Avantis Core Fixed Etf Volatility
| AVIG Etf | USD 42.09 0.14 0.33% |
Recent trading patterns suggest Avantis Core Fixed maintains a minimal volatility profile. Avantis Core Fixed reports a Sharpe Ratio (Efficiency) of 0.12, showing reward per unit of risk over the last 3 months. Current risk dynamics are supported by 30 technical indicators.
Sharpe Ratio = 0.1205
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| Negative Returns | AVIG |
Avantis Core Fixed (AVIG) recorded a Market Risk Adjusted Performance of 0.2%, a Risk of 0.18, and a Risk Adjusted Performance of 0.04%. Moving average data indicates Avantis Core is positioned near 9% of its recent return envelope. Risk-adjusted contribution varies depending on portfolio structure.
Key indicators related to Avantis Core's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Avantis Core draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of Avantis Core's risk profile.
Avantis Core Volatility Strategy
Observed trading dispersion in Avantis Core Fixed can affect long-term allocation structure. Current statistical measures show total volatility near 0.18% with a beta coefficient of 0.0244, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.12, evaluates return per unit of total risk. An alpha value of 0.005773 reflects performance relative to systematic market exposure. Expected return estimates near 0.0214% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Underlying basket liquidity can affect premium stability.
Main indicators related to Avantis Core's market risk premium analysis include:
Beta 0.0244 | Alpha 0.005773 | Risk 0.18 | Sharpe Ratio 0.12 | Expected Return 0.0214 |
Moving together with Avantis Etf
| 1.0 | BND | Vanguard Total Bond Sell-off Trend | PairCorr |
| 1.0 | AGG | iShares Core Aggregate Sell-off Trend | PairCorr |
| 0.97 | BIV | Vanguard Intermediate Sell-off Trend | PairCorr |
| 1.0 | SPAB | SPDR Portfolio Aggregate Sell-off Trend | PairCorr |
| 1.0 | EAGG | iShares ESG Aggregate | PairCorr |
| 0.99 | FLCB | Franklin Templeton ETF | PairCorr |
| 0.99 | UITB | VictoryShares USAA Core | PairCorr |
| 1.0 | DFCF | Dimensional ETF Trust | PairCorr |
| 0.99 | JAGG | JPMorgan BetaBuilders | PairCorr |
| 0.99 | AGGY | WisdomTree Yield Enhanced | PairCorr |
| 0.77 | DGP | DB Gold Double | PairCorr |
| 0.73 | DFEN | Direxion Daily Aerospace | PairCorr |
| 0.73 | UGL | ProShares Ultra Gold | PairCorr |
| 0.71 | NUGT | Direxion Daily Gold | PairCorr |
| 0.88 | MLPR | ETRACS Quarterly Pay | PairCorr |
| 0.88 | DIG | ProShares Ultra Oil | PairCorr |
| 0.68 | JNUG | Direxion Daily Junior | PairCorr |
| 0.85 | VZ | Verizon Communications Sell-off Trend | PairCorr |
| 0.81 | T | ATT Inc Aggressive Push | PairCorr |
| 0.81 | MCD | McDonalds | PairCorr |
| 0.78 | PFE | Pfizer Inc | PairCorr |
Moving against Avantis Etf
| 0.85 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
Avantis Core Sensitivity To Market
Avantis Core'sAvantis Core systematic risk exposure is reflected in a beta value of 0.0244. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.18%.Over the current lookback period, Avantis Core Fixed shows a minimal volatility profile, using downside deviation (0.17%) as a primary reference. A key ETF concept is pricing relative to NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available. This can be more visible during volatile sessions.
3 Months Beta |Analyze Avantis Core Fixed Demand TrendCheck current 90 days Avantis Core correlation with market (Dow Jones Industrial)Avantis Core Downside Risk
Standard deviation for Avantis expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.18 |
For Avantis Core investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in Avantis Core's daily returns. Avantis Core Fixed (AVIG) recorded a Downside Deviation of 0.17, a Downside Variance of 0.03, and a Maximum Drawdown of 0.90.
Avantis Core Fixed Etf Volatility Analysis
Volatility describes the degree to which Avantis Core etf price fluctuates in either direction. Highly volatile etfs like Avantis Core can offer significant profit opportunities, but also come with heightened risk.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Avantis Core Fixed 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.
Avantis Core Projected Return Density Against Market
Given the investment horizon of 90 days Avantis Core has a beta of 0.0244 . This suggests as returns on the market go up, Avantis Core average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Avantis Core Fixed will be expected to be much smaller as well.Systematic risk links Avantis Core to overall etf market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. Avantis Core Fixed (AVIG) recorded a Downside Deviation of 0.17, a Mean Deviation of 0.14, and a Semi Deviation of 0.10.
Predicted Return Density |
| Returns |
What Drives an Avantis Core 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.Avantis Core Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Avantis Core is 830.18. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.18. The mean deviation of Avantis Core Fixed is currently at 0.14. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.02 | |
σ | Overall volatility | 0.18 | |
Ir | Information ratio | 0.03 |
Avantis Core Etf Return Volatility
Avantis Core historical daily return volatility represents how much of Avantis Core etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The Exchange Traded Fund inherits 0.1776% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7948% 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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Avantis Core Competition Risk-Adjusted Indicators
There is a big difference between Avantis Etf performing well and Avantis Core 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 Avantis Core'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.47 | 0.02 | 0.01 | 0.03 | 1.65 | 2.38 | 13.69 | |||
| MSFT | 1.32 | -0.25 | 0.00 | -0.84 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.53 | -0.20 | 0.00 | -0.46 | 0.00 | 2.70 | 11.09 | |||
| F | 1.36 | -0.10 | 0.00 | -0.09 | 0.00 | 3.61 | 10.01 | |||
| T | 1.07 | 0.18 | 0.15 | -0.73 | 0.94 | 3.87 | 7.44 | |||
| A | 1.25 | -0.40 | 0.00 | -0.40 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.81 | -0.19 | 0.00 | -0.23 | 0.00 | 4.03 | 12.37 | |||
| JPM | 1.25 | -0.09 | 0.00 | -0.06 | 0.00 | 2.34 | 8.17 | |||
| MRK | 1.22 | 0.21 | 0.14 | 0.44 | 1.32 | 2.54 | 7.29 | |||
| XOM | 1.33 | 0.41 | 0.28 | 3.38 | 1.12 | 2.90 | 6.83 |
Avantis Core Risk and Return Dispersion
Volatility for Avantis Core reflects price dispersion, spread stability, and underlying basket liquidity conditions. Range expansion increases sensitivity to market stress conditions. Allocation modeling is used to understand how Avantis Core fits within diversified holdings.
Methodology
Unless otherwise specified, data for Avantis Core Fixed is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. Avantis (USA Stocks:AVIG) market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions. NAV-based valuation for Avantis Core Fixed is typically interpreted alongside premium/discount metrics and tracking difference relative to the stated benchmark.
Assumptions
Information for Avantis Core Fixed is compiled from public fund disclosures, holdings reports, and market data feeds and official sources including U.S. Securities and Exchange Commission (SEC) via EDGAR. Reporting latency may occur in some cases. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Research Sources
Avantis Core Fixed may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
Avantis Core Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 4.39 times the return volatility of Avantis Core Fixed. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Avantis Core Fixed to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of Avantis Core to be traded at $44.19 in 90 days.Very weak diversification
Across the chosen horizon, AVIG and DJI show a correlation of 0.49 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Avantis Core Additional Risk Indicators
Risk analysis around Avantis Core Fixed becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0353 | |||
| Market Risk Adjusted Performance | 0.2463 | |||
| Mean Deviation | 0.1394 | |||
| Semi Deviation | 0.1007 | |||
| Downside Deviation | 0.1733 | |||
| Coefficient Of Variation | 1124.17 | |||
| Standard Deviation | 0.1772 |
Avantis Core Suggested Diversification Pairs
Pair trading with Avantis Core can help investors hedge some 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.
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 Avantis Core 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. Avantis Core'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, Avantis Core'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 Avantis Core Fixed.
More Resources for Avantis Etf Analysis
Understanding Avantis Core Fixed typically begins with financial statements and long-term trend review. Ratio context helps frame profitability, efficiency, and growth trends for Avantis Core Fixed Etf. Outlined below are key reports that provide context for Avantis Core Fixed Etf:Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Avantis Core Fixed within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. Analysis related to Avantis Core should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Avantis Core Fixed market price can diverge from book value, the accounting figure shown on Avantis balance sheet. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Market price can move with sentiment, cycles, and liquidity conditions, so it may drift away from fundamentals. Valuation methods compare these perspectives to frame context.
It is useful to distinguish Avantis Core's value from its trading price, which are computed with different methods. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage. The quoted price is simply the exchange level where supply meets demand.