UBSFund Solutions (Switzerland) Volatility
| SW2UKD Etf | CHF 19.21 -0.18 -0.93% |
UBSFund Solutions MSCI continues to exhibit relatively low price volatility over the last 3 months. On a risk-adjusted basis, UBSFund Solutions MSCI records a Sharpe ratio of -0.1, indicating negative risk-adjusted returns over the last 3 months. The current setup includes 24 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.1004
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SW2UKD |
Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Latest disclosures for UBSFund Solutions MSCI show a Market Risk Adjusted Performance of -0.2%, a Risk of 0.93, and a Risk Adjusted Performance of -0.05%. Based on monthly moving average UBSFund Solutions is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to UBSFund Solutions' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
UBSFund Solutions Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of UBSFund daily returns, and it is calculated using variance and standard deviation.
UBSFund |
Volatility Strategy
UBSFund Solutions MSCI price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 0.93% with a beta coefficient of 0.36, 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 -0.0296 reflects performance relative to systematic market exposure. Expected return estimates near -0.0934% 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 UBSFund Solutions' market risk premium analysis include:
Beta 0.36 | Alpha -0.03 | Risk 0.93 | Sharpe Ratio -0.10 | Expected Return -0.09 |
Moving together with UBSFund Etf
| 0.99 | CSSMI | iShares SMI ETF | PairCorr |
| 0.99 | SMICHA | UBS ETF SMI | PairCorr |
| 0.99 | CHSPI | iShares Core SPI | PairCorr |
| 0.99 | XSMI | Xtrackers Switzerland | PairCorr |
| 0.99 | XSMC | Xtrackers Switzerland | PairCorr |
| 0.95 | CHDVD | iShares Swiss Dividend | PairCorr |
| 0.99 | SPICHA | UBS ETF SPI | PairCorr |
| 0.93 | SLICHA | UBS ETF SLI | PairCorr |
| 0.99 | SW2CHB | UBSFund Solutions MSCI | PairCorr |
| 0.98 | CHSRIA | UBS ETF MSCI | PairCorr |
Sensitivity To Market
UBSFund Solutions beta coefficient measures the volatility of UBSFund etf relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing UBSFund returns against market returns. A beta of 0.36 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.93%.UBSFund Solutions MSCI has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 0.89%, which summarize how widely returns have moved. 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.
| α | -0.0296 | β | 0.36 | Check current 90 days UBSFund Solutions correlation with market (Dow Jones Industrial)
Downside Risk
UBSFund standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.93 |
It is essential to understand the difference between upside risk (as represented by UBSFund Solutions's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of UBSFund Solutions' daily returns or price. Latest disclosures for UBSFund Solutions MSCI show a Maximum Drawdown of 5.99.
Etf Volatility Analysis
Volatility refers to the frequency at which UBSFund Solutions etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with UBSFund Solutions' price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. UBSFund Solutions MSCI 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 UBSFund Solutions has a beta of 0.3582 . This usually implies as returns on the market go up, UBSFund Solutions's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding UBSFund Solutions MSCI is expected to be smaller as well.UBSFund Solutions is exposed to both systematic and unsystematic risk. Systematic risk reflects broader etf market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. Latest disclosures for UBSFund Solutions MSCI show a Mean Deviation of 0.61 and a Standard Deviation of 0.89.
Predicted Return Density |
| Returns |
What Drives UBSFund Solutions' Price Volatility?
Several factors can influence UBSFund Solutions' market volatility:Industry Dynamics
Sector-level events can directly affect UBSFund Solutions' price stability. Regulatory changes, supply disruptions, or shifts in demand within UBSFund Solutions' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like UBSFund Solutions.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for UBSFund Solutions' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward UBSFund Solutions. During periods of economic expansion, UBSFund Solutions' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.UBSFund Solutions' Company-Specific Factors
Volatility can also stem from events unique to UBSFund Solutions. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in UBSFund Solutions' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on UBSFund Solutions' share price.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of UBSFund Solutions is -995.67. The daily returns are distributed with a variance of 0.86 and standard deviation of 0.93. The mean deviation of UBSFund Solutions MSCI is currently at 0.64. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0296 | |
β | Beta against Dow Jones | 0.36 | |
σ | Overall volatility | 0.93 | |
Ir | Information ratio | 0.04 |
Etf Return Volatility
UBSFund Solutions historical daily return volatility represents how much of UBSFund Solutions etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF reported 0.9297% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8181% 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
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UBSFund Solutions Constituents Risk-Adjusted Indicators
There is a big difference between UBSFund Etf performing well and UBSFund Solutions 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 UBSFund Solutions' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| JPNJPA | 1.02 | 0.04 | 0.07 | 0.00 | 1.47 | 2.43 | 7.90 | |||
| EUSRU | 0.63 | -0.06 | 0.00 | -0.36 | 0.00 | 1.14 | 6.55 | |||
| CBSEUS | 0.16 | -0.02 | 0.00 | -0.37 | 0.00 | 0.30 | 1.21 | |||
| EMLOCA | 0.37 | -0.01 | 0.00 | -0.62 | 0.00 | 0.71 | 4.29 | |||
| CANCDA | 0.71 | 0.05 | 0.11 | 0.08 | 1.05 | 1.71 | 5.23 | |||
| S2HGBD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CBUS5A | 0.14 | -0.01 | 0.00 | -0.43 | 0.00 | 0.31 | 0.84 | |||
| EURCHA | 0.67 | -0.01 | 0.00 | -0.12 | 0.00 | 1.42 | 4.37 | |||
| CBUS5S | 0.13 | -0.03 | 0.00 | -1.10 | 0.00 | 0.23 | 0.75 |
Risk Metrics, Assumptions & Methodology
Volatility for UBSFund Solutions reflects price dispersion, spread stability, and underlying basket liquidity conditions. Higher dispersion implies wider price swings across observed periods.
Unless otherwise specified, data for UBSFund Solutions MSCI 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:
Vlad Skutelnik - Macroaxis ContributorUBSFund Solutions Investment Opportunity
Recent data suggests that UBSFund Solutions MSCI is meaningfully more volatile than Dow Jones Industrial, by roughly a 1.13x factor. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use UBSFund Solutions MSCI to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. a moderate downward daily trend and can be a good diversifier. Check odds of UBSFund Solutions to be traded at ₣18.83 in 90 days.Poor diversification
The correlation between SW2UKD and DJI is 0.76, which Macroaxis classifies as Poor diversification for the selected horizon. Used correctly, the chart supports evaluation of whether adding the second position genuinely diversifies the first.
UBSFund Solutions Additional Risk Indicators
Secondary risk indicators for UBSFund Solutions MSCI 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 | -0.05 | |||
| Market Risk Adjusted Performance | -0.17 | |||
| Mean Deviation | 0.6108 | |||
| Coefficient Of Variation | -1,634 | |||
| Standard Deviation | 0.895 | |||
| Variance | 0.801 | |||
| Information Ratio | 0.0375 |
UBSFund Solutions Suggested Diversification Pairs
Pair trading with UBSFund Solutions can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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 UBSFund Solutions 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. UBSFund Solutions' 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, UBSFund Solutions' 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 UBSFund Solutions MSCI.
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Other Information on Investing in UBSFund Etf
Financial ratios for UBSFund Solutions organize key financial data into structured relationships. They provide context across profit, cash flow, and overall value.