J J Snack Stock Volatility

Volatility Strategy

Main indicators related to J J's market risk premium analysis include:

Moving together with JJSF Stock

Moving against JJSF Stock

Sensitivity To Market

3 Months Beta |Analyze J J Snack Demand TrendCheck current 90 days J J correlation with market (Dow Jones Industrial)

Downside Risk

Standard Deviation

2.59

Using JJSF Put Option to Manage Risk Based on 2026-05-15 Contracts

J J's PUT expiring on 2026-05-15

Stock Volatility Analysis

Projected Return Density Against Market

Given the investment horizon of 90 days J J Snack has a beta of -0.2246 . This indicates that as returns on the benchmark increase, returns on J J tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, J J Snack is likely to outperform the market. J J Snack has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. J J's volatility is measured either by using standard deviation or beta. Standard deviation reflects how much J J's price typically deviates from the mean over a given period.

What Drives J J's Price Volatility?

Several factors can influence J J's market volatility:

Industry Dynamics

Sector-level events can directly affect J J's price stability. Regulatory changes, supply disruptions, or shifts in demand within J J's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like J J.

Political and Economic Environment

Macroeconomic conditions and policy decisions shape the backdrop for J J's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward J J. During periods of economic expansion, J J's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.

J J's Company-Specific Factors

Volatility can also stem from events unique to J J. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in J J's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on J J's share price.

Stock Risk Measures

Stock Return Volatility

J J historical daily return volatility represents how much of J J stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 2.5882% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8012% on return distribution over a 90-day investment horizon.

Related Correlations Analysis

Secondary risk indicators for J J Snack can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.

Pair trading with J J can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.

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 J J 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. J J'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, J J'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 J J Snack.