Freedom 100 Emerging Etf Volatility
| FRDM Etf | USD 56.01 0.00 0.00% |
Over the designated horizon, Freedom 100 Emerging maintains a low volatility profile. Its Sharpe Ratio (Efficiency) stands at 0.12, suggesting positive return efficiency over the last 3 months. 28 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = 0.1188
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Freedom 100 Emerging reported a Market Risk Adjusted Performance of 0.2%, a Risk of 1.68, and a Risk Adjusted Performance of 0.1%. Monthly moving average analysis places Freedom 100 at roughly 9% of its prior performance bandwidth. Its effect inside a well-diversified portfolio would be influenced by cross-asset correlation.
Key indicators related to Freedom 100's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Freedom 100's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Freedom 100's typical price swings and is a primary input in options pricing models.
Volatility Strategy
Freedom 100 Emerging 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 1.68% with a beta coefficient of 1.16, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.12, evaluates return per unit of total risk. An alpha value of 0.23 reflects performance relative to systematic market exposure. Expected return estimates near 0.2% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Bid-ask spread may affect observed price swings.
Main indicators related to Freedom 100's market risk premium analysis include:
Beta 1.16 | Alpha 0.23 | Risk 1.68 | Sharpe Ratio 0.12 | Expected Return 0.2 |
Moving together with Freedom Etf
| 0.96 | VWO | Vanguard FTSE Emerging | PairCorr |
| 0.99 | IEMG | iShares Core MSCI | PairCorr |
| 0.97 | EMC | Global X Funds | PairCorr |
| 0.99 | EEM | iShares MSCI Emerging | PairCorr |
| 0.96 | SPEM | SPDR Portfolio Emerging | PairCorr |
| 0.99 | FNDE | Schwab Fundamental | PairCorr |
| 0.99 | ESGE | iShares ESG Aware | PairCorr |
| 0.99 | SFGRX | Seafarer Overseas | PairCorr |
| 0.99 | DGS | WisdomTree Emerging | PairCorr |
| 0.99 | XSOE | WisdomTree Emerging | PairCorr |
| 0.62 | XOP | SPDR SAMPP Oil | PairCorr |
| 0.94 | AIVI | WisdomTree International | PairCorr |
| 0.96 | IYM | iShares Basic Materials | PairCorr |
| 0.94 | WTRE | WisdomTree New Economy | PairCorr |
| 0.97 | VPL | Vanguard FTSE Pacific | PairCorr |
| 0.66 | VBK | Vanguard Small Cap | PairCorr |
| 0.9 | GDE | WisdomTree Efficient Gold | PairCorr |
| 0.81 | KO | Coca Cola Aggressive Push | PairCorr |
| 0.9 | DD | Dupont De Nemours | PairCorr |
| 0.88 | CAT | Caterpillar | PairCorr |
| 0.76 | HD | Home Depot | PairCorr |
| 0.73 | AA | Alcoa Corp | PairCorr |
| 0.85 | XOM | Exxon Mobil Corp Aggressive Push | PairCorr |
Sensitivity To Market
Freedom 100 Emerging exhibits a beta of 1.16, 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 1.68%.Volatility metrics for Freedom 100 Emerging describe how stable or unstable returns have been over the selected window. Current downside deviation is about 1.97%. Options markets imply a forward-looking volatility estimate near 70.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For Freedom 100, volatility may reflect both exposure behavior and market microstructure. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze Freedom 100 Emerging Demand TrendCheck current 90 days Freedom 100 correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Freedom measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 1.68 |
Standard deviation captures both upside and downside movement in Freedom 100. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Freedom 100's returns. Freedom 100 Emerging reported a Downside Deviation of 1.97, a Downside Variance of 3.89, and a Maximum Drawdown of 9.12.
Using Freedom Put Option to Manage Risk Based on 2026-03-20 Contracts
Freedom 100 Emerging reported an Option Implied Volatility of 0.70 and an Option Max Pain Price of -1. Put options on Freedom 100 serve as a defensive tool for investors who want to protect their position. By purchasing a put on Freedom Etf, the holder secures the right to sell at the strike price regardless of how far Freedom 100's drops.
Freedom 100's PUT expiring on 2026-06-18
Profit |
| Freedom 100 Price At Expiration |
Current Freedom 100 Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | FRDM260320P00060000 | 0.0 | 0.0 | 6 | 2026-03-20 | 3.8 - 6.1 | 0.0 | View |
Put | FRDM260320P00059000 | -0.892843 | 0.054825 | 21 | 2026-03-20 | 4.1 - 5.2 | 0.0 | View |
Put | FRDM260320P00057000 | 0.0 | 0.0 | 8 | 2026-03-20 | 1.05 - 3.9 | 0.0 | View |
Put | FRDM260320P00056000 | -0.72962 | 0.144028 | 3 | 2026-03-20 | 0.3 - 3.4 | 0.0 | View |
Put | FRDM260320P00055000 | -0.505083 | 0.061316 | 2 | 2026-03-20 | 0.0 - 2.85 | 0.0 | View |
Etf Volatility Analysis
Freedom 100 etf volatility is a measure of the speed and extent of Freedom 100's price movements. High volatility generally means the etf price moves dramatically up or down in a short period of time. Low volatility means Freedom 100's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Freedom 100 Emerging 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 Freedom 100 has a beta of 1.1582 . 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, Freedom 100 will likely underperform.Investors in Freedom 100 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. Freedom 100 Emerging reported a Downside Deviation of 1.97, a Mean Deviation of 1.21, and an Option Implied Volatility of 0.70.
Predicted Return Density |
| Returns |
What Drives Freedom 100's Price Volatility?
Several factors can influence Freedom 100's market volatility:Industry Dynamics
Sector-level events can directly affect Freedom 100's price stability. Regulatory changes, supply disruptions, or shifts in demand within Freedom 100's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Freedom 100.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Freedom 100's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Freedom 100. During periods of economic expansion, Freedom 100's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Freedom 100's Company-Specific Factors
Volatility can also stem from events unique to Freedom 100. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Freedom 100's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Freedom 100's share price.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Freedom 100 is 841.54. The daily returns are distributed with a variance of 2.84 and standard deviation of 1.68. The mean deviation of Freedom 100 Emerging is currently at 1.24. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.23 | |
β | Beta against Dow Jones | 1.16 | |
σ | Overall volatility | 1.68 | |
Ir | Information ratio | 0.13 |
Etf Return Volatility
Freedom 100 return volatility captures the typical daily swing in etf returns relative to the mean over the selected period. The ETF has volatility of 1.684% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Freedom 100 Constituents Risk-Adjusted Indicators
Evaluating Freedom Etf requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DGS | 0.68 | 0.11 | 0.11 | 0.12 | 0.99 | 1.30 | 5.36 | |||
| DTD | 0.45 | 0.07 | 0.12 | 0.05 | 0.59 | 0.78 | 3.17 | |||
| EEMA | 0.91 | 0.12 | 0.08 | 0.08 | 1.36 | 1.88 | 7.72 | |||
| KBE | 1.03 | 0.00 | 0.00 | -0.04 | 0.00 | 1.94 | 8.88 | |||
| ICOW | 0.65 | 0.14 | 0.14 | 0.20 | 0.97 | 1.32 | 5.69 | |||
| EWP | 0.99 | 0.07 | 0.05 | 0.03 | 1.48 | 1.86 | 7.56 | |||
| GEM | 0.94 | 0.12 | 0.09 | 0.08 | 1.33 | 1.98 | 7.60 | |||
| RWJ | 0.84 | 0.07 | 0.05 | 0.01 | 1.06 | 2.07 | 5.66 | |||
| PKW | 0.65 | 0.01 | 0.00 | -0.04 | 0.00 | 1.30 | 4.07 | |||
| GLOV | 0.39 | 0.07 | 0.23 | -0.79 | 0.35 | 0.80 | 2.51 |
Risk Metrics, Assumptions & Methodology
Volatility for Freedom 100 reflects price dispersion, spread stability, and underlying basket liquidity conditions. Observed drawdowns appear relatively moderate compared with broader market swings.
For Freedom 100 Emerging, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardFreedom 100 Investment Opportunity
Recent data suggests that Freedom 100 Emerging is meaningfully more volatile than Dow Jones Industrial, by roughly a 2.13x factor. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Freedom 100 Emerging to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Freedom 100 to be traded at $55.45 in 90 days.Very weak diversification
For the present investment horizon, the measured correlation between FRDM and DJI stands at 0.56, or Very weak diversification. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Freedom 100 Additional Risk Indicators
A broader risk-indicator set for Freedom 100 Emerging can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0947 | |||
| Market Risk Adjusted Performance | 0.1605 | |||
| Mean Deviation | 1.21 | |||
| Semi Deviation | 1.78 | |||
| Downside Deviation | 1.97 | |||
| Coefficient Of Variation | 887.58 | |||
| Standard Deviation | 1.64 |
Freedom 100 Suggested Diversification Pairs
Using Freedom 100 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. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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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 Freedom 100, market-wide risk remains. What pair trading can address is Freedom 100's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
More Resources for Freedom Etf Analysis
A structured review of Freedom 100 Emerging often starts with core financial statements and trend context. Ratios and trend metrics help frame Freedom 100's operating context across reporting periods. Key reports that frame Freedom 100 Emerging Etf are listed below:Review Investing Opportunities to understand diversified portfolio construction. Additional portfolio transparency improves capital positioning. The allocation includes a position in Freedom 100 Emerging across the allocation. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in median. Freedom 100 information on this page supports broader research rather than acting as a stand-alone signal. Freedom 100 analysis across multiple dimensions - risk, valuation, diversification - produces a more informed position-sizing decision. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Understanding Freedom 100 Emerging includes distinguishing between market value and book value, where book value reflects Freedom's accounting equity. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value. Valuation work aligns these measures into a single context.
Value and price for Freedom 100 are related but not identical, and they can diverge across cycles. A full view may include fundamental ratios, momentum patterns, industry dynamics, and analyst estimates. The actual Freedom 100 transaction price is determined by real-time order flow on the exchange.