Nvidia CDR Stock Volatility
| NVDA Stock | 41.36 -0.63 -1.50% |
Nvidia CDR continues to trade with a moderate volatility profile through the current horizon. Its Sharpe Ratio (Efficiency) stands at 0.0511, supporting positive efficiency readings over the last 3 months. We found 29 technical indicators contributing to the current risk picture.
Sharpe Ratio = 0.0511
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| Cash | Small Risk | NVDA | High Risk | Huge Risk |
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Estimated Market Risk
| 2.15 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Nvidia CDR reported a Market Risk Adjusted Performance of 0.03%, a Risk of 2.15, and a Risk Adjusted Performance of 0.02%. Nvidia CDR has reached nearly 4% of its prior moving-average-defined range. Portfolio-level dispersion may shift depending on exposure weight.
Key indicators related to Nvidia CDR's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Investors holding Nvidia CDR should monitor Nvidia CDR's rolling volatility as part of ongoing risk management. A sudden spike in Nvidia CDR volatility, even without a directional price move, can signal increased uncertainty and potential for larger price swings ahead.
Nvidia |
Nvidia CDR Stock Volatility Analysis
Volatility in Nvidia CDR reflects the degree of uncertainty around Nvidia CDR's stock price. When Nvidia CDR experiences high volatility, its stock price can shift dramatically in a short period. Conversely, low Nvidia CDR's volatility suggests price stability and predictability.
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The output start index for this execution was zero with a total number of output elements of sixty-one. Nvidia CDR 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.
Nvidia CDR Projected Return Density Against Market
Assuming the 90-day trading horizon Nvidia CDR has a beta of 0.9981 . This indicates Nvidia CDR market returns are highly reactive to returns on the market. As the market goes up or down, Nvidia CDR is expected to follow.Nvidia CDR volatility reflects broader stock market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Nvidia CDR reported a Downside Deviation of 2.13, a Mean Deviation of 1.58, and a Semi Deviation of 2.06.
Predicted Return Density |
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What Drives a Nvidia CDR 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.Nvidia CDR Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Nvidia CDR is 1955.04. The daily returns are distributed with a variance of 4.61 and standard deviation of 2.15. The mean deviation of Nvidia CDR is currently at 1.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 1.00 | |
σ | Overall volatility | 2.15 | |
Ir | Information ratio | 0.02 |
Nvidia CDR Stock Return Volatility
Nvidia CDR historical daily return volatility represents how much of Nvidia CDR stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm accepts 2.1472% volatility on return distribution over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7735% volatility on return distribution over a 90-day 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
There is a big difference between Nvidia Stock performing well and Nvidia CDR 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 Nvidia CDR'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LIO | 3.28 | 0.16 | 0.03 | 0.79 | 4.30 | 8.57 | 28.60 | |||
| DIR-UN | 0.82 | 0.10 | 0.10 | 0.45 | 1.08 | 1.77 | 5.88 | |||
| VZ | 1.01 | 0.32 | 0.30 | -0.73 | 0.74 | 2.22 | 13.63 | |||
| RAMP | 3.17 | 0.40 | 0.09 | 0.75 | 2.94 | 9.38 | 26.12 | |||
| MMP-UN | 2.20 | 0.49 | 0.15 | 2.71 | 2.75 | 4.50 | 13.47 | |||
| CMG | 1.76 | -0.31 | 0.00 | -0.56 | 0.00 | 3.12 | 22.22 | |||
| CVW | 3.18 | 0.45 | 0.12 | 0.47 | 3.02 | 8.24 | 29.91 | |||
| CCA | 0.94 | 0.12 | 0.09 | 0.38 | 1.37 | 1.94 | 9.51 |
About Nvidia CDR Volatility Analysis
Volatility for Nvidia CDR measures return dispersion and uncertainty over time. Market stress typically elevates dispersion and correlation risk. Nvidia CDR has a market cap of 6.15 T, ROE of 101.49%. 
Ellen Johnson ยท Member of Macroaxis Editorial Board
Unless otherwise specified, financial data for Nvidia CDR is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
Nvidia Stock is Curated By:
Ellen Johnson ยท Member of Macroaxis Editorial BoardNvidia CDR Investment Opportunity
Measured over the selected horizon, Nvidia CDR carries roughly 2.79 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Nvidia CDR to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is intended to separate routine noise from more speculative bursts in price action. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Nvidia CDR to be traded at 40.12 in 90 days.Weak diversification
Across the chosen horizon, NVDA and DJI show a correlation of 0.34 and fall into the Weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Nvidia CDR Additional Risk Indicators
Risk analysis around Nvidia CDR becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0182 | |||
| Market Risk Adjusted Performance | 0.0323 | |||
| Mean Deviation | 1.58 | |||
| Semi Deviation | 2.06 | |||
| Downside Deviation | 2.13 | |||
| Coefficient Of Variation | 6521.91 | |||
| Standard Deviation | 2.11 |
Nvidia CDR Suggested Diversification Pairs
Pair trading with Nvidia CDR can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Microsoft vs. Nvidia CDR | ||
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| Ford vs. Nvidia CDR | ||
| GM vs. Nvidia CDR | ||
| Walker Dunlop vs. Nvidia CDR | ||
| Bank of America vs. Nvidia CDR | ||
| Alphabet vs. Nvidia CDR | ||
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 Nvidia CDR 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. Nvidia CDR'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, Nvidia CDR'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 Nvidia CDR.
More Resources for Nvidia Stock Analysis
Other Information on Investing in Nvidia Stock
Financial ratios for Nvidia CDR provide valuation context across profits, cash flow, and enterprise value. They help compare Nvidia across valuation measures in a consistent way.