Bullish Stock Volatility
| BLSH Stock | 34.96 -0.06 -0.17% |
Across the designated horizon, Bullish continues to post a minimal volatility profile. At this stage, Bullish shows a Sharpe Ratio (Efficiency) of -0.0805, reflecting poor reward-to-volatility behavior over the last 3 months. We detected 24 technical indicators affecting the current volatility setup.
Sharpe Ratio = -0.0805
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BLSH |
Bullish's financial profile includes a Market Risk Adjusted Performance of 1.6%, a Risk of 4.45, and a Risk Adjusted Performance of -0.1%. Monthly data shows Bullish is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to Bullish's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Bullish's beta measures how much Bullish's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether Bullish's risk is primarily market-driven or company-specific.
Bullish Volatility Strategy
Volatility in Bullish contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 4.45% with a beta coefficient of -0.24, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0805, evaluates return per unit of total risk. An alpha value of -0.37 reflects performance relative to systematic market exposure. Expected return estimates near -0.36% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Revenue outlook adjustments can impact price movement.
Main indicators related to Bullish's market risk premium analysis include:
Beta -0.24 | Alpha -0.37 | Risk 4.45 | Sharpe Ratio -0.08 | Expected Return -0.36 |
Moving together with Bullish Stock
| 0.75 | MSFT | Microsoft Aggressive Push | PairCorr |
Moving against Bullish Stock
| 0.77 | XOM | Exxon Mobil Corp | PairCorr |
| 0.76 | CVX | Chevron Corp | PairCorr |
| 0.73 | MRK | Merck Company | PairCorr |
| 0.72 | PFE | Pfizer Inc | PairCorr |
| 0.71 | HD | Home Depot | PairCorr |
| 0.7 | WMT | Walmart Common Stock | PairCorr |
| 0.68 | DD | Dupont De Nemours | PairCorr |
| 0.68 | INTC | Intel | PairCorr |
| 0.65 | VZ | Verizon Communications Sell-off Trend | PairCorr |
| 0.5 | BA | Boeing | PairCorr |
Bullish Sensitivity To Market
Bullish'sBullish relative market sensitivity is quantified by its beta value of -0.24. This regression-derived coefficient reflects systematic risk. Total return variability is about 4.45%.This summary describes how Bullish has moved rather than why it moved. Standard deviation is near 4.45% and downside deviation is near 0.0%. Stock dispersion can change materially during earnings seasons and macro data releases.
3 Months Beta |Analyze Bullish Demand TrendCheck current 90 days Bullish correlation with market (Dow Jones Industrial)Bullish Downside Risk
Standard deviation of Bullish 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 | 4.45 |
For investors in Bullish, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in Bullish's returns. Bullish's financial profile includes a Maximum Drawdown of 21.75.
Bullish Stock Volatility Analysis
Analyzing Bullish volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in Bullish's stock 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. Bullish 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.
Bullish Projected Return Density Against Market
Given the investment horizon of 90 days Bullish has a beta of -0.2363 suggesting as returns on the benchmark increase, returns on holding Bullish are expected to decrease at a much lower rate. During a bear market, however, Bullish is likely to outperform the market.Bullish remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Bullish's financial profile includes a Mean Deviation of 3.09 and a Standard Deviation of 4.45.
Predicted Return Density |
| Returns |
What Drives a Bullish Price Volatility?
Several factors can influence a stock'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.Bullish Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Bullish is -1242.76. The daily returns are distributed with a variance of 19.84 and standard deviation of 4.45. The mean deviation of Bullish is currently at 3.09. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.78
α | Alpha over Dow Jones | -0.3684 | |
β | Beta against Dow Jones | -0.2363 | |
σ | Overall volatility | 4.45 | |
Ir | Information ratio | -0.0827 |
Bullish Stock Return Volatility
Bullish historical daily return volatility represents how much of Bullish stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 4.4538% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7948% 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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Risk-Adjusted Indicators
There is a big difference between Bullish Stock performing well and Bullish Company 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 Bullish'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CFLT | 0.17 | 0.04 | 0.18 | -1.06 | 0.00 | 0.47 | 1.19 | |||
| DOX | 1.21 | -0.10 | 0.00 | -0.12 | 0.00 | 1.81 | 10.32 | |||
| PATH | 3.25 | -0.16 | 0.00 | -0.16 | 0.00 | 7.52 | 34.09 | |||
| ESTC | 2.62 | -0.37 | 0.00 | -0.19 | 0.00 | 4.71 | 21.62 | |||
| VRNS | 2.65 | -0.36 | 0.00 | -0.36 | 0.00 | 4.65 | 24.09 | |||
| SOUN | 3.02 | -0.62 | 0.00 | 1.71 | 0.00 | 6.32 | 22.82 | |||
| DBX | 1.26 | -0.15 | 0.00 | 1.75 | 0.00 | 2.53 | 7.55 | |||
| KVYO | 3.43 | -0.46 | 0.00 | 1.18 | 0.00 | 5.23 | 18.32 | |||
| WIX | 2.76 | -0.13 | 0.00 | 0.22 | 0.00 | 6.04 | 12.84 | |||
| TTAN | 2.85 | -0.39 | 0.00 | 2.53 | 0.00 | 4.88 | 16.39 |
Bullish Volatility Profile
Volatility for Bullish measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. Bullish is assessed in terms of its structural contribution to portfolio diversification and long-term stability.
Methodology
Unless otherwise specified, financial data for Bullish is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Bullish (USA Stocks:BLSH) prices are typically delayed by approximately 20 minutes from primary exchanges for listed equities. 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.
Assumptions
Our reporting uses public filings and market reference sources and institutional disclosures from U.S. Securities and Exchange Commission (SEC) via EDGAR. Normalization procedures may introduce minor timing offsets. 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.Analyst Sources
Bullish may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
Bullish Investment Opportunity
Measured over the selected horizon, Bullish carries roughly 5.63 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 Bullish to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of Bullish to be traded at 34.61 in 90 days.Excellent diversification
Across the chosen horizon, BLSH and DJI show a correlation of -0.51 and fall into the Excellent diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Bullish Additional Risk Indicators
Risk analysis around Bullish 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 | 1.57 | |||
| Mean Deviation | 3.09 | |||
| Coefficient Of Variation | -1,243 | |||
| Standard Deviation | 4.45 | |||
| Variance | 19.84 | |||
| Information Ratio | -0.08 |
Bullish Suggested Diversification Pairs
Pair trading with Bullish 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.
| Dupont De vs. Bullish | ||
| Citigroup vs. Bullish | ||
| Bank of America vs. Bullish | ||
| Visa vs. Bullish | ||
| Microsoft vs. Bullish | ||
| Walker Dunlop vs. Bullish | ||
| Ford vs. Bullish | ||
| Alphabet vs. Bullish | ||
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 Bullish 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. Bullish'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, Bullish'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 Bullish.
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