Nicholas Crypto Income Etf Volatility
| BLOX Etf | 14.56 0.38 2.68% |
Nicholas Crypto Income continues to trade with relatively low price volatility through the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior. The current volatility profile reflects observed data across the selected window.
Sharpe Ratio = -0.047
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| Negative Returns | BLOX |
Nicholas Crypto Income posted a Market Risk Adjusted Performance of -0.02%, a Risk of 3.99, and a Risk Adjusted Performance of -0.01% for the reported period. Monthly performance data suggests Nicholas Crypto is falling short of its full potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk. Portfolio optimization can identify the allocation weight that maximizes Nicholas Crypto risk-adjusted contribution. This analysis supports more informed allocation decisions for Nicholas Crypto within a portfolio.
Key indicators related to Nicholas Crypto's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The risk model for Nicholas Crypto incorporates multiple volatility measures including realized volatility and beta. This statistical measure reflects the magnitude of Nicholas Crypto's typical price swings and is a primary input in options pricing models. Nicholas Crypto's beta measures how much Nicholas Crypto's price moves relative to the broad market. When implied volatility for Nicholas Crypto is above realized volatility, options premiums may be elevated relative to norms.
Nicholas | Build portfolio with Nicholas Etf |
Volatility Strategy
Volatility clustering in Nicholas Crypto Income may influence portfolio rebalancing frequency. Current statistical measures show total volatility near 3.99% with a beta coefficient of 2.65, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.047, evaluates return per unit of total risk. An alpha value of 0.0785 reflects performance relative to systematic market exposure. Expected return estimates near -0.19% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Premium/discount behavior may widen during stress.
Main indicators related to Nicholas Crypto's market risk premium analysis include:
Beta 2.65 | Alpha 0.0785 | Risk 3.99 | Sharpe Ratio -0.05 | Expected Return -0.19 |
Moving together with Nicholas Etf
| 0.94 | GBTC | Grayscale Bitcoin Trust | PairCorr |
| 0.94 | BITO | ProShares Bitcoin | PairCorr |
| 0.88 | SPBC | Simplify Equity PLUS | PairCorr |
| 0.94 | BTC | Grayscale Bitcoin Mini | PairCorr |
| 0.91 | BTF | CoinShares Bitcoin and | PairCorr |
| 0.91 | BULZ | MicroSectors Solactive Downward Rally | PairCorr |
| 0.78 | FNGU | MicroSectors FANG Index Symbol Change | PairCorr |
| 0.7 | GGLL | Direxion Daily GOOGL | PairCorr |
| 0.86 | WGMI | Valkyrie Bitcoin Miners | PairCorr |
Moving against Nicholas Etf
Sensitivity To Market
The systematic risk of Nicholas Crypto Income is captured by a beta reading of 2.65, indicating responsiveness to overall market fluctuations. Observed volatility is near 3.99%.Volatility measures for Nicholas Crypto Income summarize how wide the trading range has been over time. Downside deviation is about 0.0%. ETF dispersion can change when liquidity shifts in the underlying holdings or when spreads widen. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze Nicholas Crypto Income Demand TrendCheck current 90 days Nicholas Crypto correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Nicholas measures the spread of its daily returns around the mean. Highly volatile instruments have large standard deviations; stable instruments have small ones. Standard deviation of Nicholas is a key measure of price volatility reflecting the average daily deviation from the mean. More volatile instruments exhibit higher standard deviations over equivalent time periods.
Standard Deviation | 3.99 |
Standard deviation and downside deviation are complementary tools for assessing Nicholas Crypto's risk. Investors specifically concerned with loss potential should use downside deviation or semi-deviation of Nicholas Crypto's returns. For investors in Nicholas Crypto, understanding the difference between standard deviation and downside deviation is important. Semi-deviation of Nicholas Crypto's returns captures only losses, providing a more focused risk measure. Nicholas Crypto Income posted a Maximum Drawdown of 19.90 for the reported period.
Etf Volatility Analysis
In evaluating Nicholas Crypto as an investment, volatility is a primary indicator of risk. High volatility generally means the etf price moves dramatically in a short period of time. Investors with a lower risk tolerance generally prefer etfs exhibiting lower volatility. Volatility metrics help portfolio managers set stop-losses and size positions appropriately for Nicholas Crypto.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Nicholas Crypto Income 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
Given the investment horizon of 90 days Nicholas Crypto has a beta of 2.6513 suggesting as the benchmark fluctuates upward, the ETF is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Nicholas Crypto will likely underperform.Nicholas Crypto volatility reflects broader etf market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Nicholas Crypto Income posted a Mean Deviation of 2.89 and a Standard Deviation of 3.92 for the reported period.
Predicted Return Distribution |
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What Drives Nicholas Crypto's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in its sector often influence how investors price Nicholas Crypto's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Nicholas Crypto.Nicholas Crypto's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Nicholas Crypto is -2125.8. The daily returns are distributed with a variance of 15.9 and standard deviation of 3.99. The mean deviation of Nicholas Crypto Income is currently at 2.94. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.08 | |
β | Beta against Dow Jones | 2.65 | |
σ | Overall volatility | 3.99 | |
Ir | Information ratio | -0.0067 |
Etf Return Volatility
Daily return volatility for Nicholas Crypto measures how far etf returns deviate from their average on a day-to-day basis. The ETF shows 3.9875% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8484% 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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Nicholas Crypto Constituents Risk-Adjusted Indicators
Evaluating Nicholas Etf requires separating price momentum from underlying operating strength versus competitors. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| EGGS | 1.00 | 0.06 | 0.05 | 0.02 | 1.60 | 2.20 | 8.39 | |||
| OGSP | 0.06 | 0.00 | 0.43 | 0.00 | 0.00 | 0.10 | 0.50 | |||
| ZHDG | 0.60 | -0.02 | 0.00 | -0.09 | 0.00 | 0.94 | 3.65 | |||
| HEQQ | 0.52 | 0.00 | 0.00 | -0.06 | 0.00 | 0.85 | 2.35 | |||
| MFUL | 0.21 | -0.02 | 0.00 | 0.17 | 0.00 | 0.33 | 1.51 | |||
| NBDS | 1.20 | -0.07 | 0.00 | -0.12 | 0.00 | 2.06 | 7.09 | |||
| MCSE | 0.64 | 0.01 | 0.07 | -0.34 | 0.81 | 1.26 | 3.58 | |||
| IRTR | 0.29 | 0.02 | 0.11 | -0.02 | 0.46 | 0.62 | 2.17 | |||
| DIVY | 0.63 | 0.03 | 0.12 | -0.47 | 0.81 | 1.40 | 3.78 | |||
| GK | 0.83 | 0.00 | 0.00 | -0.07 | 0.00 | 1.47 | 5.94 |
Risk Metrics, Assumptions & Methodology
Drawdown analysis for Nicholas Crypto measures the largest peak-to-trough declines and their duration within the fund's price history. Drawdown frequency and clustering help distinguish episodic stress from persistent volatility regimes.
Unless otherwise specified, data for Nicholas Crypto Income 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:
Michael Smolkin - Member of Macroaxis Board of DirectorsNicholas Crypto Investment Opportunity
Measured over the selected horizon, Nicholas Crypto Income carries roughly 4.69 times the return volatility of Dow Jones Industrial. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use Nicholas Crypto Income to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. an unexpected upward trend. Watch out for market signals. Check odds of Nicholas Crypto to be traded at 17.47 in 90 days.Moderate diversification
The correlation between Nicholas Crypto and Dow Jones is 0.37, which Macroaxis classifies as Moderate diversification for the selected horizon. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Nicholas Crypto Additional Risk Indicators
Secondary risk indicators for Nicholas Crypto Income can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.02 | |||
| Mean Deviation | 2.89 | |||
| Coefficient Of Variation | -4,916 | |||
| Standard Deviation | 3.92 | |||
| Variance | 15.4 | |||
| Information Ratio | -0.01 |
Nicholas Crypto Suggested Diversification Pairs
Using Nicholas Crypto in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing Nicholas Crypto with another position. However, Nicholas Crypto's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Nicholas Crypto Income.
More Resources for Nicholas Etf Analysis
A full view of Nicholas Crypto Income is built from its financial statements and trend data. The following reports provide additional context for Nicholas Crypto Income Etf:Nicholas Crypto has a market cap of 1.07 B, operating margin of -2.8%, current ratio of 2.02. Trending Equities adds portfolio-level perspective. Nicholas Crypto Income can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Nicholas Crypto Income's etf valuation — related indicators include signals in metropolitan statistical area. At P/E 198.09 and ROE -0.05%, Nicholas Crypto analysis should be read alongside other portfolio and risk tools before adjusting capital allocation. The return profile should be cross-checked with the leverage and profitability tools to confirm it is equity-driven rather than debt-amplified. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Nicholas Crypto Income can be assessed through both market valuation and accounting book value, which often tell different stories. The information is presented without directional commentary.
Note that Nicholas Crypto's intrinsic value and market price are different measures derived from different inputs. For Nicholas Crypto, key inputs include a P/E ratio of 198.09, a P/B ratio of 6.78, a profit margin of -0.05%, and ROE of -0.05%.