Northern Lights Etf Volatility
| FDLS Etf | USD 37.16 0.35 0.95% |
Northern Lights keeps low price volatility over the last 3 months. The current setup includes 29 technical indicators relevant to risk behavior. Volatility behavior can shift with market conditions and new information.
Sharpe Ratio = 0.0324
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| Negative Returns | FDLS |
Latest disclosures for Northern Lights show a Market Risk Adjusted Performance of 0.1%, a Risk of 1.24, and a Risk Adjusted Performance of 0.05%. At roughly 2% of its observed historical range, Northern Lights is trading within its prior trend boundaries. Within a diversified framework, contribution depends on allocation size and covariance. Risk-adjusted metrics at the portfolio level depend on weighting and covariance inputs. Assessing range positioning over time helps identify shifts in Northern Lights's trend behavior.
Key indicators related to Northern Lights' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Northern Lights' volatility is not constant and tends to cluster with mean-reversion properties over time. Beta captures the systematic component, while total standard deviation captures both systematic and idiosyncratic risk. Short-term traders focus on Northern Lights' daily volatility while long-term investors watch annual return volatility. Combined with Northern's beta and financial distress probability, these metrics provide a comprehensive risk view.
Northern | Build portfolio with Northern Etf |
Volatility Strategy
Northern Lights fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 1.24% with a beta coefficient of 1.19, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0324, evaluates return per unit of total risk. An alpha value of 0.13 reflects performance relative to systematic market exposure. Expected return estimates near 0.0402% 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 Northern Lights' market risk premium analysis include:
Beta 1.19 | Alpha 0.13 | Risk 1.24 | Sharpe Ratio 0.0324 | Expected Return 0.0402 |
Moving together with Northern Etf
| 0.94 | VB | Vanguard Small Cap | PairCorr |
| 0.95 | IJR | iShares Core SAMPP | PairCorr |
| 0.84 | IWM | iShares Russell 2000 | PairCorr |
| 0.8 | VRTIX | Vanguard Russell 2000 | PairCorr |
| 0.85 | VTWO | Vanguard Russell 2000 | PairCorr |
| 0.96 | FNDA | Schwab Fundamental Small | PairCorr |
| 0.95 | SPSM | SPDR Portfolio SAMPP | PairCorr |
| 0.92 | DFAS | Dimensional Small Cap | PairCorr |
| 0.95 | VIOO | Vanguard SAMPP Small | PairCorr |
| 0.82 | PRFZ | Invesco FTSE RAFI | PairCorr |
| 0.85 | SMH | VanEck Semiconductor ETF | PairCorr |
| 0.86 | SOXX | iShares Semiconductor ETF | PairCorr |
| 0.83 | PSI | Invesco Dynamic | PairCorr |
| 0.66 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.71 | MRK | Merck Company | PairCorr |
| 0.78 | HD | Home Depot | PairCorr |
| 0.61 | BA | Boeing | PairCorr |
Moving against Northern Etf
Sensitivity To Market
Market sensitivity for Northern Lights is expressed through a beta of 1.19, based on regression between asset returns and market returns. Total price dispersion is near 1.24%.Northern Lights price movement reflects recent variability that can be tracked through standard deviation (1.19%) and downside deviation (1.28%). 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 Northern Lights Demand TrendCheck current 90 days Northern Lights correlation with market (Dow Jones Industrial)Downside Risk
Northern standard deviation captures how much its daily price fluctuates around the historical average. Volatile instruments have higher standard deviations; stable ones have lower. The standard deviation of Northern measures the day-to-day variability of its price relative to the historical mean. Standard deviation remains the most common starting point for assessing Northern price volatility.
Standard Deviation | 1.24 |
Upside risk in Northern Lights is captured by its standard deviation, which includes both favorable and unfavorable price movements. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only loss risk in Northern Lights' returns. Upside risk in Northern Lights is represented by standard deviation, which includes all price movements. The distinction matters because favorable volatility in Northern Lights is not the same as damaging volatility. Latest disclosures for Northern Lights show a Downside Deviation of 1.28, a Downside Variance of 1.63, and a Maximum Drawdown of 6.26.
Etf Volatility Analysis
Northern Lights etf volatility is a key input for most investment risk models. When Northern Lights' volatility is elevated, prices can swing by several percentage points in a single session. Understanding Northern Lights volatility allows investors to better quantify the risk of holding Northern Lights' etf. These price changes indicate the level of risk and opportunity associated with Northern Lights'.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Northern Lights 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 Northern Lights has a beta of 1.1861 . This usually indicates as the benchmark fluctuates upward, the ETF is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Northern Lights will likely underperform.Northern Lights combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. Latest disclosures for Northern Lights show a Downside Deviation of 1.28, a Mean Deviation of 0.87, and a Semi Deviation of 1.14.
Predicted Return Distribution |
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What Drives Northern Lights' Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Inspire Investing (CWM Advisors, LLC) sector can alter Northern Lights' day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Northern Lights.Northern Lights' Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Northern Lights' stock.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Northern Lights is 3084.82. The daily returns are distributed with a variance of 1.53 and standard deviation of 1.24. The mean deviation of Northern Lights is currently at 0.92. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.13 | |
β | Beta against Dow Jones | 1.19 | |
σ | Overall volatility | 1.24 | |
Ir | Information ratio | 0.1 |
Etf Return Volatility
Volatility for Northern Lights quantifies the day-to-day dispersion of etf returns around their historical average. The exchange-traded fund carries 1.2388% return volatility across the 90-day horizon. As a benchmark, 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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Northern Lights Constituents Risk-Adjusted Indicators
Headline performance for Northern Etf may not fully reflect how the business compares across its competitive set. Risk-adjusted metrics help compare Northern Lights' efficiency and downside exposure against peers on a like-for-like basis. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| YSEP | 0.38 | 0.03 | 0.09 | 0.01 | 0.62 | 0.64 | 2.70 | |||
| SPVU | 0.64 | 0.03 | 0.13 | -0.59 | 0.73 | 1.46 | 3.44 | |||
| GSEU | 0.79 | 0.04 | 0.00 | -0.02 | 0.00 | 1.67 | 5.35 | |||
| RSPR | 0.68 | 0.01 | 0.00 | -0.04 | 0.00 | 1.40 | 4.91 | |||
| JPXN | 0.95 | 0.15 | 0.10 | 0.07 | 1.23 | 2.22 | 7.47 | |||
| QABA | 1.05 | 0.04 | 0.00 | -0.03 | 0.00 | 2.22 | 9.09 | |||
| EJAN | 0.45 | 0.03 | 0.08 | -0.01 | 0.77 | 1.15 | 3.58 | |||
| RZG | 0.94 | 0.12 | 0.09 | 0.03 | 1.19 | 1.50 | 6.67 | |||
| QQMG | 0.88 | 0.01 | 0.00 | -0.05 | 0.00 | 1.48 | 4.86 | |||
| RAYD | 0.68 | -0.08 | 0.00 | 0.57 | 0.00 | 1.13 | 4.18 |
Risk Metrics, Assumptions & Methodology
Drawdown analysis for Northern Lights 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.
This section for Northern Lights is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardNorthern Lights Investment Opportunity
Recent data suggests that Northern Lights is meaningfully more volatile than Dow Jones Industrial, by roughly a 1.46x factor. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Northern Lights to enhance the returns of the portfolio. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a moderate upward volatility. Check odds of Northern Lights to be traded at $40.88 in 90 days.Weak diversification
Northern Lights currently posts a 0.58 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Northern Lights Additional Risk Indicators
Looking at additional risk metrics for Northern Lights frames how the position may behave under different market and portfolio conditions. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0454 | |||
| Market Risk Adjusted Performance | 0.0533 | |||
| Mean Deviation | 0.8702 | |||
| Semi Deviation | 1.14 | |||
| Downside Deviation | 1.28 | |||
| Coefficient Of Variation | 1935.61 | |||
| Standard Deviation | 1.19 |
Northern Lights Suggested Diversification Pairs
Pair trading with Northern Lights can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Northern Lights' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Northern Lights' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for Northern Etf Analysis
The foundation for reviewing Northern Lights is its financial reporting and trend data. The dataset reflects Northern Lights' financial reporting across available periods.Investing Opportunities provides a view into diversified allocation design. The information is presented without directional commentary. Monitoring Northern Lights within a portfolio highlights how it interacts with other holdings. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence Northern Lights's etf valuation — related indicators include signals in board of governors. Northern Lights analysis should be read alongside other portfolio and risk tools before reallocating capital. The supplemental views below help investors decide how Northern Lights complements or overlaps with existing portfolio holdings. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Northern Lights can be assessed through both market valuation and accounting book value, which often tell different stories. Intrinsic value provides a third perspective, grounded in fundamentals rather than accounting convention or market sentiment.
Northern Lights' estimated value and market price are complementary but separate measures of worth. The value framework considers margins, capital efficiency, and revenue trajectory.