USCF Gold Strategy Etf Volatility
| GLDX Etf | USD 39.98 -0.58 -1.43% |
Over the designated horizon, USCF Gold Strategy maintains a moderate volatility profile. Its Sharpe Ratio (Efficiency) stands at 0.1, suggesting positive return efficiency over the last 3 months. There are 29 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.1048
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | GLDX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
USCF Gold Strategy (GLDX) recorded a Market Risk Adjusted Performance of -0.9%, a Risk of 2.26, and a Risk Adjusted Performance of 0.1%. Monthly moving average analysis places USCF Gold at roughly 8% of its prior performance bandwidth. Its effect inside a well-diversified portfolio would be influenced by cross-asset correlation.
Key indicators related to USCF Gold's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
USCF Gold's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of USCF Gold's typical price swings and is a primary input in options pricing models.
Volatility Strategy
USCF Gold Strategy 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 2.26% with a beta coefficient of -0.27, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.1, evaluates return per unit of total risk. An alpha value of 0.25 reflects performance relative to systematic market exposure. Expected return estimates near 0.24% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Liquidity shifts in components can alter dispersion.
Main indicators related to USCF Gold's market risk premium analysis include:
Beta -0.27 | Alpha 0.25 | Risk 2.26 | Sharpe Ratio 0.1 | Expected Return 0.24 |
Moving together with USCF Etf
| 0.94 | GLD | SPDR Gold Shares Sell-off Trend | PairCorr |
| 0.94 | IAU | iShares Gold Trust | PairCorr |
| 0.62 | SLV | iShares Silver Trust | PairCorr |
| 0.95 | GLDM | SPDR Gold Mini Sell-off Trend | PairCorr |
| 0.95 | SGOL | abrdn Physical Gold | PairCorr |
| 0.67 | USO | United States Oil Aggressive Push | PairCorr |
| 0.68 | DBA | Invesco DB Agriculture | PairCorr |
| 0.88 | GLTR | abrdn Physical Precious | PairCorr |
| 0.62 | SIVR | abrdn Physical Silver | PairCorr |
| 1.0 | IAUM | iShares Gold Trust | PairCorr |
| 0.77 | INR | Infinity Natural | PairCorr |
| 0.69 | BND | Vanguard Total Bond | PairCorr |
| 0.79 | VTV | Vanguard Value Index | PairCorr |
| 0.72 | WMT | Walmart Common Stock Aggressive Push | PairCorr |
| 0.64 | AA | Alcoa Corp | PairCorr |
| 0.89 | CVX | Chevron Corp | PairCorr |
| 0.82 | PFE | Pfizer Inc Aggressive Push | PairCorr |
| 0.88 | JNJ | Johnson Johnson | PairCorr |
Moving against USCF Etf
Sensitivity To Market
USCF Gold Strategy exhibits a beta of -0.27, 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 2.26%.Volatility metrics for USCF Gold Strategy describe how stable or unstable returns have been over the selected window. Current downside deviation is about 2.75%. This ETF block uses premium/discount math to explain how market price can differ from NAV. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze USCF Gold Strategy Demand TrendCheck current 90 days USCF Gold correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of USCF 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 | 2.26 |
Standard deviation captures both upside and downside movement in USCF Gold. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of USCF Gold's returns. USCF Gold Strategy (GLDX) recorded a Downside Deviation of 2.75, a Downside Variance of 7.57, and a Maximum Drawdown of 15.13.
Etf Volatility Analysis
USCF Gold etf volatility is a measure of the speed and extent of USCF Gold's price movements. High volatility generally means the etf price moves dramatically up or down in a short period of time. Low volatility means USCF Gold'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. USCF Gold Strategy 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 USCF Gold Strategy has a beta of -0.2716 . This usually indicates that as returns on the benchmark increase, returns on USCF Gold tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, USCF Gold Strategy is likely to outperform the market.Investors in USCF Gold 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. USCF Gold Strategy (GLDX) recorded a Downside Deviation of 2.75, a Mean Deviation of 1.41, and a Semi Deviation of 2.28.
Predicted Return Density |
| Returns |
What Drives USCF Gold's Price Volatility?
Several factors can influence USCF Gold's market volatility:Industry Dynamics
Sector-level events can directly affect USCF Gold's price stability. Regulatory changes, supply disruptions, or shifts in demand within USCF Gold'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 USCF Gold.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for USCF Gold's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward USCF Gold. During periods of economic expansion, USCF Gold's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.USCF Gold's Company-Specific Factors
Volatility can also stem from events unique to USCF Gold. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in USCF Gold's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on USCF Gold's share price.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of USCF Gold is 954.6. The daily returns are distributed with a variance of 5.12 and standard deviation of 2.26. The mean deviation of USCF Gold Strategy is currently at 1.53. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.25 | |
β | Beta against Dow Jones | -0.2716 | |
σ | Overall volatility | 2.26 | |
Ir | Information ratio | 0.13 |
Etf Return Volatility
USCF Gold return volatility captures the typical daily swing in etf returns relative to the mean over the selected period. The ETF has volatility of 2.2625% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.7948% 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
|
USCF Gold Constituents Risk-Adjusted Indicators
Evaluating USCF 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| UBG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ARKY | 2.25 | -0.37 | 0.00 | -3.14 | 0.00 | 4.89 | 16.23 | |||
| HJPX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FCAN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IWFH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CRIT | 1.12 | -0.09 | 0.00 | -0.77 | 0.00 | 1.74 | 8.68 | |||
| NVMZ | 0.45 | -0.04 | 0.00 | 0.56 | 0.00 | 0.86 | 6.77 | |||
| USHG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| KBND | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| VTRN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility for USCF Gold reflects price dispersion, spread stability, and underlying basket liquidity conditions. Observed drawdowns appear relatively moderate compared with broader market swings.
For USCF Gold Strategy, 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 BoardUSCF Gold Investment Opportunity
USCF Gold Strategy currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 2.86. 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 USCF Gold Strategy 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 somewhat bearish sentiment, but the market may correct it shortly. Check odds of USCF Gold to be traded at $38.78 in 90 days.Significant diversification
The correlation between GLDX and DJI is 0.07, which Macroaxis classifies as Significant diversification for the selected horizon. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
USCF Gold Additional Risk Indicators
A broader risk-indicator set for USCF Gold Strategy 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 | 0.1048 | |||
| Market Risk Adjusted Performance | -0.93 | |||
| Mean Deviation | 1.41 | |||
| Semi Deviation | 2.28 | |||
| Downside Deviation | 2.75 | |||
| Coefficient Of Variation | 812.98 | |||
| Standard Deviation | 2.16 |
USCF Gold Suggested Diversification Pairs
Using USCF Gold 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.
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 USCF Gold, market-wide risk remains. What pair trading can address is USCF Gold's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
More Resources for USCF Etf Analysis
A comprehensive view of USCF Gold Strategy starts with financial statements and ratio context. Ratios and trend metrics help frame USCF Gold's operating context across reporting periods. Key reports that frame USCF Gold Strategy Etf are listed below:Risk vs Return Analysis provides context for diversified portfolio design. Broader allocation clarity strengthens diversification analysis. This reflects a position in USCF Gold Strategy inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in discontinued.USCF Gold currently shows P/E of 36.35. Investors get more value from USCF Gold analysis when it is combined with the construction and diversification tools listed below. For USCF Gold, the analytical tools below add portfolio-level context that single-security review alone cannot provide. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Investors evaluate USCF Gold Strategy using market value and book value, each describing different facets of the business. A P/B ratio of 2.41 indicates the market values USCF Gold above its accounting book value. 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.
It is useful to distinguish USCF Gold's value from its trading price, which are computed with different methods. For USCF Gold, key inputs include a P/E ratio of 36.35, and a P/B ratio of 2.41. In practice, USCF Gold price is set by the continuous auction process on its listing exchange.