Jacktel AS Stock Volatility
| JACK Stock | USD 11.00 0.17 1.57% |
Over the last 3 months, Jacktel AS maintains relatively low price volatility. Jacktel AS now carries a Sharpe ratio of -0.22, suggesting weak return efficiency over the last 3 months. Current market-risk conditions are summarized by 22 technical indicators.
Sharpe Ratio = -0.2221
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JACK |
Jacktel AS posted a Market Risk Adjusted Performance of -0.4%, a Risk of 4.19, and a Risk Adjusted Performance of -0.1% for the reported period. Jacktel AS is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency. Correlation structure between Jacktel AS and other holdings determines the diversification benefit. The risk-reduction potential of adding Jacktel AS to a diversified portfolio can be quantified.
Key indicators related to Jacktel AS's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Jacktel AS's historical volatility sets realistic expectations for Jacktel AS's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Jacktel AS exposure. Volatility analysis for Jacktel AS is most actionable when combined with directional views. High financial distress probability for Jacktel AS amplifies the risk of extreme downside scenarios.
Volatility Strategy
Jacktel AS 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 4.19% with a beta coefficient of 2.01, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.22, evaluates return per unit of total risk. An alpha value of -0.68 reflects performance relative to systematic market exposure. Expected return estimates near -0.93% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Liquidity conditions may influence equity price stability.
Main indicators related to Jacktel AS's market risk premium analysis include:
Beta 2.01 | Alpha -0.68 | Risk 4.19 | Sharpe Ratio -0.22 | Expected Return -0.93 |
Moving together with Jacktel Stock
| 0.68 | RFG | Retail Food Group | PairCorr |
| 0.89 | TJW | Scientific Games | PairCorr |
| 0.81 | AC8 | Aristocrat Leisure | PairCorr |
| 0.81 | 0XI | Xiabuxiabu Catering | PairCorr |
| 0.87 | PRKS | United Parks Resorts | PairCorr |
| 0.82 | CKF | Collins Foods | PairCorr |
| 0.75 | BLMN | Bloomin Brands | PairCorr |
Moving against Jacktel Stock
| 0.87 | 63U | VARIOUS EATERIES | PairCorr |
| 0.79 | QSR | Restaurant Brands | PairCorr |
| 0.76 | J9T | CODERE ONLINE LUX | PairCorr |
| 0.74 | PTEC | Playtech Plc Earnings Call This Week | PairCorr |
| 0.44 | REBN | Reborn Coffee | PairCorr |
| 0.36 | MCD | McDonalds | PairCorr |
| 0.33 | PN1 | Penn National Gaming | PairCorr |
Sensitivity To Market
Jacktel AS exhibits a beta of 2.01, 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 4.19%.Volatility metrics for Jacktel AS describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Options markets imply a forward-looking volatility estimate near 57.0%. This indicates expectations for moderate future movement relative to historical averages. For Jacktel AS, volatility metrics summarize past movement and do not guarantee future stability.
3 Months Beta |Analyze Jacktel AS Demand TrendCheck current 90 days Jacktel AS correlation with market (Dow Jones Industrial)Downside Risk
For Jacktel, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for Jacktel provides a measure of daily price dispersion around the mean. Standard deviation for Jacktel allows comparison of risk levels across different time horizons.
Standard Deviation | 4.19 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Jacktel AS. Upside risk is measured by Jacktel AS's standard deviation, while downside risk is captured by downside deviation of Jacktel AS's returns. Standard deviation and downside deviation for Jacktel AS measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Jacktel AS's returns. Jacktel AS posted a Maximum Drawdown of 27.16 for the reported period.
Using Jacktel Put Option to Manage Risk Based on 2026-06-18 Contracts
Jacktel AS posted an Option Implied Volatility of 0.57 and an Option Max Pain Price of -1 for the reported period. Put options written on Jacktel AS allow investors to profit from or hedge against a decline in Jacktel AS's price. A put option on Jacktel Stock gives the buyer the right to sell Jacktel AS at the strike price until expiration. Jacktel AS put options are used to either hedge existing long exposure or speculate on a price decline in Jacktel Stock. Reviewing Jacktel AS's put open interest reveals where institutional hedging activity is concentrated for Jacktel AS.
Jacktel AS's PUT expiring on 2026-06-18
Profit |
| Jacktel AS Price At Expiration |
Current Jacktel AS Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
| Put | JACK260618P00007500 | -0.136299 | 0.051621 | 48 | 2026-06-18 | 0.25 - 0.45 | 0.0 | View |
| Put | JACK260618P00010000 | -0.359091 | 0.097066 | 259 | 2026-06-18 | 1.05 - 1.2 | 0.0 | View |
| Put | JACK260618P00012500 | -0.65412 | 0.113219 | 135 | 2026-06-18 | 2.3 - 2.65 | 0.0 | View |
| Put | JACK260618P00015000 | -0.885739 | 0.057841 | 119 | 2026-06-18 | 4.3 - 4.7 | 0.0 | View |
| Put | JACK260618P00017500 | 0.0 | 0.0 | 138 | 2026-06-18 | 6.2 - 7.2 | 0.0 | View |
| Put | JACK260618P00020000 | 0.0 | 0.0 | 339 | 2026-06-18 | 8.5 - 9.6 | 0.0 | View |
| Put | JACK260618P00022500 | 0.0 | 0.0 | 25 | 2026-06-18 | 10.9 - 12.2 | 0.0 | View |
| Put | JACK260618P00025000 | 0.0 | 0.0 | 4 | 2026-06-18 | 13.4 - 14.9 | 0.0 | View |
| Put | JACK260618P00030000 | 0.0 | 0.0 | 1 | 2026-06-18 | 18.4 - 19.8 | 0.0 | View |
Stock Volatility Analysis
For investors tracking Jacktel AS, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Jacktel AS's price swings over a specific time horizon. For traders and investors in Jacktel AS, volatility is both a risk factor and a source of opportunity. Sharp price movements in Jacktel AS's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Jacktel AS 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 Jacktel AS has a beta of 2.0059 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Jacktel AS will likely underperform.Investors in Jacktel AS 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. Jacktel AS posted a Mean Deviation of 3.01, an Option Implied Volatility of 0.57, and a Standard Deviation of 4.18 for the reported period.
Predicted Return Distribution |
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What Drives Jacktel AS's Price Volatility?
Industry Dynamics
Jacktel AS's volatility can rise when competitive dynamics or demand conditions shift across the Hotels, Restaurants & Leisure sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Jacktel AS's trading.Jacktel AS's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Jacktel AS.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Jacktel AS is -450.35. The daily returns are distributed with a variance of 17.59 and standard deviation of 4.19. The mean deviation of Jacktel AS is currently at 3.04. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.6808 | |
β | Beta against Dow Jones | 2.01 | |
σ | Overall volatility | 4.19 | |
Ir | Information ratio | -0.178 |
Stock Return Volatility
Jacktel AS return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The company has volatility of 4.1937% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment 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
Jacktel AS Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Jacktel AS's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LOCO | 1.67 | 0.45 | 0.25 | 0.36 | 1.41 | 3.98 | 18.17 | |||
| TWNP | 11.79 | -2.25 | 0.00 | 0.63 | 0.00 | 21.95 | 96.03 | |||
| BNED | 2.61 | 0.23 | 0.05 | 0.07 | 3.18 | 5.04 | 21.81 | |||
| DIN | 2.09 | -0.30 | 0.00 | 1.60 | 0.00 | 3.87 | 10.51 | |||
| CTRN | 2.73 | 0.24 | 0.05 | 0.07 | 3.27 | 5.27 | 25.31 | |||
| MPX | 1.65 | -0.14 | 0.00 | -0.16 | 0.00 | 3.34 | 21.83 | |||
| EMPD | 4.08 | 0.47 | 0.04 | 0.06 | 6.23 | 9.52 | 35.01 | |||
| PTLO | 2.32 | 0.29 | 0.11 | 0.18 | 2.49 | 5.19 | 18.05 | |||
| GCO | 3.02 | 0.38 | 0.09 | 0.10 | 3.22 | 7.52 | 20.67 | |||
| INVZ | 3.42 | -0.49 | 0.00 | -0.22 | 0.00 | 7.06 | 34.88 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Jacktel AS measures how widely returns scatter around their average over a given period. Higher dispersion implies a wider range of plausible outcomes for any given holding period. Jacktel AS has a market cap of 213.19 M, P/E of 12.59.
Data shown for Jacktel AS is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Analyst inputs may be included when coverage is available. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardJacktel AS Investment Opportunity
Measured over the selected horizon, Jacktel AS carries roughly 4.93 times the return volatility of Dow Jones Industrial. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Jacktel AS to enhance the returns of the portfolio. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a large bullish trend. Check odds of Jacktel AS to be traded at $12.1 in 90 days.Very poor diversification
The correlation between Jacktel AS and Dow Jones is 0.84, which Macroaxis classifies as Very poor diversification for the selected horizon. A 0.84 reading means Jacktel AS and Dow Jones have substantial price overlap, limiting diversification benefit.
Jacktel AS Additional Risk Indicators
Secondary risk indicators for Jacktel AS can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.15 | |||
| Market Risk Adjusted Performance | -0.39 | |||
| Mean Deviation | 3.01 | |||
| Coefficient Of Variation | -524.03 | |||
| Standard Deviation | 4.18 | |||
| Variance | 17.5 | |||
| Information Ratio | -0.18 |
Jacktel AS Suggested Diversification Pairs
Using Jacktel AS in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Jacktel AS, market-wide risk remains. What pair trading can address is Jacktel AS's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.