Target Group Stock Volatility
| CBDY Stock | USD 0.0017 0.0001 6.25% |
Over the designated horizon, Target Group maintains a very high volatility profile. Target Group continues to report a Sharpe Ratio (Efficiency) of 0.0472, suggesting positive return efficiency over the last 3 months. There are 29 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.0472
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | CBDY | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Target Group posted a Market Risk Adjusted Performance of 1.1%, a Risk of 10.14, and a Risk Adjusted Performance of 0.03% for the reported period. Monthly moving average analysis places Target at roughly 3% of its prior performance bandwidth. Its effect inside a well-diversified portfolio would be influenced by cross-asset correlation.
Key indicators related to Target's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Target's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Target's typical price swings and is a primary input in options pricing models.
Target |
Volatility Strategy
Target Group return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 10.14% with a beta coefficient of 0.28, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0472, evaluates return per unit of total risk. An alpha value of 0.34 reflects performance relative to systematic market exposure. Expected return estimates near 0.48% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Valuation adjustments may drive price swings.
Main indicators related to Target's market risk premium analysis include:
Beta 0.28 | Alpha 0.34 | Risk 10.14 | Sharpe Ratio 0.0472 | Expected Return 0.48 |
Moving against Target Pink Sheet
| 0.64 | TAK | Takeda Pharmaceutical | PairCorr |
| 0.6 | EC | Ecopetrol SA ADR | PairCorr |
| 0.59 | NVSEF | Novartis AG | PairCorr |
| 0.59 | TATT | Tat Techno | PairCorr |
| 0.58 | CWQXF | Castellum AB | PairCorr |
| 0.55 | PTITF | PT Indosat Tbk | PairCorr |
| 0.52 | TKPHF | Takeda Pharmaceutical | PairCorr |
| 0.49 | HLN | Haleon plc | PairCorr |
| 0.45 | HLNCF | Haleon plc | PairCorr |
| 0.34 | TEVA | Teva Pharma Industries | PairCorr |
Sensitivity To Market
Target Group exhibits a beta of 0.28, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 10.14%.Volatility metrics for Target Group describe how stable or unstable returns have been over the selected window. Current downside deviation is about 16.74%. Equity volatility can rise when analyst revisions or guidance changes shift expectations quickly.
3 Months Beta |Analyze Target Group Demand TrendCheck current 90 days Target correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Target measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 10.14 |
Standard deviation captures both upside and downside movement in Target. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Target's returns. Target Group posted a Downside Deviation of 16.74, a Downside Variance of 280.28, and a Maximum Drawdown of 57.79 for the reported period.
Pink Sheet Volatility Analysis
Target pink sheet volatility is a measure of the speed and extent of Target's price movements. High volatility generally means the pink sheet price moves dramatically up or down in a short period of time. Low volatility means Target's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Target Group 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 Target has a beta of 0.283 suggesting as returns on the market go up, Target's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Target Group is expected to be smaller as well.Investors in Target face systematic risk from overall pink sheet market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Target Group posted a Downside Deviation of 16.74, a Mean Deviation of 5.00, and a Semi Deviation of 7.32 for the reported period.
Predicted Return Density |
| Returns |
What Drives Target's Price Volatility?
Several factors can influence Target's market volatility:Industry Dynamics
Sector-level events can directly affect Target's price stability. Regulatory changes, supply disruptions, or shifts in demand within Target's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Target.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Target's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Target. During periods of economic expansion, Target's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Target's Company-Specific Factors
Volatility can also stem from events unique to Target. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Target's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Target's share price.Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Target is 2118.97. The daily returns are distributed with a variance of 102.91 and standard deviation of 10.14. The mean deviation of Target Group is currently at 4.68. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.34 | |
β | Beta against Dow Jones | 0.28 | |
σ | Overall volatility | 10.14 | |
Ir | Information ratio | 0.04 |
Pink Sheet Return Volatility
Target return volatility captures the typical daily swing in pink sheet returns relative to the mean over the selected period. The company has volatility of 10.1444% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8255% 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
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Risk-Adjusted Indicators
Evaluating Target Pink Sheet requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CPMD | 7.76 | 1.18 | 0.10 | 1.52 | 7.65 | 22.50 | 93.09 | |||
| EXMT | 11.82 | 1.94 | 0.07 | 1.53 | 11.69 | 33.33 | 133.33 | |||
| ALID | 2.85 | -1.37 | 0.00 | -1.46 | 0.00 | 0.00 | 95.50 | |||
| LVVEF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SRUTF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BMMJ | 16.72 | 1.49 | 0.06 | 0.51 | 19.48 | 48.57 | 121.50 | |||
| MJNA | 23.55 | 6.14 | 0.12 | 5.59 | 20.20 | 100.00 | 166.67 | |||
| MSTH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| BINP | 13.22 | 3.35 | 0.12 | -130.46 | 14.22 | 35.00 | 176.17 | |||
| PHBI | 6.46 | 0.05 | 0.00 | -0.07 | 0.00 | 13.33 | 62.73 |
Risk Metrics, Assumptions & Methodology
Volatility for Target measures return dispersion and uncertainty over time. Observed drawdowns appear relatively moderate compared with broader market swings. Target has a market cap of 2.47 M, ROE of -23.05%.
For Target Group, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardTarget Investment Opportunity
Target Group is about 12.22 times more volatile than Dow Jones Industrial based on recent return behavior. Used properly, this comparison helps investors decide whether the extra volatility is strategic or simply uncompensated risk.You can use Target Group to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Target to be traded at $0.0021 in 90 days.Good diversification
CBDY currently posts a -0.04 correlation with DJI, indicating a Good diversification relationship for the active sample. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
Target Additional Risk Indicators
Risk analysis around Target Group 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 | 0.0346 | |||
| Market Risk Adjusted Performance | 1.14 | |||
| Mean Deviation | 5.0 | |||
| Semi Deviation | 7.32 | |||
| Downside Deviation | 16.74 | |||
| Coefficient Of Variation | 3132.12 | |||
| Standard Deviation | 10.34 |
Target Suggested Diversification Pairs
A pair strategy built around Target Group is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
| Bank of America vs. Target | ||
| Salesforce vs. Target | ||
| Visa vs. Target | ||
| Ford vs. Target | ||
| Dupont De vs. Target | ||
| Alphabet vs. Target | ||
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Target, market-wide risk remains. What pair trading can address is Target's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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