Nongfu Spring Co Stock Volatility
| NNFSF Stock | USD 6.40 0.00 0.00% |
Across the last 3 months, Nongfu Spring Co continues to post relatively low price volatility. The latest risk read is supported by 3 technical indicators. The current volatility profile reflects observed data across the selected window.
Sharpe Ratio = 0.0
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Nongfu Spring Co is a public company whose risk indicators metrics are closely monitored by market participants. Moving average data indicates Nongfu Spring is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to Nongfu Spring's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for Nongfu Spring draws on both historical price data and forward-looking implied volatility. Periods of elevated Nongfu Spring volatility are typically followed by calmer conditions, and vice versa.
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Pink Sheet Volatility Analysis
Volatility describes the degree to which Nongfu Spring pink sheet price fluctuates in either direction. It captures how much Nongfu Spring's price fluctuates, helping investors set appropriate position sizes.
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This analysis covers sixty-one data points across the selected time horizon. Nongfu Spring 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 Nongfu Spring has a beta that is very close to zero . This indicates the returns on DOW JONES INDUSTRIAL and Nongfu Spring do not appear to be reactive.Nongfu Spring remains sensitive to broader pink sheet market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Nongfu Spring Co is a public company whose key financial metrics metrics are closely monitored by market participants.
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What Drives Nongfu Spring's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Consumer Defensive sector can move Nongfu Spring'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 Nongfu Spring.Nongfu Spring's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Nongfu Spring's shares.Pink Sheet Return Volatility
Nongfu Spring historical daily return volatility represents how much of Nongfu Spring pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 0.0% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8484% 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 Nongfu Pink Sheet do not always mean Nongfu Spring 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 | ||
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| FLWBF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| APRU | 9.50 | 0.98 | 0.02 | 0.11 | 13.80 | 33.33 | 175.00 | |||
| RVBR | 8.15 | 1.15 | 0.08 | 4.10 | 9.35 | 33.39 | 70.10 | |||
| SNBH | 56.97 | 25.43 | 0.50 | 30.96 | 19.54 | 50.00 | 1,835 | |||
| ARRT | 2.26 | -0.61 | 0.00 | 0.72 | 0.00 | 0.00 | 61.90 | |||
| TOFB | 2.80 | 0.34 | 0.03 | 0.17 | 3.59 | 12.86 | 27.57 | |||
| PSYCF | 6.03 | -0.12 | 0.00 | 0.22 | 0.00 | 22.22 | 48.57 | |||
| GLUC | 9.50 | 2.49 | 0.22 | 1.91 | 8.83 | 25.00 | 95.26 | |||
| TBEV | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Nongfu Spring identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime stability supports tighter position sizing and more reliable risk budgeting. Nongfu Spring has a market cap of 63.61 B, P/E of 64.0, ROE of 41.09%.
Reported values for Nongfu Spring Co 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 BoardNongfu Spring Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 0.0 times the return volatility of Nongfu Spring Co. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use Nongfu Spring Co 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 normal downward fluctuation but is a risky buy. Check odds of Nongfu Spring to be traded at $6.34 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Nongfu Spring Suggested Diversification Pairs
Pair trading with Nongfu Spring 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 Nongfu Spring 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. Nongfu Spring'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, Nongfu Spring'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 Nongfu Spring Co.
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