21Shares Tezos (Switzerland) Volatility
| AXTZ Etf | USD 2.29 0.01 0.44% |
21Shares Tezos staking registers a Sharpe ratio of -0.11, summarizing negative risk-adjusted returns over the last 3 months. The current risk dynamics are reflected in 21 technical signals. 21Shares Tezos staking operates with relatively low price volatility across the last 3 months.
Sharpe Ratio = -0.1125
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| Negative Returns | AXTZ |
Estimated Market Risk
| 3.28 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
21Shares Tezos staking reported a Market Risk Adjusted Performance of -1.1%, a Risk of 3.28, and a Risk Adjusted Performance of -0.05%. Based on recent moving average trends, 21Shares Tezos has not achieved its theoretical performance maximum. If added to a well-diversified portfolio, the total return can be enhanced and market risk reduced. Even underperforming assets like 21Shares Tezos can improve portfolio efficiency through low correlation.
Key indicators related to 21Shares Tezos' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of 21Shares Tezos determines how much 21Shares Tezos' price can move in either direction. It is a statistical measure of the distribution of 21Shares daily returns, calculated using variance and standard deviation. 21Shares Tezos volatility measures the statistical dispersion of 21Shares Tezos' daily returns using variance and standard deviation.
21Shares |
Volatility Strategy
Historical price movement in 21Shares Tezos staking provides context for allocation sensitivity. Current statistical measures show total volatility near 3.28% with a beta coefficient of 0.23, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.11, evaluates return per unit of total risk. An alpha value of -0.25 reflects performance relative to systematic market exposure. Expected return estimates near -0.37% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Spread changes may affect execution quality.
Main indicators related to 21Shares Tezos' market risk premium analysis include:
Beta 0.23 | Alpha -0.25 | Risk 3.28 | Sharpe Ratio -0.11 | Expected Return -0.37 |
Moving together with 21Shares Etf
| 0.73 | BTCW | WisdomTree Physical | PairCorr |
| 0.72 | BITC | CoinShares Physical | PairCorr |
| 0.84 | ETHE | CoinShares Physical | PairCorr |
| 0.8 | AXRP | 21Shares Ripple XRP | PairCorr |
| 0.85 | ETHW | WisdomTree Ethereum ETC | PairCorr |
| 0.79 | ABCH | 21Shares Bitcoin Cash | PairCorr |
| 0.82 | AXLM | 21Shares Stellar ETP | PairCorr |
Moving against 21Shares Etf
Sensitivity To Market
Beta modeling for 21Shares Tezos staking results in a coefficient of 0.23, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 3.28%.21Shares Tezos staking volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 3.72%. For index-linked ETFs, volatility typically reflects index variability plus premium/discount and spread changes. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze 21Shares Tezos staking Demand TrendCheck current 90 days 21Shares Tezos correlation with market (Dow Jones Industrial)Downside Risk
21Shares standard deviation quantifies the typical daily price movement relative to its average over your selected period. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. This measure counts all price dispersion as risk for 21Shares, including returns above the mean.
Standard Deviation | 3.28 |
The difference between upside risk and downside risk is meaningful for 21Shares Tezos investors. Upside risk is represented by 21Shares Tezos's standard deviation, while downside risk is measured by semi-deviation of 21Shares Tezos' returns. Downside deviation isolates the true loss risk in 21Shares Tezos' daily returns from positive price moves. 21Shares Tezos staking reported a Maximum Drawdown of 22.60.
Etf Volatility Analysis
When measuring the risk of 21Shares Tezos etf, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with 21Shares Tezos' price changes. 21Shares Tezos etf price can fluctuate significantly over short periods, a phenomenon measured by volatility.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. 21Shares Tezos staking 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.
Projected Return Density Against Market
Assuming the 90-day trading horizon 21Shares Tezos has a beta of 0.2254 . This suggests as returns on the market go up, 21Shares Tezos's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding 21Shares Tezos staking is expected to be smaller as well.21Shares Tezos 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 Tezos staking reported a Mean Deviation of 2.57 and a Standard Deviation of 3.72.
Predicted Return Distribution |
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What Drives 21Shares Tezos' Price Volatility?
Industry Dynamics
Sector-level catalysts in the 21Shares AG sector often set the baseline volatility regime for 21Shares Tezos.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.21Shares Tezos' Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for 21Shares Tezos'.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of 21Shares Tezos is -888.9. The daily returns are distributed with a variance of 10.73 and standard deviation of 3.28. The mean deviation of 21Shares Tezos staking is currently at 2.35. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.2453 | |
β | Beta against Dow Jones | 0.23 | |
σ | Overall volatility | 3.28 | |
Ir | Information ratio | -0.0543 |
Etf Return Volatility
21Shares Tezos daily volatility tracks how widely etf returns have moved around the mean across the selected time frame. The fund reflects 3.2752% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment 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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21Shares Tezos Competition Risk-Adjusted Indicators
Return momentum in 21Shares Etf is more useful when tested against peer-relative fundamentals and risk. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate 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 | 1.49 | -0.10 | 0.00 | -0.16 | 0.00 | 2.33 | 14.24 | |||
| MSFT | 1.29 | -0.36 | 0.00 | -0.76 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.55 | -0.09 | 0.00 | -0.21 | 0.00 | 3.18 | 11.09 | |||
| F | 1.37 | -0.12 | 0.00 | -0.16 | 0.00 | 3.61 | 10.01 | |||
| T | 1.11 | 0.27 | 0.23 | -1.67 | 1.13 | 3.87 | 8.53 | |||
| A | 1.23 | -0.23 | 0.00 | -0.31 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.87 | -0.47 | 0.00 | -0.80 | 0.00 | 3.41 | 10.53 | |||
| JPM | 1.13 | -0.01 | 0.00 | -0.06 | 0.00 | 2.02 | 8.17 | |||
| MRK | 1.12 | 0.30 | 0.24 | 0.53 | 1.15 | 2.58 | 7.29 | |||
| XOM | 1.28 | 0.53 | 0.38 | 33.64 | 1.06 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for 21Shares Tezos identifies whether the fund is currently in a high, low, or transitioning dispersion state. Identifying the current regime helps calibrate whether historical risk metrics are still representative.
Unless otherwise specified, data for 21Shares Tezos staking is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial Board21Shares Tezos Investment Opportunity
Measured over the selected horizon, 21Shares Tezos staking carries roughly 3.86 times the return volatility of Dow Jones Industrial. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use 21Shares Tezos staking to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal upward fluctuation. Check odds of 21Shares Tezos to be traded at $2.4 in 90 days.Moderate diversification
21Shares Tezos currently posts a 0.38 correlation with Dow Jones, indicating a Moderate diversification relationship for the active sample. A 0.38 reading means 21Shares Tezos and Dow Jones have partial price overlap, offering some diversification benefit.
21Shares Tezos Additional Risk Indicators
Looking at additional risk metrics for 21Shares Tezos staking frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -1.13 | |||
| Mean Deviation | 2.57 | |||
| Coefficient Of Variation | -1,503 | |||
| Standard Deviation | 3.72 | |||
| Variance | 13.87 | |||
| Information Ratio | -0.05 |
21Shares Tezos Suggested Diversification Pairs
Pair trading with 21Shares Tezos 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.
| GM vs. 21Shares Tezos | ||
| Citigroup vs. 21Shares Tezos | ||
| Microsoft vs. 21Shares Tezos | ||
| Salesforce vs. 21Shares Tezos | ||
| Ford vs. 21Shares Tezos | ||
| Dupont De vs. 21Shares Tezos |
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for 21Shares Tezos persists even in a well-constructed pair. The benefit is in offsetting 21Shares Tezos' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of 21Shares Tezos staking.
More Resources for 21Shares Etf Analysis
Other Information on Investing in 21Shares Etf
These ratios describe connections between financial data points for 21Shares Tezos. This helps frame how profit and cash flow relate to overall value.