Neos LongShort Equity Etf Volatility
| NLSI Etf | 46.46 0.18 0.39% |
Across the designated horizon, Neos LongShort Equity continues to post a minimal volatility profile. Neos LongShort Equity indicates a Sharpe Ratio (Efficiency) of -0.11, reflecting poor reward-to-volatility behavior over the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior.
Neos LongShort's beta measures how much Neos LongShort's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Neos LongShort's risk is primarily market-driven or company-specific.
Volatility Strategy
Volatility in Neos LongShort Equity contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.14% with a beta coefficient of 0.48, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.11, evaluates return per unit of total risk. An alpha value of -0.0915 reflects performance relative to systematic market exposure. Expected return estimates near -0.12% 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 Neos LongShort's market risk premium analysis include:
Beta 0.48 | Alpha -0.09 | Risk 1.14 | Sharpe Ratio -0.11 | Expected Return -0.12 |
Moving together with Neos Etf
| 0.77 | VUG | Vanguard Growth Index | PairCorr |
| 0.71 | DIS | Walt Disney Sell-off Trend | PairCorr |
| 0.64 | HPQ | HP Inc Sell-off Trend | PairCorr |
Moving against Neos Etf
| 0.8 | FNGD | MicroSectors FANG Index | PairCorr |
| 0.8 | IFRA | iShares Infrastructure | PairCorr |
| 0.75 | VTV | Vanguard Value Index | PairCorr |
| 0.72 | VEA | Vanguard FTSE Developed | PairCorr |
| 0.71 | JPST | JPMorgan Ultra Short | PairCorr |
| 0.64 | INR | Infinity Natural | PairCorr |
| 0.6 | GSX | Tradr 2X Long | PairCorr |
| 0.59 | BND | Vanguard Total Bond Sell-off Trend | PairCorr |
| 0.56 | VB | Vanguard Small Cap | PairCorr |
| 0.55 | AUMI | Themes Gold Miners | PairCorr |
Sensitivity To Market
Neos LongShort'sNeos LongShort Equity relative market sensitivity is quantified by its beta value of 0.48. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.14%.This summary describes how Neos LongShort Equity has moved rather than why it moved. Standard deviation is near 1.12% and downside deviation is near 0.0%. 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 Neos LongShort Equity Demand TrendCheck current 90 days Neos LongShort correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Neos is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 1.14 |
For investors in Neos LongShort, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Neos LongShort's returns. Neos LongShort Equity (NLSI) recorded a Maximum Drawdown of 4.62.
Etf Volatility Analysis
Analyzing Neos LongShort volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Neos LongShort's etf price during volatile periods can trigger margin calls or forced exits.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Neos LongShort Equity 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.
Neos LongShort Projected Return Density Against Market
Given the investment horizon of 90 days Neos LongShort has a beta of 0.4837 . This indicates as returns on the market go up, Neos LongShort's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Neos LongShort Equity is expected to be smaller as well.Neos LongShort remains sensitive to broader etf market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Neos LongShort Equity (NLSI) recorded a Mean Deviation of 0.83 and a Standard Deviation of 1.12.
Predicted Return Density |
| Returns |
What Drives a Neos LongShort Price Volatility?
Several factors can influence a etf's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Neos LongShort is -950.43. The daily returns are distributed with a variance of 1.3 and standard deviation of 1.14. The mean deviation of Neos LongShort Equity is currently at 0.86. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0915 | |
β | Beta against Dow Jones | 0.48 | |
σ | Overall volatility | 1.14 | |
Ir | Information ratio | -0.0611 |
Etf Return Volatility
Neos LongShort historical daily return volatility represents how much of Neos LongShort etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The Etf inherits 1.1414% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day 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
|
Neos LongShort Constituents Risk-Adjusted Indicators
There is a big difference between Neos Etf performing well and Neos LongShort ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Neos LongShort's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MKTN | 0.31 | 0.03 | 0.16 | -0.44 | 0.36 | 0.91 | 1.96 | |||
| MRGR | 0.23 | 0.00 | 0.15 | -0.02 | 0.26 | 0.49 | 1.25 | |||
| EHLS | 1.01 | 0.12 | 0.08 | 0.11 | 1.46 | 1.85 | 6.65 | |||
| EMPB | 0.53 | 0.01 | 0.06 | -0.01 | 0.70 | 1.32 | 4.45 | |||
| NLSI | 0.83 | -0.09 | 0.00 | -0.23 | 0.00 | 1.75 | 4.62 | |||
| WTLS | 0.81 | -0.07 | 0.00 | -0.20 | 0.00 | 1.67 | 4.29 | |||
| FFLS | 0.36 | -0.07 | 0.00 | 2.03 | 0.00 | 0.76 | 2.35 | |||
| FOXY | 0.50 | 0.11 | 0.26 | -0.54 | 0.45 | 1.29 | 3.92 | |||
| FTLS | 0.41 | -0.02 | 0.00 | -0.08 | 0.00 | 0.79 | 2.48 |
Risk Metrics, Assumptions & Methodology
Volatility for Neos LongShort reflects price dispersion, spread stability, and underlying basket liquidity conditions. Return variability informs risk budgeting and diversification impact.
The analytics block for Neos LongShort Equity relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardNeos LongShort Investment Opportunity
Measured over the selected horizon, Neos LongShort Equity carries roughly 1.44 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Neos LongShort Equity to enhance the returns of your portfolios. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of Neos LongShort to be traded at 48.78 in 90 days.Very good diversification
Across the chosen horizon, NLSI and DJI show a correlation of -0.23 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Neos LongShort Additional Risk Indicators
Risk analysis around Neos LongShort Equity becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.07 | |||
| Market Risk Adjusted Performance | -0.22 | |||
| Mean Deviation | 0.8343 | |||
| Coefficient Of Variation | -1,084 | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.25 | |||
| Information Ratio | -0.06 |
Neos LongShort Suggested Diversification Pairs
Pair trading with Neos LongShort can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| SentinelOne vs. Neos LongShort | ||
| Dupont De vs. Neos LongShort | ||
| Alphabet vs. Neos LongShort | ||
| Bank of America vs. Neos LongShort | ||
| Microsoft vs. Neos LongShort | ||
| Walker Dunlop vs. Neos LongShort | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Neos LongShort as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Neos LongShort's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Neos LongShort's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Neos LongShort Equity.
More Resources for Neos Etf Analysis
Reviewing Neos LongShort Equity commonly begins with financial statements and performance trends. Ratios and trend metrics help frame Neos LongShort's operating context. Outlined below are key reports that provide context for Neos LongShort Equity Etf:Correlation Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Neos LongShort Equity within the portfolio 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 main economic indicators. Analysis related to Neos LongShort should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Investors evaluate Neos LongShort Equity using market value and book value, each describing different facets of the business. Value and price for Neos LongShort are related but not identical, and they can diverge across cycles. Trading price represents the transaction level agreed by market participants.
Value and price for Neos LongShort are related but not identical, and they can diverge across cycles. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage. Market price reflects the current exchange level formed by active bids and offers.