEVERAGE SHARES PUBLIC information on this page should be used as a complementary analysis to other LEVERAGE SHARES's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

## Complementary Tools for LEVERAGE Stock analysis

When running LEVERAGE SHARES PUBLIC price analysis, check to measure LEVERAGE SHARES's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy LEVERAGE SHARES is operating at the current time. Most of LEVERAGE SHARES's value examination focuses on studying past and present price action to predict the probability of LEVERAGE SHARES's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move LEVERAGE SHARES's price. Additionally, you may evaluate how the addition of LEVERAGE SHARES to your portfolios can decrease your overall portfolio volatility.

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