21Shares Ethereum (Switzerland) Volatility
| ETHC Etf | 6.32 -1.64 -20.60% |
21Shares Ethereum Core posts a Sharpe ratio of -0.15, summarizing negative risk-adjusted returns over the last 3 months. Current risk behavior is informed by 22 technical indicators. 21Shares Ethereum Core operates with relatively low price volatility across the last 3 months.
21Shares |
The volatility profile of 21Shares Ethereum determines how much 21Shares Ethereum's 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 Ethereum volatility measures the statistical dispersion of 21Shares Ethereum's daily returns using variance and standard deviation.
Volatility Strategy
Historical price movement in 21Shares Ethereum Core provides context for allocation sensitivity. Current statistical measures show total volatility near 4.92% with a beta coefficient of 0.77, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.15, evaluates return per unit of total risk. An alpha value of -0.66 reflects performance relative to systematic market exposure. Expected return estimates near -0.76% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market depth may influence premium stabilization.
Main indicators related to 21Shares Ethereum's market risk premium analysis include:
Beta 0.77 | Alpha -0.66 | Risk 4.92 | Sharpe Ratio -0.15 | Expected Return -0.76 |
Moving together with 21Shares Etf
| 0.82 | VUSA | Vanguard SAMPP 500 | PairCorr |
| 0.69 | IEAC | iShares Core Corp | PairCorr |
| 0.66 | HIDR | HSBC MSCI Indonesia | PairCorr |
Moving against 21Shares Etf
| 0.68 | CSNKY | iShares VII PLC | PairCorr |
| 0.54 | JPNJPA | UBSFund Solutions MSCI | PairCorr |
| 0.53 | EIMI | iShares Core MSCI | PairCorr |
Sensitivity To Market
Beta modeling for 21Shares Ethereum Core results in a coefficient of 0.77, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 4.92%.21Shares Ethereum Core volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 4.74%. Volatility can rise if arbitrage activity slows or underlying components become harder to price. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
| α | -0.6576 | β | 0.77 | Check current 90 days 21Shares Ethereum 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 | 4.92 |
The difference between upside risk and downside risk is meaningful for 21Shares Ethereum investors. Upside risk is represented by 21Shares Ethereum's standard deviation, while downside risk is measured by semi-deviation of 21Shares Ethereum's returns. Downside deviation isolates the true loss risk in 21Shares Ethereum's daily returns from positive price moves. For 21Shares Ethereum Core, recent data highlights a Maximum Drawdown of 19.30.
Etf Volatility Analysis
When measuring the risk of 21Shares Ethereum etf, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with 21Shares Ethereum's price changes. 21Shares Ethereum 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 Ethereum Core 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 Ethereum has a beta of 0.7703 suggesting as returns on the market go up, 21Shares Ethereum's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding 21Shares Ethereum Core is expected to be smaller as well.21Shares Ethereum reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. For 21Shares Ethereum Core, recent data highlights a Mean Deviation of 3.40 and a Standard Deviation of 4.74.
Predicted Return Distribution |
| Density |
What Drives 21Shares Ethereum's Price Volatility?
Industry Dynamics
Sector-level catalysts in its sector often set the baseline volatility regime for 21Shares Ethereum.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.21Shares Ethereum's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for 21Shares Ethereum's.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of 21Shares Ethereum is -646.81. The daily returns are distributed with a variance of 24.25 and standard deviation of 4.92. The mean deviation of 21Shares Ethereum Core is currently at 3.56. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.6576 | |
β | Beta against Dow Jones | 0.77 | |
σ | Overall volatility | 4.92 | |
Ir | Information ratio | -0.1361 |
Etf Return Volatility
21Shares Ethereum daily volatility tracks how widely etf returns have moved around the mean across the selected time frame. The fund reflects 4.9249% 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 |
| 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
| High negative correlations
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21Shares Ethereum 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 Ethereum 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 Ethereum Core 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:
Rifka Kats - Member of Macroaxis Editorial Board21Shares Ethereum Investment Opportunity
21Shares Ethereum Core is about 5.79 times more volatile than Dow Jones Industrial based on recent return behavior. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use 21Shares Ethereum Core to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. a very speculative upward sentiment. Check odds of 21Shares Ethereum to be traded at 6.0 in 90 days.Good diversification
Across the chosen horizon, 21Shares Ethereum and Dow Jones show a correlation of 0.18 and fall into the Good diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
21Shares Ethereum Additional Risk Indicators
Risk analysis around 21Shares Ethereum Core becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.11 | |||
| Market Risk Adjusted Performance | -0.90 | |||
| Mean Deviation | 3.4 | |||
| Coefficient Of Variation | -686.20 | |||
| Standard Deviation | 4.74 | |||
| Variance | 22.44 | |||
| Information Ratio | -0.14 |
21Shares Ethereum Suggested Diversification Pairs
Pair analysis around 21Shares Ethereum Core 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.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for 21Shares Ethereum persists even in a well-constructed pair. The benefit is in offsetting 21Shares Ethereum's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of 21Shares Ethereum Core.
More Resources for 21Shares Etf Analysis
Other Information on Investing in 21Shares Etf
Financial ratios highlight how financial values interact within 21Shares Ethereum. Values are based on the latest available financial disclosures and shown as reference data.