iShares SAMPPTSX Canadian Etf Volatility

CPD Etf  CAD 13.70  0.02  0.15%   
Over the last 3 months, iShares SAMPPTSX Canadian maintains relatively low price volatility. Its Sharpe ratio is 0.0011, suggesting positive return efficiency over the last 3 months. This risk assessment is based on 29 technical indicators.

Sharpe Ratio = 0.0011

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Negative ReturnsCPD

Estimated Market Risk

 0.23
  actual daily
2
98% of assets are more volatile

Expected Return

 0.0
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.0
  actual daily
0
Most of other assets perform better
iShares SAMPPTSX Canadian reported a Market Risk Adjusted Performance of 0.1%, a Risk of 0.23, and a Risk Adjusted Performance of 0.03%. IShares SAMPPTSX is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency. Correlation structure between IShares SAMPPTSX and other holdings determines the diversification benefit. The risk-reduction potential of adding IShares SAMPPTSX to a diversified portfolio can be quantified.
Key indicators related to IShares SAMPPTSX's volatility include:
90 Days Market Risk
Chance Of Distress
90 Days Economic Sensitivity
Understanding IShares SAMPPTSX's historical volatility sets realistic expectations for IShares SAMPPTSX's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging IShares SAMPPTSX exposure. Volatility analysis for IShares SAMPPTSX is most actionable when combined with directional views. High financial distress probability for IShares SAMPPTSX amplifies the risk of extreme downside scenarios.
  

Volatility Strategy

iShares SAMPPTSX Canadian return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 0.23% with a beta coefficient of 0.0383, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0011, evaluates return per unit of total risk. An alpha value of 0.007308 reflects performance relative to systematic market exposure. Expected return estimates near 3.0E-4% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. ETF volatility may reflect both basket movement and premium/discount to NAV.

Main indicators related to IShares SAMPPTSX's market risk premium analysis include:

 Beta
0.0383
 Alpha
0.007308
 Risk
0.23
 Sharpe Ratio
0.0011
 Expected Return
0.0003

Moving together with IShares Etf

  0.91ZPR BMO Laddered PreferredPairCorr
  0.95HPR Global X ActivePairCorr
  0.87RPF RBC Canadian PreferredPairCorr
  0.89DXP Dynamic Active PreferredPairCorr
  0.84DIVS Evolve Active CanadianPairCorr
  0.78PR Lysander SlaterPairCorr
  0.78HFP Global X ActivePairCorr
  0.77FPR CI Preferred SharePairCorr
  0.61ZJG BMO Junior GoldPairCorr

Sensitivity To Market

iShares SAMPPTSX Canadian exhibits a beta of 0.0383, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 0.23%.Volatility metrics for iShares SAMPPTSX Canadian describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.32%. ETF volatility often reflects both the underlying basket and the trading layer. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available. Spread stability can also shape short-term movement.
Check current 90 days IShares SAMPPTSX correlation with market (Dow Jones Industrial)
α0.01   β0.04
3 Months Beta |Analyze iShares SAMPPTSX Canadian Demand Trend
Check current 90 days IShares SAMPPTSX correlation with market (Dow Jones Industrial)

Downside Risk

For IShares, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for IShares provides a measure of daily price dispersion around the mean. Standard deviation for IShares allows comparison of risk levels across different time horizons.
Standard Deviation
    
  0.23  
Distinguishing between standard deviation and downside deviation sharpens the risk picture for IShares SAMPPTSX. Upside risk is measured by IShares SAMPPTSX's standard deviation, while downside risk is captured by downside deviation of IShares SAMPPTSX's returns. Standard deviation and downside deviation for IShares SAMPPTSX measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in IShares SAMPPTSX's returns. iShares SAMPPTSX Canadian reported a Downside Deviation of 0.32, a Downside Variance of 0.10, and a Maximum Drawdown of 1.24.

Etf Volatility Analysis

For investors tracking IShares SAMPPTSX, understanding volatility is essential to managing portfolio risk. It indicates how dramatically IShares SAMPPTSX's price swings over a specific time horizon. For traders and investors in IShares SAMPPTSX, volatility is both a risk factor and a source of opportunity. Sharp price movements in IShares SAMPPTSX's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation
This analysis covers sixty-one data points across the selected time horizon. iShares SAMPPTSX Canadian 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 IShares SAMPPTSX has a beta of 0.0383 suggesting as returns on the market go up, IShares SAMPPTSX's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding iShares SAMPPTSX Canadian is expected to be smaller as well.
Investors in IShares SAMPPTSX face systematic risk from overall etf market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. iShares SAMPPTSX Canadian reported a Downside Deviation of 0.32, a Mean Deviation of 0.15, and a Semi Deviation of 0.21.
IShares SAMPPTSX Canadian has an alpha of 0.0073, implying that it can generate a 0.0073 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).
   Predicted Return Distribution   
       Density  
IShares SAMPPTSX's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far IShares SAMPPTSX's returns usually move from the mean over the selected horizon.

What Drives IShares SAMPPTSX's Price Volatility?

Industry Dynamics

IShares SAMPPTSX's volatility can rise when competitive dynamics or demand conditions shift across the iShares sector.

Political and Economic Environment

Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into IShares SAMPPTSX's trading.

IShares SAMPPTSX's Company-Specific Factors

Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in IShares SAMPPTSX.

Etf Risk Measures

Assuming the 90-day trading horizon the coefficient of variation of IShares SAMPPTSX is 88418.33. The daily returns are distributed with a variance of 0.05 and standard deviation of 0.23. The mean deviation of iShares SAMPPTSX Canadian is currently at 0.15. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α
Alpha over Dow Jones
0.01
β
Beta against Dow Jones0.04
σ
Overall volatility
0.23
Ir
Information ratio 0.32

Etf Return Volatility

IShares SAMPPTSX return volatility captures the typical daily swing in etf returns relative to the mean over the selected period. The ETF has volatility of 0.2299% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8413% on return distribution over a 90-day investment 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

CRMMSFT
XOMT
MRKT
XOMMRK
UBERMSFT
AMSFT
  

High negative correlations

XOMCRM
XOMMSFT
TMSFT
TUBER
MRKCRM
MRKMSFT

IShares SAMPPTSX Competition Risk-Adjusted Indicators

IShares SAMPPTSX ETF can look attractive on recent price action while risk efficiency lags the peer group. Reviewing IShares SAMPPTSX's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

Risk Metrics, Assumptions & Methodology

Volatility for IShares SAMPPTSX reflects price dispersion, spread stability, and underlying basket liquidity conditions. Observed drawdowns appear relatively moderate compared with broader market swings.

For iShares SAMPPTSX Canadian, this section uses fund disclosures and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.

This content is curated and reviewed by:

Raphi Shpitalnik - Junior Member of Macroaxis Editorial Board
Last reviewed on March 13th, 2026

IShares SAMPPTSX Investment Opportunity

iShares SAMPPTSX Canadian currently shows materially lower return volatility than Dow Jones Industrial, with a relative multiple of about 3.65. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use iShares SAMPPTSX Canadian to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a normal upward fluctuation. Check odds of IShares SAMPPTSX to be traded at C$14.39 in 90 days.
Excellent diversification
For the present investment horizon, the measured correlation between IShares SAMPPTSX and Dow Jones stands at -0.09, or Excellent diversification. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

IShares SAMPPTSX Additional Risk Indicators

A broader risk-indicator set for iShares SAMPPTSX Canadian can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.

IShares SAMPPTSX Suggested Diversification Pairs

Pair analysis around iShares SAMPPTSX Canadian matters because it can turn one security idea into a more market-neutral structure. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around IShares SAMPPTSX, market-wide risk remains. What pair trading can address is IShares SAMPPTSX's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.

More Resources for IShares Etf Analysis

Other Information on Investing in IShares Etf

The ratio set for IShares SAMPPTSX connects key financial figures across reports. This helps frame how profit and cash flow relate to overall value.