IShares Core (Switzerland) Volatility
| CHSPI Etf | CHF 156.26 -1.96 -1.24% |
Across the designated horizon, iShares Core SPI continues to post a very low volatility profile. The current Sharpe Ratio (Efficiency) for iShares Core SPI is 0.0205, reflecting healthy reward-to-volatility behavior over the last 3 months. We reviewed 29 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.0205
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CHSPI |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
iShares Core SPI's financial profile includes a Market Risk Adjusted Performance of 0.2%, a Risk of 0.75, and a Risk Adjusted Performance of 0.1%. Monthly data indicates IShares Core is positioned around 1% of its historical movement range. In a well-diversified portfolio, overall dispersion would reflect cross-asset dynamics.
Key indicators related to IShares Core's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
IShares Core's beta measures how much IShares Core's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether IShares Core's risk is primarily market-driven or company-specific.
IShares |
IShares Core Volatility Strategy
Volatility in iShares Core SPI contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 0.75% with a beta coefficient of 0.23, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0205, evaluates return per unit of total risk. An alpha value of 0.035 reflects performance relative to systematic market exposure. Expected return estimates near 0.0154% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Underlying asset liquidity impacts pricing efficiency.
Main indicators related to IShares Core's market risk premium analysis include:
Beta 0.23 | Alpha 0.035 | Risk 0.75 | Sharpe Ratio 0.0205 | Expected Return 0.0154 |
Moving together with IShares Etf
| 0.99 | CSSMI | iShares SMI ETF | PairCorr |
| 0.99 | SMICHA | UBS ETF SMI | PairCorr |
| 0.99 | XSMI | Xtrackers Switzerland | PairCorr |
| 0.99 | XSMC | Xtrackers Switzerland | PairCorr |
| 0.97 | CHDVD | iShares Swiss Dividend | PairCorr |
| 1.0 | SPICHA | UBS ETF SPI | PairCorr |
| 0.93 | SLICHA | UBS ETF SLI | PairCorr |
| 1.0 | SW2CHB | UBSFund Solutions MSCI | PairCorr |
| 0.98 | CHSRIA | UBS ETF MSCI | PairCorr |
| 0.67 | SB1CHA | UBS ETF | PairCorr |
| 0.86 | CBUS5A | UBSFund Solutions | PairCorr |
| 0.64 | CSBGU0 | iShares VII PLC | PairCorr |
| 0.74 | UT7US | UBSFund Solutions | PairCorr |
| 0.89 | CSNKY | iShares VII PLC | PairCorr |
| 0.86 | IFFF | iShares MSCI AC | PairCorr |
Moving against IShares Etf
IShares Core Sensitivity To Market
IShares Core'siShares Core SPI relative market sensitivity is quantified by its beta value of 0.23. This regression-derived coefficient reflects systematic risk. Total return variability is about 0.75%.This summary describes how iShares Core SPI has moved rather than why it moved. Standard deviation is near 0.66% and downside deviation is near 0.83%. Premium/discount metrics are commonly used alongside volatility to describe ETF price behavior. Premium/discount to NAV is often expressed as (Price ā NAV) / NAV Ć 100 when NAV is available.
3 Months Beta |Analyze iShares Core SPI Demand TrendCheck current 90 days IShares Core correlation with market (Dow Jones Industrial)IShares Core Downside Risk
Standard deviation of IShares is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 0.75 |
For investors in IShares Core, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in IShares Core's returns. iShares Core SPI's financial profile includes a Downside Deviation of 0.83, a Downside Variance of 0.69, and a Maximum Drawdown of 4.22.
iShares Core SPI Etf Volatility Analysis
Analyzing IShares Core volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in IShares Core's etf price during volatile periods can trigger margin calls or forced exits.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. iShares Core SPI 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.
IShares Core Projected Return Density Against Market
Assuming the 90 days trading horizon IShares Core has a beta of 0.2262 suggesting as returns on the market go up, IShares Core average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding iShares Core SPI will be expected to be much smaller as well.IShares Core remains sensitive to broader etf market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. iShares Core SPI's financial profile includes a Downside Deviation of 0.83, a Mean Deviation of 0.45, and a Semi Deviation of 0.77.
Predicted Return Density |
| Returns |
What Drives an IShares 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.IShares Core Etf Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of IShares Core is 4874.02. The daily returns are distributed with a variance of 0.57 and standard deviation of 0.75. The mean deviation of iShares Core SPI is currently at 0.51. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.23 | |
σ | Overall volatility | 0.75 | |
Ir | Information ratio | 0.05 |
IShares Core Etf Return Volatility
IShares Core historical daily return volatility represents how much of IShares Core etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund accepts 0.7519% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7925% 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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IShares Core Constituents Risk-Adjusted Indicators
There is a big difference between IShares Etf performing well and IShares 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 IShares 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CHDVD | 0.52 | 0.02 | 0.02 | 0.11 | 0.71 | 1.13 | 5.12 | |||
| WRDUSW | 0.65 | -0.04 | 0.00 | -0.37 | 0.00 | 1.37 | 3.69 | |||
| XMCJ | 0.95 | 0.10 | 0.08 | 0.39 | 1.16 | 2.39 | 7.25 | |||
| CORC | 0.18 | -0.02 | 0.00 | -1.66 | 0.00 | 0.42 | 1.06 | |||
| VECP | 0.19 | -0.06 | 0.00 | 2.86 | 0.00 | 0.36 | 0.94 | |||
| SHIR | 0.15 | -0.02 | 0.00 | -11.89 | 0.00 | 0.23 | 1.16 | |||
| SMICHA | 0.50 | 0.03 | 0.03 | 0.14 | 0.78 | 0.93 | 4.67 | |||
| CSSMI | 0.49 | 0.02 | 0.03 | 0.15 | 0.80 | 0.91 | 4.65 | |||
| XSMC | 0.49 | 0.03 | 0.03 | 0.15 | 0.88 | 0.89 | 5.01 |
iShares Core SPI Downside and Variability Context
Volatility for IShares Core reflects price dispersion, spread stability, and underlying basket liquidity conditions. Return variability informs risk budgeting and diversification impact. Allocation modeling is used to understand how IShares Core fits within diversified holdings.
Methodology
Unless otherwise specified, data for iShares Core SPI 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. IShares (CH:CHSPI) 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. Premium/discount dynamics for iShares Core SPI can be shaped by underlying holdings liquidity, rebalancing schedules, and market-wide risk appetite.
Assumptions
Macroaxis analytics incorporate public fund disclosures, holdings reports, and market data feeds and official disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Data harmonization may result in minor timing offsets. 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
iShares Core SPI may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
IShares Core Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.05 times the return volatility of iShares Core SPI. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use iShares Core SPI to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of IShares Core to be traded at ₣151.57 in 90 days.Poor diversification
Across the chosen horizon, CHSPI and DJI show a correlation of 0.72 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
IShares Core Additional Risk Indicators
Risk analysis around iShares Core SPI 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 | 0.051 | |||
| Market Risk Adjusted Performance | 0.1643 | |||
| Mean Deviation | 0.4482 | |||
| Semi Deviation | 0.7711 | |||
| Downside Deviation | 0.8309 | |||
| Coefficient Of Variation | 1470.45 | |||
| Standard Deviation | 0.6603 |
IShares Core Suggested Diversification Pairs
Pair trading with IShares 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.
| Ford vs. IShares Core | ||
| Citigroup vs. IShares Core | ||
| Bank of America vs. IShares Core | ||
| Walker Dunlop vs. IShares Core | ||
| Alphabet vs. IShares Core | ||
| Dupont De vs. IShares Core | ||
| Visa vs. IShares Core |
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 IShares 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. IShares 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, IShares 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 iShares Core SPI.
More Resources for IShares Etf Analysis
Other Information on Investing in IShares Etf
IShares Core financial ratios provide valuation context across profits, cash flow, and enterprise value. They help compare IShares to other measures in a consistent way.