Brompton Tech Leaders Etf Volatility
| TLF Etf | CAD 26.05 -0.18 -0.69% |
Brompton Tech Leaders shows a minimal volatility profile over the current evaluation window. Measured over the selected window, Brompton Tech Leaders has a Sharpe Ratio (Efficiency) of -0.0229, reflecting negative risk-adjusted performance over the last 3 months. We observed 23 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = -0.0229
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TLF |
Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Brompton Tech Leaders (TLF.TO) recorded a Market Risk Adjusted Performance of -0.1%, a Risk of 1.31, and a Risk Adjusted Performance of -0.05%. Based on recent moving average trends, Brompton Tech has not achieved its theoretical performance maximum. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to Brompton Tech's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of Brompton Tech determines how much Brompton Tech's price can move in either direction over a given time frame. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Brompton Tech exposure.
Brompton |
Volatility Strategy
Volatility in Brompton Tech Leaders reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 1.31% with a beta coefficient of 1.05, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0229, evaluates return per unit of total risk. An alpha value of -0.0484 reflects performance relative to systematic market exposure. Expected return estimates near -0.03% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Basket composition influences exposure sensitivity.
Main indicators related to Brompton Tech's market risk premium analysis include:
Beta 1.05 | Alpha -0.05 | Risk 1.31 | Sharpe Ratio -0.02 | Expected Return -0.03 |
Moving together with Brompton Etf
| 0.94 | TXF | First Asset Tech | PairCorr |
| 0.79 | TEC | TD Global Technology | PairCorr |
| 0.74 | CYBR | Evolve Cyber Security | PairCorr |
| 0.63 | GDPY-B | Guardian Directed Premium | PairCorr |
| 0.64 | DISC | BMO Global Consumer | PairCorr |
Moving against Brompton Etf
| 0.62 | XST | iShares SAMPPTSX Capped | PairCorr |
| 0.61 | ZUT | BMO Equal Weight | PairCorr |
| 0.59 | ZWU | BMO Covered Call | PairCorr |
| 0.42 | COW | iShares Global | PairCorr |
| 0.36 | HCAL | Hamilton Enhanced | PairCorr |
Sensitivity To Market
Brompton Tech'sThe beta coefficient of 1.05 for Brompton Tech Leaders measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 1.31%.Brompton Tech Leaders return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. If components trade in different hours, temporary premium/discount changes can increase measured volatility. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze Brompton Tech Leaders Demand TrendCheck current 90 days Brompton Tech correlation with market (Dow Jones Industrial)Downside Risk
Brompton standard deviation quantifies the typical daily price movement relative to its average over your selected period. Volatile instruments show high standard deviation; stable instruments show low.
Standard Deviation | 1.31 |
The difference between upside risk and downside risk is meaningful for Brompton Tech investors. Upside risk is measured by Brompton Tech's standard deviation, while downside risk is captured by semi-deviation or downside deviation of Brompton Tech's daily returns. Brompton Tech Leaders (TLF.TO) recorded a Maximum Drawdown of 4.87.
Etf Volatility Analysis
When measuring the risk of Brompton Tech etf, volatility is a critical metric. It indicates how dramatically Brompton Tech's price swings over a specific time horizon. A etf with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Brompton Tech Leaders 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.
Brompton Tech Projected Return Density Against Market
Assuming the 90-day trading horizon the etf has the beta coefficient of 1.0467 . This usually implies Brompton Tech Leaders market returns are highly reactive to returns on the market. As the market goes up or down, Brompton Tech is expected to follow.Brompton Tech carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Brompton Tech Leaders (TLF.TO) recorded a Mean Deviation of 1.08 and a Standard Deviation of 1.34.
Predicted Return Density |
| Returns |
What Drives a Brompton Tech 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
Assuming the 90-day trading horizon the coefficient of variation of Brompton Tech is -4374.17. The daily returns are distributed with a variance of 1.72 and standard deviation of 1.31. The mean deviation of Brompton Tech Leaders is currently at 1.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.0484 | |
β | Beta against Dow Jones | 1.05 | |
σ | Overall volatility | 1.31 | |
Ir | Information ratio | -0.0378 |
Etf Return Volatility
Brompton Tech historical daily return volatility represents how much of Brompton Tech etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF assumes 1.3131% volatility of returns over a 90-day investment horizon. By contrast, Dow Jones Industrial accepts 0.7855% 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
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Brompton Tech Constituents Risk-Adjusted Indicators
There is a big difference between Brompton Etf performing well and Brompton Tech 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 Brompton Tech'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| XUT | 0.41 | 0.09 | 0.18 | -0.67 | 0.65 | 0.89 | 4.15 | |||
| XMA | 1.92 | 0.36 | 0.09 | 0.25 | 3.39 | 3.86 | 13.90 | |||
| XMV | 0.40 | 0.07 | 0.16 | 0.18 | 0.49 | 0.89 | 2.75 | |||
| EMAX | 0.93 | 0.26 | 0.30 | -18.02 | 0.73 | 2.37 | 3.96 | |||
| AMAX | 2.02 | 0.28 | 0.07 | 0.17 | 3.38 | 4.26 | 15.28 | |||
| ZFN | 0.80 | -0.03 | 0.00 | -0.08 | 0.00 | 1.74 | 5.20 | |||
| XSEA | 0.59 | 0.04 | 0.06 | 0.02 | 0.93 | 1.25 | 4.75 | |||
| QBTL | 0.97 | -0.03 | 0.05 | -0.02 | 1.15 | 2.32 | 6.53 | |||
| VRIF | 0.23 | 0.01 | 0.13 | 0.00 | 0.33 | 0.41 | 1.50 | |||
| VXM | 0.63 | 0.15 | 0.17 | 0.21 | 0.71 | 1.44 | 4.30 |
Risk Metrics, Assumptions & Methodology
Volatility for Brompton Tech reflects price dispersion, spread stability, and underlying basket liquidity conditions. Standard deviation provides a baseline measure of variability magnitude.
This section for Brompton Tech Leaders is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardBrompton Tech Investment Opportunity
Measured over the selected horizon, Brompton Tech Leaders carries roughly 1.66 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 Brompton Tech Leaders to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a moderate downward daily trend and can be a good diversifier. Check odds of Brompton Tech to be traded at C$25.53 in 90 days.Weak diversification
Across the chosen horizon, TLF and DJI show a correlation of 0.38 and fall into the Weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Brompton Tech Additional Risk Indicators
Risk analysis around Brompton Tech Leaders 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 | -0.05 | |||
| Market Risk Adjusted Performance | -0.08 | |||
| Mean Deviation | 1.08 | |||
| Coefficient Of Variation | -1,566 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.78 | |||
| Information Ratio | -0.04 |
Brompton Tech Suggested Diversification Pairs
Pair trading with Brompton Tech 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.
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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 Brompton Tech 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. Brompton Tech'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, Brompton Tech'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 Brompton Tech Leaders.
More Resources for Brompton Etf Analysis
Other Information on Investing in Brompton Etf
Brompton Tech financial ratios help frame valuation context across profits, cash flow, and enterprise value. They help compare Brompton across measures in a consistent way.