LG Clean (Switzerland) Volatility
| GLUG ETF | CHF 16.14 -0.01 -0.06% |
LG Clean Water operates with relatively low price volatility across the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior. The current volatility profile reflects observed data across the selected window.
Sharpe Ratio = -0.0042
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Estimated Market Risk
| 1.07 actual daily | 9 91% 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 |
For LG Clean Water, recent data highlights a Market Risk Adjusted Performance of -0.04%, a Risk of 1.07, and a Total Risk Alpha of 0.08. Based on recent moving average trends, LG Clean has not achieved its theoretical performance maximum. If added to a well-diversified portfolio, the total return can be enhanced and market risk reduced. Even underperforming assets like LG Clean can improve portfolio efficiency through low correlation.
Key indicators related to LG Clean's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of LG Clean determines how much LG Clean's price can move in either direction. It is a statistical measure of the distribution of GLUG daily returns, calculated using variance and standard deviation. LG Clean volatility measures the statistical dispersion of LG Clean's daily returns using variance and standard deviation.
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Volatility Strategy
Historical price movement in LG Clean Water provides context for allocation sensitivity. Current statistical measures show total volatility near 1.07% with a beta coefficient of 0.22, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0042, evaluates return per unit of total risk. An alpha value of 0.006603 reflects performance relative to systematic market exposure. Expected return estimates near -0.0045% 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 LG Clean's market risk premium analysis include:
Beta 0.22 | Alpha 0.006603 | Risk 1.07 | Sharpe Ratio -0.0042 | Expected Return -0.0045 |
Moving together with GLUG ETF
| 0.94 | IH2O | iShares Global Water | PairCorr |
| 0.63 | LYWAT | Lyxor MSCI Water | PairCorr |
| 0.7 | GDXJ | VanEck Junior Gold | PairCorr |
Sensitivity To Market
Beta modeling for LG Clean Water results in a coefficient of 0.22, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 1.07%.LG Clean Water volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 1.03%. 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 LG Clean Water Demand TrendCheck current 90 days LG Clean correlation with market (Dow Jones Industrial)Downside Risk
GLUG 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 GLUG, including returns above the mean.
Standard Deviation | 1.07 |
The difference between upside risk and downside risk is meaningful for LG Clean investors. Upside risk is represented by LG Clean's standard deviation, while downside risk is measured by semi-deviation of LG Clean's returns. Downside deviation isolates the true loss risk in LG Clean's daily returns from positive price moves. For LG Clean Water, recent data highlights a Maximum Drawdown of 5.29.
ETF Volatility Analysis
When measuring the risk of LG Clean ETF, volatility is a critical metric. These fluctuations usually indicate the level of risk associated with LG Clean's price changes. LG Clean 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. LG Clean Water 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 LG Clean has a beta of 0.2219 . This usually indicates as returns on the market go up, LG Clean's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding LG Clean Water is expected to be smaller as well.LG Clean 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 LG Clean Water, recent data highlights a Mean Deviation of 0.75 and a Standard Deviation of 1.03.
Predicted Return Distribution |
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What Drives LG Clean's Price Volatility?
Holdings and Allocation
Shifts in underlying asset weights and category-level catalysts in the Sector Equity Water category often set the baseline volatility regime for LG Clean.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.LG Clean's Fund-Specific Factors
NAV premium shifts, flow-driven supply-demand imbalance, and rebalancing events can shift near-term return dispersion for LG Clean's.ETF Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of LG Clean is -23731.74. The daily returns are distributed with a variance of 1.14 and standard deviation of 1.07. The mean deviation of LG Clean Water is currently at 0.8. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.22 | |
σ | Overall volatility | 1.07 | |
Ir | Information ratio | 0.06 |
ETF Return Volatility
LG Clean daily volatility tracks how widely ETF returns have moved around the mean across the selected time frame. The fund reflects 1.0679% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8534% 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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LG Clean Competition Risk-Adjusted Indicators
Return momentum in GLUG 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 | 1.60 | -0.18 | 0.00 | -0.23 | 0.00 | 2.33 | 14.24 | |||
| MSFT | 1.29 | -0.38 | 0.00 | -0.81 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.55 | -0.16 | 0.00 | 0.26 | 0.00 | 3.18 | 11.09 | |||
| F | 1.35 | -0.12 | 0.00 | -0.19 | 0.00 | 3.61 | 10.01 | |||
| T | 1.10 | 0.28 | 0.25 | -1.83 | 1.14 | 3.87 | 8.53 | |||
| A | 1.23 | -0.28 | 0.00 | -2.65 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.88 | -0.44 | 0.00 | -0.88 | 0.00 | 3.41 | 10.53 | |||
| JPM | 1.13 | -0.02 | 0.00 | -0.09 | 0.00 | 2.02 | 8.17 | |||
| MRK | 1.13 | 0.30 | 0.25 | 0.50 | 1.13 | 2.58 | 7.29 | |||
| XOM | 1.29 | 0.54 | 0.41 | 208.85 | 1.06 | 2.90 | 6.83 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for LG Clean 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 LG Clean Water 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 BoardLG Clean Investment Opportunity
Recent data suggests that LG Clean Water is meaningfully more volatile than Dow Jones Industrial, by roughly a 1.26x factor. Across the current 90-day horizon, that places the security below 9% of the broader equity and portfolio universe on a pure volatility basis.You can use LG Clean Water 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal downward trend and little activity. Check odds of LG Clean to be traded at ₣15.98 in 90 days.Poor diversification
The correlation between LG Clean and Dow Jones is 0.74, which Macroaxis classifies as Poor diversification for the selected horizon. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
LG Clean Additional Risk Indicators
Secondary risk indicators for LG Clean Water can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0016 | |||
| Market Risk Adjusted Performance | -0.04 | |||
| Mean Deviation | 0.7526 | |||
| Coefficient Of Variation | -255,243 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.06 | |||
| Information Ratio | 0.0645 |
LG Clean Suggested Diversification Pairs
Using LG Clean 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. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for LG Clean persists even in a well-constructed pair. The benefit is in offsetting LG Clean's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of LG Clean Water.
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Other Information on Investing in GLUG ETF
Financial ratios highlight how financial values interact within LG Clean. The format ensures data can be compared on a consistent basis.