21Shares Ripple (Switzerland) Volatility
| AXRP Etf | CHF 31.23 1.69 5.72% |
21Shares Ripple XRP operates with a very high volatility profile across the current review period. 21Shares Ripple XRP indicates a Sharpe Ratio (Efficiency) of -0.0045, summarizing negative risk-adjusted returns over the last 3 months. Current volatility conditions are reflected in 23 technical indicators.
Sharpe Ratio = -0.0045
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AXRP |
Estimated Market Risk
| 9.8 actual daily | 87 87% of assets are less volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
21Shares Ripple XRP (AXRP.SW) recorded a Market Risk Adjusted Performance of -0.1%, a Risk of 9.80, and a Risk Adjusted Performance of -0.01%. 21Shares Ripple is not performing at its full potential based on monthly moving average. Adding it to a well-diversified portfolio can enhance total return and reduce market risk.
Key indicators related to 21Shares Ripple's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
21Shares Ripple volatility measures the statistical dispersion of 21Shares Ripple's daily returns using variance and standard deviation. Combined with 21Shares's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.
21Shares |
Volatility Strategy
Historical price movement in 21Shares Ripple XRP provides context for allocation sensitivity. Current statistical measures show total volatility near 9.8% with a beta coefficient of 2.81, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0045, evaluates return per unit of total risk. An alpha value of -0.0883 reflects performance relative to systematic market exposure. Expected return estimates near -0.0443% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Tracking variance can contribute to dispersion.
Main indicators related to 21Shares Ripple's market risk premium analysis include:
Beta 2.81 | Alpha -0.09 | Risk 9.8 | Sharpe Ratio -0.0045 | Expected Return -0.04 |
Moving together with 21Shares Etf
| 0.85 | BTCW | WisdomTree Physical | PairCorr |
| 0.79 | BITC | CoinShares Physical | PairCorr |
| 0.87 | ETHE | CoinShares Physical | PairCorr |
| 0.86 | ETHW | WisdomTree Ethereum ETC | PairCorr |
| 0.84 | AXLM | 21Shares Stellar ETP | PairCorr |
| 0.87 | ASOL | 21Shares Solana staking | PairCorr |
| 0.82 | DAPP | VanEck Crypto Blockchain | PairCorr |
Moving against 21Shares Etf
| 0.59 | HSEM | HSBC Emerging Market | PairCorr |
| 0.43 | AUCO | LG Gold Mining | PairCorr |
| 0.43 | IAUP | iShares Gold Producers | PairCorr |
| 0.41 | GGMUSY | UBS ETF plc | PairCorr |
| 0.4 | GDX | VanEck Gold Miners | PairCorr |
| 0.39 | GDXJ | VanEck Junior Gold | PairCorr |
Sensitivity To Market
21Shares Ripple'sBeta modeling for 21Shares Ripple XRP results in a coefficient of 2.81, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 9.8%.21Shares Ripple XRP volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 9.38%. ETF volatility often mirrors the basket, but execution quality depends on spreads and depth. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze 21Shares Ripple XRP Demand TrendCheck current 90 days 21Shares Ripple correlation with market (Dow Jones Industrial)Downside Risk
21Shares 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.
Standard Deviation | 9.8 |
It is essential to understand the difference between upside risk (as represented by 21Shares Ripple's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of 21Shares Ripple's daily returns or price. 21Shares Ripple XRP (AXRP.SW) recorded a Maximum Drawdown of 60.56.
Etf Volatility Analysis
Volatility refers to the frequency at which 21Shares Ripple etf price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with 21Shares Ripple's.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. 21Shares Ripple XRP 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.
21Shares Ripple Projected Return Density Against Market
Assuming the 90-day trading horizon the etf has the beta coefficient of 2.8089 . This suggests as the benchmark fluctuates upward, the ETF is expected to outperform it on average. However, if the benchmark returns are projected to be negative, 21Shares Ripple will likely underperform.21Shares Ripple reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. 21Shares Ripple XRP (AXRP.SW) recorded a Mean Deviation of 5.36 and a Standard Deviation of 9.38.
Predicted Return Density |
| Returns |
What Drives a 21Shares Ripple 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.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of 21Shares Ripple is -22089.31. The daily returns are distributed with a variance of 95.97 and standard deviation of 9.8. The mean deviation of 21Shares Ripple XRP is currently at 5.63. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0883 | |
β | Beta against Dow Jones | 2.81 | |
σ | Overall volatility | 9.80 | |
Ir | Information ratio | -0.0181 |
Etf Return Volatility
21Shares Ripple historical daily return volatility represents how much of 21Shares Ripple etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund accepts 9.7962% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
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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21Shares Ripple Competition Risk-Adjusted Indicators
There is a big difference between 21Shares Etf performing well and 21Shares Ripple 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 21Shares Ripple'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 | 1.46 | -0.08 | 0.00 | -0.14 | 0.00 | 2.30 | 13.69 | |||
| MSFT | 1.28 | -0.30 | 0.00 | -0.85 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.56 | -0.33 | 0.00 | -0.96 | 0.00 | 2.70 | 11.09 | |||
| F | 1.36 | -0.10 | 0.00 | -0.14 | 0.00 | 3.61 | 10.01 | |||
| T | 1.12 | 0.17 | 0.17 | -0.70 | 1.15 | 3.87 | 8.53 | |||
| A | 1.27 | -0.32 | 0.00 | -0.35 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.80 | -0.40 | 0.00 | -0.71 | 0.00 | 3.41 | 9.78 | |||
| JPM | 1.24 | -0.08 | 0.00 | -0.10 | 0.00 | 2.34 | 8.17 | |||
| MRK | 1.17 | 0.27 | 0.20 | 0.51 | 1.26 | 2.54 | 7.29 | |||
| XOM | 1.35 | 0.47 | 0.33 | 34.44 | 1.13 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Volatility for 21Shares Ripple reflects price dispersion, spread stability, and underlying basket liquidity conditions. Risk-adjusted exposure depends on dispersion and liquidity discipline.
This section for 21Shares Ripple XRP is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial Board21Shares Ripple Investment Opportunity
Measured over the selected horizon, 21Shares Ripple XRP carries roughly 12.41 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use 21Shares Ripple XRP to enhance the returns of your portfolios. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Check odds of 21Shares Ripple to be traded at ₣39.04 in 90 days.Very good diversification
Across the chosen horizon, AXRP and DJI show a correlation of -0.21 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
21Shares Ripple Additional Risk Indicators
Risk analysis around 21Shares Ripple XRP 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 | -0.01 | |||
| Market Risk Adjusted Performance | -0.07 | |||
| Mean Deviation | 5.36 | |||
| Coefficient Of Variation | -4,591 | |||
| Standard Deviation | 9.38 | |||
| Variance | 87.91 | |||
| Information Ratio | -0.02 |
21Shares Ripple Suggested Diversification Pairs
Pair trading with 21Shares Ripple 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 21Shares Ripple 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. 21Shares Ripple'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, 21Shares Ripple'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 21Shares Ripple XRP.
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Other Information on Investing in 21Shares Etf
21Shares Ripple financial ratios provide valuation context across profits, cash flow, and enterprise value. They help compare 21Shares across valuation measures and peers.