Defiance Daily Target Etf Volatility
| SMST Etf | 56.78 0.49 0.87% |
Across the designated horizon, Defiance Daily Target continues to post a very high volatility profile. The current Sharpe Ratio (Efficiency) for Defiance Daily Target is 0.0457, reflecting healthy reward-to-volatility behavior over the last 3 months. The current setup includes 29 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.0457
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Defiance Daily Target posted a Market Risk Adjusted Performance of -0.1%, a Risk of 11.86, and a Risk Adjusted Performance of 0.04% for the reported period. Monthly data indicates Defiance Daily is positioned around 3% of its historical movement range. In a well-diversified portfolio, overall dispersion would reflect cross-asset dynamics.
Key indicators related to Defiance Daily's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Defiance Daily's beta measures how much Defiance Daily's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Defiance Daily's risk is primarily market-driven or company-specific.
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Defiance Daily Volatility Strategy
Volatility in Defiance Daily Target contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 11.86% with a beta coefficient of -6.41, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0457, evaluates return per unit of total risk. An alpha value of 0.42 reflects performance relative to systematic market exposure. Expected return estimates near 0.54% 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 Defiance Daily's market risk premium analysis include:
Beta -6.41 | Alpha 0.42 | Risk 11.86 | Sharpe Ratio 0.0457 | Expected Return 0.54 |
Moving together with Defiance Etf
Moving against Defiance Etf
| 0.51 | TAIL | Cambria Tail Risk Sell-off Trend | PairCorr |
| 0.33 | VIXY | ProShares VIX Short Low Volatility | PairCorr |
Defiance Daily Sensitivity To Market
Defiance Daily'sDefiance Daily Target relative market sensitivity is quantified by its beta value of -6.41. This regression-derived coefficient reflects systematic risk. Total return variability is about 11.86%.This summary describes how Defiance Daily Target has moved rather than why it moved. Standard deviation is near 11.55% and downside deviation is near 12.86%. Options markets imply a forward-looking volatility estimate near 333.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. 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 Defiance Daily Target Demand TrendCheck current 90 days Defiance Daily correlation with market (Dow Jones Industrial)Defiance Daily Downside Risk
Standard deviation of Defiance 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 | 11.86 |
For investors in Defiance Daily, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Defiance Daily's returns. Defiance Daily Target posted a Downside Deviation of 12.86, a Downside Variance of 165.32, and a Maximum Drawdown of 87.54 for the reported period.
Using Defiance Put Option to Manage Risk Based on 2026-03-20 Contracts
Defiance Daily Target posted an Option Implied Volatility of 3.33 and an Option Max Pain Price of 51 for the reported period. Put options on Defiance Daily are commonly used by institutional and retail investors to hedge long positions. A put gives the holder the right to sell a fixed quantity of Defiance Etf at the agreed strike price.
Defiance Daily's PUT expiring on 2026-06-18
Profit |
| Defiance Daily Price At Expiration |
Current Defiance Daily Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | SMST260320P00005000 | 0.0 | 0.0 | 17 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00009000 | -0.027458 | 5.49E-4 | 2 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00010000 | -0.031435 | 6.6E-4 | 5 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00011000 | -0.03532 | 7.76E-4 | 2 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00012000 | -0.039143 | 8.96E-4 | 14 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00013000 | -0.042924 | 0.001022 | 49 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00014000 | -0.046683 | 0.001153 | 163 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00015000 | -0.050434 | 0.001291 | 13 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00016000 | -0.05419 | 0.001435 | 10 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00017000 | -0.057964 | 0.001586 | 2 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Put | SMST260320P00018000 | -0.061767 | 0.001745 | 7 | 2026-03-20 | 0.0 - 3.4 | 0.0 | View |
Defiance Daily Target Etf Volatility Analysis
Analyzing Defiance Daily volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Defiance Daily'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. Defiance Daily Target 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.
Defiance Daily Projected Return Density Against Market
Given the investment horizon of 90 days Defiance Daily Target has a beta of -6.4132 . This usually implies as returns on its benchmark rise, returns on holding Defiance Daily Target are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Defiance Daily is expected to outperform its benchmark.Defiance Daily remains sensitive to broader etf market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Defiance Daily Target posted a Downside Deviation of 12.86, a Mean Deviation of 8.23, and an Option Implied Volatility of 3.33 for the reported period.
Predicted Return Density |
| Returns |
What Drives a Defiance Daily 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.Defiance Daily Etf Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Defiance Daily is 2188.75. The daily returns are distributed with a variance of 140.77 and standard deviation of 11.86. The mean deviation of Defiance Daily Target is currently at 8.35. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | 0.42 | |
β | Beta against Dow Jones | -6.4132 | |
σ | Overall volatility | 11.86 | |
Ir | Information ratio | 0.04 |
Defiance Daily Etf Return Volatility
Defiance Daily historical daily return volatility represents how much of Defiance Daily etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The exchange-traded fund inherits 11.8647% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7859% volatility on return distribution over the 90 days 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
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Defiance Daily Competition Risk-Adjusted Indicators
There is a big difference between Defiance Etf performing well and Defiance Daily 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 Defiance Daily'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.46 | 0.01 | 0.01 | 0.02 | 1.65 | 2.38 | 13.69 | |||
| MSFT | 1.32 | -0.26 | 0.00 | -0.88 | 0.00 | 2.19 | 13.28 | |||
| UBER | 1.53 | -0.25 | 0.00 | -0.61 | 0.00 | 2.70 | 11.09 | |||
| F | 1.35 | -0.07 | 0.00 | -0.06 | 0.00 | 3.61 | 10.01 | |||
| T | 1.10 | 0.14 | 0.10 | -0.48 | 1.16 | 3.87 | 7.44 | |||
| A | 1.27 | -0.36 | 0.00 | -0.36 | 0.00 | 2.48 | 7.20 | |||
| CRM | 1.82 | -0.23 | 0.00 | -0.28 | 0.00 | 4.03 | 12.37 | |||
| JPM | 1.25 | -0.08 | 0.00 | -0.05 | 0.00 | 2.34 | 8.17 | |||
| MRK | 1.21 | 0.24 | 0.15 | 0.48 | 1.33 | 2.54 | 7.29 | |||
| XOM | 1.32 | 0.42 | 0.28 | 3.39 | 1.10 | 2.90 | 6.83 |
Defiance Daily Target Downside and Variability Context
Volatility for Defiance Daily reflects price dispersion, spread stability, and underlying basket liquidity conditions. Return variability informs risk budgeting and diversification impact. Allocation modeling is used to understand how Defiance Daily fits within diversified holdings.
Methodology
Unless otherwise specified, data for Defiance Daily Target is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. Defiance (USA Stocks:SMST) market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions Volatility figures, standard deviation, and downside-risk estimates on this page are derived from historical return distributions. Indicative intraday values (IIV), where published, may provide additional context for premium or discount behavior relative to reported NAV.
Assumptions
We use public fund disclosures, holdings reports, and market data feeds with disclosures published by U.S. Securities and Exchange Commission (SEC) via EDGAR as reference inputs. Data may be normalized and can be delayed. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.Research Sources
Defiance Daily Target may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.
Defiance Daily Investment Opportunity
Measured over the selected horizon, Defiance Daily Target carries roughly 15.01 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 Defiance Daily Target 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 moderate upward volatility. Check odds of Defiance Daily to be traded at 62.46 in 90 days.Average diversification
Across the chosen horizon, SMST and DJI show a correlation of 0.12 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Defiance Daily Additional Risk Indicators
Risk analysis around Defiance Daily Target 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 | 0.038 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 8.23 | |||
| Semi Deviation | 12.63 | |||
| Downside Deviation | 12.86 | |||
| Coefficient Of Variation | 2714.08 | |||
| Standard Deviation | 11.55 |
Defiance Daily Suggested Diversification Pairs
Pair trading with Defiance Daily 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.
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 Defiance Daily 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. Defiance Daily'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, Defiance Daily'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 Defiance Daily Target.
More Resources for Defiance Etf Analysis
Reviewing Defiance Daily Target commonly begins with financial statements and performance trends. Ratios and trend metrics help frame Defiance Daily's operating context. Outlined below are key reports that provide context for Defiance Daily Target Etf:World Market Map provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Defiance Daily Target 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 Defiance Daily 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Investors evaluate Defiance Daily Target using market value and book value, each describing different facets of the business. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value. Market price can move with sentiment, cycles, and liquidity conditions, so it may drift away from fundamentals. Valuation methods compare these perspectives to frame context.
Value and price for Defiance Daily 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.