BitFuFu Class A Stock Volatility
| FUFU Stock | 2.44 -0.03 -1.21% |
BitFuFu Class A shows a minimal volatility profile over the current evaluation window. From an efficiency perspective, BitFuFu Class A records a Sharpe Ratio (Efficiency) of 0.0087, reflecting risk-adjusted gains over the last 3 months. We found 23 technical indicators contributing to the current risk picture.
Sharpe Ratio = 0.0087
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| Negative Returns | FUFU |
BitFuFu Class A (FUFU) recorded a Market Risk Adjusted Performance of -0.2%, a Risk of 5.65, and a Risk Adjusted Performance of -0.01%. Based on recent moving average trends, BitFuFu has not achieved its theoretical performance maximum. Pairing it with a well-diversified portfolio structure may improve overall efficiency.
Key indicators related to BitFuFu's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The volatility profile of BitFuFu determines how much BitFuFu'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 BitFuFu exposure.
Volatility Strategy
Volatility in BitFuFu Class A reflects changing market conditions that influence diversification outcomes. Current statistical measures show total volatility near 5.65% with a beta coefficient of 0.65, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0087, evaluates return per unit of total risk. An alpha value of -0.11 reflects performance relative to systematic market exposure. Expected return estimates near 0.049% 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 BitFuFu's market risk premium analysis include:
Beta 0.65 | Alpha -0.11 | Risk 5.65 | Sharpe Ratio 0.0087 | Expected Return 0.049 |
Moving together with BitFuFu Stock
| 0.63 | BL | Blackline | PairCorr |
| 0.68 | VERX | Vertex | PairCorr |
| 0.62 | DUOT | Duos Technologies Buyout Trend | PairCorr |
| 0.62 | 762 | PKSHA TECHNOLOGY INC | PairCorr |
| 0.7 | EGAN | eGain | PairCorr |
| 0.64 | LSS | Lectra SA | PairCorr |
Moving against BitFuFu Stock
Sensitivity To Market
BitFuFu'sThe beta coefficient of 0.65 for BitFuFu Class A 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 5.65%.BitFuFu Class A return patterns over the selected horizon reflect a minimal level of variability, based on dispersion and downside-focused statistics. For BitFuFu Class A, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Analyze BitFuFu Class A Demand TrendCheck current 90 days BitFuFu correlation with market (Dow Jones Industrial)Downside Risk
BitFuFu 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 | 5.65 |
The difference between upside risk and downside risk is meaningful for BitFuFu investors. Upside risk is measured by BitFuFu's standard deviation, while downside risk is captured by semi-deviation or downside deviation of BitFuFu's daily returns. BitFuFu Class A (FUFU) recorded a Maximum Drawdown of 31.32.
Stock Volatility Analysis
When measuring the risk of BitFuFu stock, volatility is a critical metric. It indicates how dramatically BitFuFu'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 |
The output start index for this execution was zero with a total number of output elements of sixty-one. BitFuFu Class A 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.
BitFuFu Projected Return Density Against Market
Given the investment horizon of 90 days BitFuFu has a beta of 0.648 . This usually indicates as returns on the market go up, BitFuFu's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding BitFuFu Class A is expected to be smaller as well.BitFuFu 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. BitFuFu Class A (FUFU) recorded a Mean Deviation of 4.02 and a Standard Deviation of 5.62.
Predicted Return Density |
| Returns |
What Drives a BitFuFu 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.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of BitFuFu is 11546.35. The daily returns are distributed with a variance of 31.95 and standard deviation of 5.65. The mean deviation of BitFuFu Class A is currently at 4.01. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.1072 | |
β | Beta against Dow Jones | 0.65 | |
σ | Overall volatility | 5.65 | |
Ir | Information ratio | -0.0163 |
Stock Return Volatility
BitFuFu historical daily return volatility represents how much of BitFuFu stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 5.6529% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7855% 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 BitFuFu Stock performing well and BitFuFu 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 BitFuFu'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NPB | 1.55 | 0.05 | 0.03 | 0.01 | 1.79 | 3.68 | 8.26 | |||
| CCAP | 1.16 | -0.13 | 0.00 | -0.24 | 0.00 | 2.36 | 7.26 | |||
| ALRS | 1.39 | 0.17 | 0.09 | 0.10 | 1.66 | 2.86 | 9.30 | |||
| AXG | 3.41 | 0.25 | 0.06 | -1.64 | 4.38 | 10.84 | 35.34 | |||
| GAIN | 0.73 | 0.04 | 0.09 | 0.11 | 0.84 | 1.77 | 4.62 | |||
| SHBI | 1.20 | 0.06 | 0.03 | 0.01 | 1.65 | 2.92 | 9.59 | |||
| DGICA | 1.15 | -0.18 | 0.00 | -0.61 | 0.00 | 1.56 | 7.79 | |||
| BWB | 1.18 | -0.01 | 0.00 | -0.05 | 0.00 | 2.67 | 9.97 | |||
| PRAA | 2.98 | 0.07 | 0.02 | 0.13 | 4.28 | 8.13 | 30.48 | |||
| DEFT | 4.47 | -0.62 | 0.00 | -0.23 | 0.00 | 9.78 | 29.68 |
Risk Metrics, Assumptions & Methodology
Volatility for BitFuFu measures return dispersion and uncertainty over time. Standard deviation provides a baseline measure of variability magnitude. BitFuFu has a market cap of 406.22 M, ROE of 38.29%.
This section for BitFuFu Class A is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Analyst inputs may be included when coverage is available. 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 BoardBitFuFu Investment Opportunity
Measured over the selected horizon, BitFuFu Class A carries roughly 7.15 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 BitFuFu Class A 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 works best as a directional cue rather than as a standalone forecast. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of BitFuFu to be traded at 2.37 in 90 days.Average diversification
Across the chosen horizon, FUFU and DJI show a correlation of 0.15 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
BitFuFu Additional Risk Indicators
Risk analysis around BitFuFu Class A 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 | -0.01 | |||
| Market Risk Adjusted Performance | -0.20 | |||
| Mean Deviation | 4.02 | |||
| Coefficient Of Variation | -4,450 | |||
| Standard Deviation | 5.62 | |||
| Variance | 31.56 | |||
| Information Ratio | -0.02 |
BitFuFu Suggested Diversification Pairs
Pair trading with BitFuFu 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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| Salesforce vs. BitFuFu | ||
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 BitFuFu 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. BitFuFu'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, BitFuFu'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 BitFuFu Class A.
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