FlexShares Emerging Markets Etf Volatility
| QLVE Etf | USD 29.06 -0.83 -2.78% |
FlexShares Emerging Markets currently reflects a Sharpe ratio of -0.0076, indicating a negative efficiency profile over the last 3 months. 21 technical indicators currently contribute to the broader risk narrative. FlexShares Emerging Markets continues to register relatively low price volatility over the last 3 months.
Sharpe Ratio = -0.0076
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QLVE |
FlexShares Emerging Markets posted a Market Risk Adjusted Performance of -0.01%, a Risk of 1.43, and a Total Risk Alpha of 0.11 for the reported period. FlexShares Emerging has not yet reached full return potential based on monthly moving average. A well-diversified portfolio context may improve FlexShares Emerging risk-adjusted performance.
Key indicators related to FlexShares Emerging's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
FlexShares Emerging's 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.
FlexShares | Build portfolio with FlexShares Etf |
Volatility Strategy
FlexShares Emerging Markets variability affects risk-adjusted contribution depending on portfolio structure. Current statistical measures show total volatility near 1.43% with a beta coefficient of 0.95, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0076, evaluates return per unit of total risk. An alpha value of 0.0516 reflects performance relative to systematic market exposure. Expected return estimates near -0.0109% 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 FlexShares Emerging's market risk premium analysis include:
Beta 0.95 | Alpha 0.0516 | Risk 1.43 | Sharpe Ratio -0.01 | Expected Return -0.01 |
Moving together with FlexShares Etf
| 0.95 | VWO | Vanguard FTSE Emerging | PairCorr |
| 0.95 | IEMG | iShares Core MSCI | PairCorr |
| 0.96 | EMC | Global X Funds | PairCorr |
| 0.95 | EEM | iShares MSCI Emerging | PairCorr |
| 0.94 | SPEM | SPDR Portfolio Emerging | PairCorr |
| 0.91 | FNDE | Schwab Fundamental | PairCorr |
| 0.96 | ESGE | iShares ESG Aware | PairCorr |
| 0.91 | SFGRX | Seafarer Overseas | PairCorr |
| 0.89 | DGS | WisdomTree Emerging Potential Growth | PairCorr |
| 0.96 | XSOE | WisdomTree Emerging | PairCorr |
| 0.87 | VYMI | Vanguard International | PairCorr |
| 0.75 | DD | Dupont De Nemours | PairCorr |
| 0.79 | PG | Procter Gamble | PairCorr |
| 0.64 | WMT | Walmart Common Stock Aggressive Push | PairCorr |
Moving against FlexShares Etf
Sensitivity To Market
FlexShares Emerging Markets systematic risk exposure can be summarized by its beta of 0.95. This metric compares asset return behavior against benchmark returns. Total volatility remains around 1.43%.This volatility note keeps the focus on measured behavior: dispersion, downside movement, and the stability of recent returns for FlexShares Emerging Markets. For FlexShares Emerging, 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 FlexShares Emerging Demand TrendCheck current 90 days FlexShares Emerging correlation with market (Dow Jones Industrial)Downside Risk
FlexShares standard deviation captures how much its daily price fluctuates around the historical average. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 1.43 |
Upside risk in FlexShares Emerging 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 FlexShares Emerging's returns. FlexShares Emerging Markets posted a Maximum Drawdown of 8.94 for the reported period.
Etf Volatility Analysis
FlexShares Emerging etf volatility is a key input for most investment risk models. When FlexShares Emerging's volatility is elevated, prices can swing by several percentage points in a single session.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. FlexShares 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 FlexShares Emerging has a beta of 0.9453 indicating FlexShares Emerging Markets market returns are highly-sensitive to returns on the market. As the market goes up or down, FlexShares Emerging is expected to follow.The overall risk of FlexShares Emerging includes etf market sensitivity and asset-level influences. Diversification addresses specific risk but not systemic exposure. FlexShares Emerging Markets posted a Mean Deviation of 1.00 and a Standard Deviation of 1.43 for the reported period.
Predicted Return Distribution |
| Density |
What Drives FlexShares Emerging's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the Flexshares Trust sector can alter FlexShares Emerging's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for FlexShares Emerging.FlexShares Emerging's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in FlexShares Emerging's stock.Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of FlexShares Emerging is -13157.56. The daily returns are distributed with a variance of 2.05 and standard deviation of 1.43. The mean deviation of FlexShares Emerging Markets is currently at 1.0. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | 0.95 | |
σ | Overall volatility | 1.43 | |
Ir | Information ratio | 0.04 |
Etf Return Volatility
Volatility for FlexShares Emerging quantifies the day-to-day dispersion of etf returns around their historical average. The fund carries 1.4318% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8481% 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
|
FlexShares Emerging Constituents Risk-Adjusted Indicators
Headline performance for FlexShares Etf may not fully reflect how the business compares across its competitive set. Reviewing FlexShares Emerging's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TIER | 0.88 | 0.04 | 0.00 | -0.04 | 0.00 | 1.42 | 5.93 | |||
| ADIV | 0.73 | -0.04 | 0.00 | -0.15 | 0.00 | 1.22 | 4.64 | |||
| VWID | 0.74 | 0.09 | 0.09 | 0.04 | 1.13 | 1.71 | 4.72 | |||
| WTRE | 1.06 | 0.14 | 0.08 | 0.06 | 1.47 | 2.13 | 7.34 | |||
| WEEL | 0.42 | 0.00 | 0.00 | -0.07 | 0.00 | 0.72 | 2.22 | |||
| ITDI | 0.68 | 0.03 | 0.00 | -0.04 | 0.00 | 1.18 | 4.45 | |||
| VRAI | 0.64 | 0.28 | 0.43 | 0.60 | 0.40 | 1.48 | 4.06 | |||
| RAUS | 0.63 | -0.04 | 0.00 | -0.13 | 0.00 | 1.01 | 3.53 | |||
| LCDS | 0.65 | -0.05 | 0.00 | -0.14 | 0.00 | 1.14 | 3.49 | |||
| OCTZ | 0.54 | -0.04 | 0.00 | -0.14 | 0.00 | 0.88 | 2.80 |
Risk Metrics, Assumptions & Methodology
Drawdown analysis for FlexShares Emerging measures the largest peak-to-trough declines and their duration within the fund's price history. Position sizing should account for historical drawdown severity, not just average dispersion.
Data shown for FlexShares Emerging Markets is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardFlexShares Emerging Investment Opportunity
FlexShares Emerging Markets currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 1.68. Across the current 90-day horizon, that places the security below 12% of the broader equity and portfolio universe on a pure volatility basis.You can use FlexShares Emerging Markets 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 works best as a directional cue rather than as a standalone forecast. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of FlexShares Emerging to be traded at $27.9 in 90 days.Poor diversification
Across the chosen horizon, FlexShares Emerging and Dow Jones show a correlation of 0.62 and fall into the Poor diversification bucket. A 0.62 reading means FlexShares Emerging and Dow Jones have partial price overlap, offering some diversification benefit.
FlexShares Emerging Additional Risk Indicators
A broader risk-indicator set for FlexShares Emerging Markets can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.0021 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 1.0 | |||
| Coefficient Of Variation | -13,158 | |||
| Standard Deviation | 1.43 | |||
| Variance | 2.05 | |||
| Information Ratio | 0.0389 |
FlexShares Emerging Suggested Diversification Pairs
A pair strategy built around FlexShares Emerging Markets is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. FlexShares Emerging's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing FlexShares Emerging's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for FlexShares Etf Analysis
A baseline understanding of FlexShares Emerging is formed through its financial statements and trends. The data reflects FlexShares Emerging's reported financial activity across periods.Review Your Equity Center to understand diversified portfolio construction. Portfolio construction reflects how positions are combined across holdings. Monitoring FlexShares Emerging Markets within a portfolio highlights how it interacts with other holdings. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence FlexShares Emerging Markets's etf valuation — related indicators include signals in persons. This analysis of FlexShares Emerging works best as a complementary layer when evaluating how the security fits in a broader portfolio. A thorough FlexShares Emerging review pairs this page with the quantitative and comparative resources listed below. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Comparing FlexShares Emerging's market price with book value reveals how market sentiment relates to accounting fundamentals. This view summarizes available data without implying outcomes.
FlexShares Emerging intrinsic value attempts to capture underlying worth, separate from current trading levels. Analysis often considers earnings, revenue quality, fundamentals, technical signals, competition, and analyst coverage.