Hub Cyber Security Stock Volatility
| HUBCZ Stock | 0.01 0.0035 43.21% |
Over the designated horizon, Hub Cyber Security maintains a very high volatility profile. It currently posts a Sharpe Ratio (Efficiency) of 0.18, suggesting positive return efficiency over the last 3 months. Current risk dynamics are supported by 27 technical indicators.
Sharpe Ratio = 0.1764
| High Returns | Best Equity | HUBCZ | ||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Hub Cyber Security posted a Market Risk Adjusted Performance of 1.9%, a Risk of 22.38, and a Risk Adjusted Performance of 0.1% for the reported period. Monthly moving average analysis places Hub Cyber at roughly 14% of its prior performance bandwidth. Its effect inside a well-diversified portfolio would be influenced by cross-asset correlation.
Key indicators related to Hub Cyber's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Hub Cyber's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Hub Cyber's typical price swings and is a primary input in options pricing models.
Volatility Strategy
Hub Cyber Security 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 22.38% with a beta coefficient of 0.89, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.18, evaluates return per unit of total risk. An alpha value of 1.7 reflects performance relative to systematic market exposure. Expected return estimates near 3.95% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Equity volatility may reflect changes in growth expectations.
Main indicators related to Hub Cyber's market risk premium analysis include:
Beta 0.89 | Alpha 1.7 | Risk 22.38 | Sharpe Ratio 0.18 | Expected Return 3.95 |
Moving against Hub Stock
| 0.5 | 762 | PKSHA TECHNOLOGY INC | PairCorr |
| 0.47 | DV | DoubleVerify Holdings | PairCorr |
| 0.45 | VERX | Vertex | PairCorr |
| 0.39 | ZD | Ziff Davis | PairCorr |
| 0.35 | DSGX | Descartes Systems | PairCorr |
| 0.34 | PD | Pagerduty | PairCorr |
| 0.31 | VEEA | Veea Inc | PairCorr |
Sensitivity To Market
Hub Cyber'sHub Cyber Security exhibits a beta of 0.89, 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 22.38%.Volatility metrics for Hub Cyber Security describe how stable or unstable returns have been over the selected window. Current downside deviation is about 14.42%. Equity volatility often increases when trading volume rises and spreads widen in fast markets.
3 Months Beta |Analyze Hub Cyber Security Demand TrendCheck current 90 days Hub Cyber correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of Hub 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 | 22.38 |
Standard deviation captures both upside and downside movement in Hub Cyber. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Hub Cyber's returns. Hub Cyber Security posted a Downside Deviation of 14.42, a Downside Variance of 207.95, and a Maximum Drawdown of 119.28 for the reported period.
Stock Volatility Analysis
Hub Cyber stock volatility is a measure of the speed and extent of Hub Cyber's price movements. High volatility generally means the stock price moves dramatically up or down in a short period of time. Low volatility means Hub Cyber's price does not fluctuate dramatically, and tends to be.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Hub Cyber Security 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.
Hub Cyber Projected Return Density Against Market
Assuming a 90-day horizon Hub Cyber has a beta of 0.8861 . This usually indicates Hub Cyber Security market returns are sensitive to returns on the market. As the market goes up or down, Hub Cyber is expected to follow.Investors in Hub Cyber face systematic risk from overall stock 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. Hub Cyber Security posted a Downside Deviation of 14.42, a Mean Deviation of 11.39, and a Semi Deviation of 11.25 for the reported period.
Predicted Return Density |
| Returns |
What Drives a Hub Cyber 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
Assuming a 90-day horizon the coefficient of variation of Hub Cyber is 566.9. The daily returns are distributed with a variance of 500.7 and standard deviation of 22.38. The mean deviation of Hub Cyber Security is currently at 14.77. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 1.70 | |
β | Beta against Dow Jones | 0.89 | |
σ | Overall volatility | 22.38 | |
Ir | Information ratio | 0.09 |
Stock Return Volatility
Hub Cyber historical daily return volatility represents how much of Hub Cyber stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 22.3762% volatility of returns over 90 trading days. 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 Hub Stock performing well and Hub Cyber 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 Hub Cyber'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BNAI | 21.73 | 8.76 | 0.59 | 2.95 | 11.98 | 62.50 | 329.67 | |||
| MNDO | 1.21 | -0.01 | 0.00 | -0.07 | 0.00 | 2.54 | 9.37 | |||
| XBP | 4.83 | 0.50 | 0.07 | 0.24 | 6.31 | 11.53 | 42.58 | |||
| MSAI | 5.37 | -0.34 | 0.00 | -0.14 | 0.00 | 11.11 | 36.59 | |||
| NXPL | 3.41 | -0.37 | 0.00 | -0.22 | 0.00 | 6.56 | 20.81 | |||
| BLIN | 2.97 | -0.02 | 0.00 | -0.07 | 0.00 | 6.10 | 23.82 | |||
| SVREW | 13.57 | 0.22 | 0.01 | 0.05 | 16.01 | 51.32 | 104.01 | |||
| CXAI | 5.75 | -0.50 | 0.00 | -118.01 | 0.00 | 10.71 | 37.34 | |||
| WCT | 4.78 | -1.21 | 0.00 | -0.46 | 0.00 | 10.88 | 48.92 |