Dream Homes Development Stock Volatility
| DREM Stock | USD 0.01 -0.01 -33.33% |
Dream Homes Development shows very high price volatility over the last 3 months. Dream Homes Development currently reflects a Sharpe ratio of 0.0116, reflecting risk-adjusted gains over the last 3 months. The current volatility backdrop is described by 27 technical indicators.
Sharpe Ratio = 0.0116
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Latest disclosures for Dream Homes Development show a Market Risk Adjusted Performance of -0.1%, a Risk of 12.45, and a Risk Adjusted Performance of 0.02%. Dream Homes is currently underperforming relative to its full potential based on monthly moving average. Adding it to a well-diversified portfolio context can help capture more of its return potential.
Key indicators related to Dream Homes' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Dream Homes measures the dispersion of its pink sheet returns around their average. High-volatility pink sheets offer greater return potential but require more active risk management.
Dream |
Volatility Strategy
Volatility in Dream Homes Development reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 12.45% with a beta coefficient of -1.94, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0116, evaluates return per unit of total risk. An alpha value of -0.065 reflects performance relative to systematic market exposure. Expected return estimates near 0.14% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to Dream Homes' market risk premium analysis include:
Beta -1.94 | Alpha -0.07 | Risk 12.45 | Sharpe Ratio 0.0116 | Expected Return 0.14 |
Sensitivity To Market
The beta coefficient of -1.94 for Dream Homes Development 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 12.45%.Dream Homes Development return patterns over the selected horizon reflect a very high level of variability, based on dispersion and downside-focused statistics. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze Dream Homes Development Demand TrendCheck current 90 days Dream Homes correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of Dream quantifies daily price dispersion around the mean over your chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 12.45 |
Understanding the asymmetry between upside and downside risk is critical for investors in Dream Homes. Standard deviation measures total price dispersion including upside, while downside deviation captures only loss risk in Dream Homes' returns. Latest disclosures for Dream Homes Development show a Downside Deviation of 19.62, a Downside Variance of 384.85, and a Maximum Drawdown of 93.59.
Pink Sheet Volatility Analysis
Volatility is a statistical measure of the dispersion of Dream Homes pink sheet returns over a given period of time. Volatility measures how much Dream Homes' pink sheet price deviates from its average over a period.
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This analysis covers sixty-one data points across the selected time horizon. Dream Homes Development 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 Dream Homes Development has a beta of -1.9414 suggesting as returns on its benchmark rise, returns on Dream Homes Development are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Dream Homes is expected to outperform its benchmark.Dream Homes 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. Latest disclosures for Dream Homes Development show a Downside Deviation of 19.62, a Mean Deviation of 4.74, and a Semi Deviation of 7.59.
Predicted Return Density |
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What Drives Dream Homes' Price Volatility?
Several factors can influence Dream Homes' market volatility:Industry Dynamics
Sector-level events can directly affect Dream Homes' price stability. Regulatory changes, supply disruptions, or shifts in demand within Dream Homes' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Dream Homes.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Dream Homes' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Dream Homes. During periods of economic expansion, Dream Homes' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Dream Homes' Company-Specific Factors
Volatility can also stem from events unique to Dream Homes. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Dream Homes' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Dream Homes' share price.Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Dream Homes is 8604.88. The daily returns are distributed with a variance of 154.94 and standard deviation of 12.45. The mean deviation of Dream Homes Development is currently at 5.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.065 | |
β | Beta against Dow Jones | -1.9414 | |
σ | Overall volatility | 12.45 | |
Ir | Information ratio | 0.02 |
Pink Sheet Return Volatility
Volatility for Dream Homes quantifies the day-to-day dispersion of pink sheet returns around their historical average. The firm carries 12.4474% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8388% 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
Dream Homes Company may look attractive on headline returns alone, but deeper analysis often tells a different story. A thorough review of Dream Homes' 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 | ||
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| BDVB | 4.53 | 0.64 | 0.03 | 0.15 | 7.35 | 14.31 | 111.53 | |||
| KITL | 8.37 | -0.62 | 0.00 | -2.98 | 0.00 | 16.67 | 61.74 | |||
| CHSH | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SSTU | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GMER | 3.36 | -0.17 | 0.00 | -0.47 | 0.00 | 13.85 | 27.19 | |||
| ZAAG | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| TIPS | 27.00 | 1.39 | 0.05 | -0.61 | 27.55 | 75.00 | 194.50 | |||
| DHHXF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RVRVF | 10.40 | 3.12 | 0.00 | -0.78 | 0.00 | 19.30 | 194.76 | |||
| CAGR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Dream Homes measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. Dream Homes has a market cap of 2.08 M, P/E of 6.2, ROE of 113.22%.
This section for Dream Homes Development 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 BoardDream Homes Investment Opportunity
Dream Homes Development currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 14.82. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Dream Homes Development to protect the portfolio 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 very speculative downward sentiment. The market maybe over-reacting. Check odds of Dream Homes to be traded at $0.0133 in 90 days.Moderate diversification
Across the chosen horizon, Dream Homes and Dow Jones show a correlation of 0.23 and fall into the Moderate diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
Dream Homes Additional Risk Indicators
Risk analysis around Dream Homes Development becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0184 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 4.74 | |||
| Semi Deviation | 7.59 | |||
| Downside Deviation | 19.62 | |||
| Coefficient Of Variation | 8873.81 | |||
| Standard Deviation | 12.06 |
Dream Homes Suggested Diversification Pairs
A pair strategy built around Dream Homes Development is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Dream Homes' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Dream Homes' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
More Resources for Dream Pink Sheet Analysis
Other Information on Investing in Dream Pink Sheet
At Dream Homes, financial ratios outline links between core financial data. It keeps financial comparisons aligned across time frames.