1StdibsCom Stock Volatility
| DIBS Stock | USD 5.48 0.01 0.18% |
1StdibsCom currently reflects a minimal volatility profile across the selected horizon. Its Sharpe Ratio (Efficiency) stands at -0.0229, which points to negative risk-adjusted returns over the last 3 months. We found 24 technical indicators contributing to the current risk picture.
Sharpe Ratio = -0.0229
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| Negative Returns | DIBS |
Latest disclosures for 1StdibsCom show a Market Risk Adjusted Performance of -1.6%, a Risk of 3.18, and a Risk Adjusted Performance of -0.04%. 1StdibsCom is currently underperforming relative to its full potential based on monthly moving average. A well-diversified portfolio allocation may improve risk-adjusted returns.
Key indicators related to 1StdibsCom's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for 1StdibsCom measures the dispersion of its stock returns around their average. Higher volatility implies greater uncertainty about 1StdibsCom's future price, while lower volatility suggests more predictable price behavior.
1StdibsCom | Build AI portfolio with 1StdibsCom Stock |
1StdibsCom Volatility Strategy
Market variability in 1StdibsCom affects how it contributes to portfolio dispersion. Observed price cycles may shift risk-adjusted exposure. Current statistical measures show total volatility near 3.18% with a beta coefficient of 0.12, 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 -0.2 reflects performance relative to systematic market exposure. Expected return estimates near -0.073% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.
Main indicators related to 1StdibsCom's market risk premium analysis include:
Beta 0.12 | Alpha -0.20 | Risk 3.18 | Sharpe Ratio -0.02 | Expected Return -0.07 |
Moving against 1StdibsCom Stock
| 0.79 | BDX | Becton Dickinson | PairCorr |
| 0.75 | LGL | LGL Group | PairCorr |
| 0.75 | SOUL | Soulpower Acquisition | PairCorr |
| 0.71 | JOB | GEE Group | PairCorr |
| 0.67 | AIQUF | LAir Liquide SA | PairCorr |
| 0.37 | VDKB | Vodka Brands Corp | PairCorr |
1StdibsCom Sensitivity To Market
1StdibsCom'sBeta analysis for 1StdibsCom evaluates how its price movements correlate with the broader market. Beta is calculated as the slope of the regression between asset returns and benchmark returns. With a beta of 0.12, 1StdibsCom reflects measurable exposure to systematic risk. Observed total volatility stands near 3.18%.Recent trading in 1StdibsCom shows a measurable level of volatility. Downside deviation is near 0.0% and semi-deviation is near 0.0%, which emphasize downside-focused movement. Options markets imply a forward-looking volatility estimate near 92.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For 1StdibsCom, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Analyze 1StdibsCom Demand TrendCheck current 90 days 1StdibsCom correlation with market (Dow Jones Industrial)1StdibsCom Downside Risk
Standard deviation of 1StdibsCom quantifies daily price dispersion around the mean over your chosen time horizon. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 3.18 |
Understanding the asymmetry between upside and downside risk is critical for investors in 1StdibsCom. Upside risk is captured by 1StdibsCom's standard deviation, while downside risk is measured by semi-deviation or downside deviation of 1StdibsCom's daily returns. Latest disclosures for 1StdibsCom show a Maximum Drawdown of 18.81.
Using 1StdibsCom Put Option to Manage Risk Based on 2026-06-18 Contracts
Latest disclosures for 1StdibsCom show an Option Implied Volatility of 0.92 and an Option Max Pain Price of -1. A put option on 1StdibsCom gives the holder the right, but not the obligation, to sell 1StdibsCom shares at a predetermined strike price before expiration. Investors often purchase put options on 1StdibsCom Stock as a form of portfolio insurance.
1StdibsCom's PUT expiring on 2026-06-18
Profit |
| 1StdibsCom Price At Expiration |
Current 1StdibsCom Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | DIBS260618P00002500 | -0.103235 | 0.024407 | 2 | 2026-06-18 | 0.0 - 0.75 | 0.0 | View |
1StdibsCom Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of 1StdibsCom stock returns over a given period of time. It is generally measured from either the standard deviation or variance between returns from that same stock. In most cases, the higher the volatility, the riskier the stock.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. 1StdibsCom 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.
1StdibsCom Projected Return Density Against Market
Given the investment horizon of 90 days 1StdibsCom has a beta of 0.1226 suggesting as returns on the market go up, 1StdibsCom's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding 1StdibsCom is expected to be smaller as well.Risk for 1StdibsCom can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the stock market cannot be eliminated. Historical beta and volatility measures provide context. Latest disclosures for 1StdibsCom show a Mean Deviation of 2.06, an Option Implied Volatility of 0.92, and a Standard Deviation of 3.20.
Predicted Return Density |
| Returns |
What Drives a 1StdibsCom 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.1StdibsCom Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of 1StdibsCom is -4359.18. The daily returns are distributed with a variance of 10.13 and standard deviation of 3.18. The mean deviation of 1StdibsCom is currently at 1.96. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.2018 | |
β | Beta against Dow Jones | 0.12 | |
σ | Overall volatility | 3.18 | |
Ir | Information ratio | -0.0595 |
1StdibsCom Stock Return Volatility
1StdibsCom historical daily return volatility represents how much of 1StdibsCom stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 3.1827% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7724% 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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Risk-Adjusted Indicators
There is a big difference between 1StdibsCom Stock performing well and 1StdibsCom 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 1StdibsCom'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AKA | 2.65 | -0.13 | 0.00 | -0.15 | 0.00 | 6.54 | 13.78 | |||
| BARK | 3.06 | 0.28 | 0.10 | 0.30 | 2.46 | 6.67 | 30.25 | |||
| NPT | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CLAR | 1.77 | -0.26 | 0.00 | -0.18 | 0.00 | 3.50 | 11.50 | |||
| COOK | 4.72 | -0.29 | 0.00 | -0.16 | 0.00 | 9.26 | 48.56 | |||
| PLBY | 4.53 | 0.14 | 0.02 | 0.06 | 5.30 | 14.35 | 48.09 | |||
| FFAI | 4.15 | -1.33 | 0.00 | -2.22 | 0.00 | 9.82 | 32.37 | |||
| PLCE | 3.10 | -0.88 | 0.00 | -0.42 | 0.00 | 5.32 | 40.01 | |||
| VRM | 5.17 | -0.42 | 0.00 | -0.41 | 0.00 | 12.67 | 28.65 | |||
| CAAS | 1.33 | 0.07 | 0.04 | 0.09 | 1.65 | 2.52 | 10.21 |
About 1StdibsCom Volatility Analysis
Volatility for 1StdibsCom measures return dispersion and uncertainty over time. Lower liquidity may increase execution variability. 1StdibsCom has market cap of 200.28 M, ROE of -14.17%.
Unless otherwise specified, financial data for 1StdibsCom 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. 1StdibsCom may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
1StdibsCom Investment Opportunity
Measured over the selected horizon, 1StdibsCom carries roughly 4.13 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 1StdibsCom to enhance the returns of your portfolios. 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 normal upward fluctuation. Check odds of 1StdibsCom to be traded at $5.75 in 90 days.Excellent diversification
Across the chosen horizon, DIBS and DJI show a correlation of -0.56 and fall into the Excellent diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
1StdibsCom Additional Risk Indicators
Risk analysis around 1StdibsCom 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 | -0.04 | |||
| Market Risk Adjusted Performance | -1.65 | |||
| Mean Deviation | 2.06 | |||
| Coefficient Of Variation | -1,658 | |||
| Standard Deviation | 3.2 | |||
| Variance | 10.27 | |||
| Information Ratio | -0.06 |
1StdibsCom Suggested Diversification Pairs
Pair trading with 1StdibsCom 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 1StdibsCom 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. 1StdibsCom'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, 1StdibsCom'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 1StdibsCom.
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