ZW Data Action Stock Volatility
| CNET Stock | USD 0.72 -0.06 -7.69% |
ZW Data Action shows a high volatility profile over the current evaluation window. It exhibits a Sharpe Ratio (Efficiency) of -0.0641, reflecting negative risk-adjusted performance over the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0641
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| Negative Returns | CNET |
For ZW Data Action, recent data highlights a Market Risk Adjusted Performance of -16.9%, a Risk of 9.12, and a Risk Adjusted Performance of -0.04%. Based on recent moving average trends, ZW Data has not achieved its theoretical performance maximum. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to ZW Data's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of ZW Data determines how much ZW Data'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 ZW Data exposure.
Volatility Strategy
Volatility in ZW Data Action reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 9.12% with a beta coefficient of 0.034, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0641, evaluates return per unit of total risk. An alpha value of -0.57 reflects performance relative to systematic market exposure. Expected return estimates near -0.58% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to ZW Data's market risk premium analysis include:
Beta 0.034 | Alpha -0.57 | Risk 9.12 | Sharpe Ratio -0.06 | Expected Return -0.58 |
Moving together with CNET Stock
| 0.71 | CHR | Cheer Holding | PairCorr |
| 0.86 | FTRK | FAST TRACK GROUP | PairCorr |
| 0.94 | OML | OohMedia | PairCorr |
| 0.82 | KFY | Korn Ferry | PairCorr |
| 0.86 | JKHY | Jack Henry Associates | PairCorr |
Moving against CNET Stock
| 0.91 | VIAV | Viavi Solutions Tech Boost | PairCorr |
| 0.9 | JFBC | Jeffersonville Bancorp Normal Trading | PairCorr |
| 0.9 | GPAK | Gamer Pakistan Common | PairCorr |
| 0.87 | NVSEF | Novartis AG | PairCorr |
| 0.86 | FIVE | Five Below Earnings Call This Week | PairCorr |
| 0.84 | CUB | Lionheart Holdings | PairCorr |
| 0.84 | GILD | Gilead Sciences Sell-off Trend | PairCorr |
| 0.75 | RTX | Raytheon Technologies | PairCorr |
| 0.62 | SDHI | Siddhi Acquisition Corp | PairCorr |
| 0.43 | AMBR | Amber International | PairCorr |
Sensitivity To Market
The beta coefficient of 0.034 for ZW Data Action 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 9.12%.ZW Data Action return patterns over the selected horizon reflect a high level of variability, based on dispersion and downside-focused statistics. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze ZW Data Action Demand TrendCheck current 90 days ZW Data correlation with market (Dow Jones Industrial)Downside Risk
CNET 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 | 9.12 |
The difference between upside risk and downside risk is meaningful for ZW Data investors. Upside risk is measured by ZW Data's standard deviation, while downside risk is captured by semi-deviation or downside deviation of ZW Data's daily returns. For ZW Data Action, recent data highlights a Maximum Drawdown of 72.84.
Stock Volatility Analysis
When measuring the risk of ZW Data stock, volatility is a critical metric. It indicates how dramatically ZW Data's price swings over a specific time horizon. A stock with high volatility can produce outsized gains or losses compared to a low-volatility alternative.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. ZW Data Action 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 ZW Data has a beta of 0.034 suggesting as returns on the market go up, ZW Data's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding ZW Data Action is expected to be smaller as well.ZW Data 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. For ZW Data Action, recent data highlights a Mean Deviation of 4.88 and a Standard Deviation of 8.82.
Predicted Return Density |
| Returns |
What Drives ZW Data's Price Volatility?
Several factors can influence ZW Data's market volatility:Industry Dynamics
Sector-level events can directly affect ZW Data's price stability. Regulatory changes, supply disruptions, or shifts in demand within ZW Data'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 ZW Data.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for ZW Data's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward ZW Data. During periods of economic expansion, ZW Data's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.ZW Data's Company-Specific Factors
Volatility can also stem from events unique to ZW Data. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in ZW Data's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on ZW Data's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of ZW Data is -1559.61. The daily returns are distributed with a variance of 83.09 and standard deviation of 9.12. The mean deviation of ZW Data Action is currently at 4.93. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.573 | |
β | Beta against Dow Jones | 0.03 | |
σ | Overall volatility | 9.12 | |
Ir | Information ratio | -0.0556 |
Stock Return Volatility
Volatility for ZW Data quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 9.1155% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
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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
ZW Data Company may look attractive on headline returns alone, but deeper analysis often tells a different story. A thorough review of ZW Data's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BAOS | 3.19 | -0.36 | 0.00 | 3.52 | 0.00 | 5.78 | 22.92 | |||
| CMCM | 2.78 | 0.03 | 0.06 | -0.12 | 3.36 | 8.13 | 20.19 | |||
| KUKE | 31.51 | 5.79 | 0.21 | -0.37 | 25.62 | 150.00 | 382.50 | |||
| ONFO | 4.10 | 0.07 | 0.00 | -0.02 | 0.00 | 10.29 | 28.08 | |||
| STFS | 4.18 | -0.24 | 0.00 | 0.16 | 0.00 | 14.61 | 44.25 | |||
| CHR | 4.47 | -0.68 | 0.00 | -0.51 | 0.00 | 11.72 | 27.72 | |||
| LCFY | 4.63 | 0.63 | 0.09 | 0.17 | 4.82 | 10.22 | 61.19 | |||
| HOFV | 5.60 | -0.66 | 0.00 | -5.64 | 0.00 | 12.50 | 35.42 | |||
| LDWY | 3.76 | 0.39 | 0.07 | 0.42 | 5.16 | 11.46 | 33.69 | |||
| SWAG | 2.92 | -0.16 | 0.00 | -0.24 | 0.00 | 7.00 | 18.32 |
Risk Metrics, Assumptions & Methodology
Volatility for ZW Data measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. ZW Data has a market cap of 2.35 M, ROE of -49.51%.
This section for ZW Data Action is built from periodic company reporting 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:
Rifka Kats - Member of Macroaxis Editorial BoardZW Data Investment Opportunity
Measured over the selected horizon, ZW Data Action carries roughly 10.99 times the return volatility of Dow Jones Industrial. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use ZW Data Action 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 highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a very speculative upward sentiment. Check odds of ZW Data to be traded at $0.684 in 90 days.Modest diversification
For the present investment horizon, the measured correlation between CNET and DJI stands at 0.21, or Modest diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
ZW Data Additional Risk Indicators
Secondary risk indicators for ZW Data Action can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -16.93 | |||
| Mean Deviation | 4.88 | |||
| Coefficient Of Variation | -1,558 | |||
| Standard Deviation | 8.82 | |||
| Variance | 77.72 | |||
| Information Ratio | -0.06 |
ZW Data Suggested Diversification Pairs
Pair analysis around ZW Data Action matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
| Salesforce vs. ZW Data | ||
| Visa vs. ZW Data | ||
| Alphabet vs. ZW Data | ||
| GM vs. ZW Data | ||
| Dupont De vs. ZW Data | ||
| Citigroup vs. ZW Data |
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. ZW Data's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing ZW Data's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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