PLAYSTUDIOS Stock Volatility
| MYPSW Stock | USD 0.0043 -0.0017 -28.33% |
The current risk dynamics are reflected in 29 technical signals. Across the last 3 months, PLAYSTUDIOS continues to post very high price volatility. PLAYSTUDIOS registers a Sharpe ratio of 0.0658, reflecting healthy reward-to-volatility behavior over the last 3 months.
Sharpe Ratio = 0.0658
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PLAYSTUDIOS posted a Market Risk Adjusted Performance of -0.2%, a Risk of 24.06, and a Risk Adjusted Performance of 0.1% for the reported period. Moving average data indicates PLAYSTUDIOS is positioned near 5% of its recent return envelope. Inclusion in a well-diversified allocation would influence portfolio dispersion metrics.
Key indicators related to PLAYSTUDIOS's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for PLAYSTUDIOS draws on both historical price data and forward-looking implied volatility. Periods of elevated PLAYSTUDIOS volatility are typically followed by calmer conditions, and vice versa.
PLAYSTUDIOS | Build portfolio with PLAYSTUDIOS Stock |
Volatility Strategy
Volatility in PLAYSTUDIOS contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 24.06% with a beta coefficient of -7.31, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0658, evaluates return per unit of total risk. An alpha value of 0.93 reflects performance relative to systematic market exposure. Expected return estimates near 1.58% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Risk appetite shifts can affect dispersion levels.
Main indicators related to PLAYSTUDIOS's market risk premium analysis include:
Beta -7.31 | Alpha 0.93 | Risk 24.06 | Sharpe Ratio 0.0658 | Expected Return 1.58 |
Moving against PLAYSTUDIOS Stock
Sensitivity To Market
PLAYSTUDIOS relative market sensitivity is quantified by its beta value of -7.31. This regression-derived coefficient reflects systematic risk. Total return variability is about 24.06%.This summary describes how PLAYSTUDIOS has moved rather than why it moved. Standard deviation is near 23.34% and downside deviation is near 25.2%. For stocks, volatility can be sensitive to changes in rates, inflation expectations, and overall market tone.
3 Months Beta |Analyze PLAYSTUDIOS Demand TrendCheck current 90 days PLAYSTUDIOS correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for PLAYSTUDIOS expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 24.06 |
For PLAYSTUDIOS investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of PLAYSTUDIOS's returns. PLAYSTUDIOS posted a Downside Deviation of 25.20, a Downside Variance of 635.27, and a Maximum Drawdown of 125.71 for the reported period.
Stock Volatility Analysis
Volatility describes the degree to which PLAYSTUDIOS stock price fluctuates in either direction. It captures how much PLAYSTUDIOS's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. PLAYSTUDIOS 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
Assuming a 90-day horizon PLAYSTUDIOS has a beta of -7.3116 . This indicates as returns on its benchmark rise, returns on PLAYSTUDIOS are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, PLAYSTUDIOS is expected to outperform its benchmark.PLAYSTUDIOS remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. PLAYSTUDIOS posted a Downside Deviation of 25.20, a Mean Deviation of 13.43, and a Semi Deviation of 13.80 for the reported period.
Predicted Return Distribution |
| Density |
What Drives PLAYSTUDIOS's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Entertainment sector can move PLAYSTUDIOS's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for PLAYSTUDIOS.PLAYSTUDIOS's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in PLAYSTUDIOS's shares.Stock Risk Measures
Assuming a 90-day horizon the coefficient of variation of PLAYSTUDIOS is 1520.56. The daily returns are distributed with a variance of 578.69 and standard deviation of 24.06. The mean deviation of PLAYSTUDIOS is currently at 14.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 0.93 | |
β | Beta against Dow Jones | -7.3116 | |
σ | Overall volatility | 24.06 | |
Ir | Information ratio | 0.06 |
Stock Return Volatility
PLAYSTUDIOS historical daily return volatility represents how much of PLAYSTUDIOS stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 24.0559% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8481% 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
Strong recent returns in PLAYSTUDIOS Stock do not always mean PLAYSTUDIOS Company is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TRUG | 6.23 | -0.89 | 0.00 | -7.02 | 0.00 | 21.62 | 44.16 | |||
| TAOP | 5.09 | -0.23 | 0.00 | -3.16 | 0.00 | 11.43 | 42.52 | |||
| MAPS | 2.38 | -0.64 | 0.00 | -0.99 | 0.00 | 3.70 | 14.97 | |||
| WLDS | 3.63 | -1.49 | 0.00 | -0.82 | 0.00 | 7.46 | 22.78 | |||
| FRGT | 4.62 | -1.03 | 0.00 | 3.97 | 0.00 | 9.52 | 28.30 | |||
| AUUD | 5.53 | 0.02 | 0.01 | -0.13 | 5.56 | 19.39 | 48.21 | |||
| IMTE | 5.38 | 0.22 | 0.04 | 0.16 | 5.72 | 13.79 | 44.73 | |||
| GDEV | 3.61 | -0.17 | 0.00 | -0.35 | 0.00 | 8.43 | 29.73 | |||
| MTEK | 4.37 | 0.22 | 0.05 | -0.39 | 5.74 | 7.50 | 27.60 | |||
| LGL | 1.73 | 0.23 | 0.15 | -1.01 | 1.83 | 4.01 | 13.90 |
Risk Metrics, Assumptions & Methodology
Beta for PLAYSTUDIOS measures the share of volatility attributable to broad market movements versus company-specific factors. Lower trading activity may introduce occasional variability in execution conditions. PLAYSTUDIOS has ROE of -12.12%.
Reported values for PLAYSTUDIOS are derived from periodic company reporting and market reference feeds and then standardized for analysis. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardPLAYSTUDIOS Investment Opportunity
PLAYSTUDIOS is about 28.31 times more volatile than Dow Jones Industrial based on recent return behavior. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use PLAYSTUDIOS to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a very speculative upward sentiment. Check odds of PLAYSTUDIOS to be traded at $0.0041 in 90 days.Moderate diversification
Across the chosen horizon, PLAYSTUDIOS and Dow Jones show a correlation of 0.29 and fall into the Moderate diversification bucket. A 0.29 reading means PLAYSTUDIOS and Dow Jones have partial price overlap, offering some diversification benefit.
PLAYSTUDIOS Additional Risk Indicators
Risk analysis around PLAYSTUDIOS 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 | 0.0572 | |||
| Market Risk Adjusted Performance | -0.17 | |||
| Mean Deviation | 13.43 | |||
| Semi Deviation | 13.8 | |||
| Downside Deviation | 25.2 | |||
| Coefficient Of Variation | 1731.13 | |||
| Standard Deviation | 23.34 |
PLAYSTUDIOS Suggested Diversification Pairs
Pair analysis around PLAYSTUDIOS matters because it can turn one security idea into a more market-neutral structure. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
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 PLAYSTUDIOS 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. PLAYSTUDIOS'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, PLAYSTUDIOS'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 PLAYSTUDIOS.
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