Belpointe PREP LLC Stock Volatility
| OZ Stock | USD 55.28 -0.49 -0.88% |
Belpointe PREP LLC continues to exhibit a minimal volatility profile over the designated horizon. Belpointe PREP LLC posts a Sharpe Ratio (Efficiency) of -0.0948, indicating negative risk-adjusted returns over the last 3 months. The latest risk read is supported by 23 technical indicators.
Sharpe Ratio = -0.0948
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | OZ |
For Belpointe PREP LLC, recent data highlights a Market Risk Adjusted Performance of 0.3%, a Risk of 2.41, and a Risk Adjusted Performance of -0.05%. Based on monthly moving average Belpointe PREP is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to Belpointe PREP's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Belpointe PREP Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Belpointe daily returns, and it is calculated using variance and standard deviation.
Belpointe | Build portfolio with Belpointe Stock |
Volatility Strategy
Belpointe PREP LLC price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 2.41% with a beta coefficient of -0.53, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0948, evaluates return per unit of total risk. An alpha value of -0.22 reflects performance relative to systematic market exposure. Expected return estimates near -0.23% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Market-wide drawdowns may increase stock volatility.
Main indicators related to Belpointe PREP's market risk premium analysis include:
Beta -0.53 | Alpha -0.22 | Risk 2.41 | Sharpe Ratio -0.09 | Expected Return -0.23 |
Moving together with Belpointe Stock
| 0.67 | Z | Zillow Group Class | PairCorr |
| 0.69 | GYRO | Gyrodyne Company | PairCorr |
| 0.82 | CL1A | WANDA HOTEL DEVEL | PairCorr |
| 0.76 | RMSG | Real Messenger | PairCorr |
| 0.92 | OPINL | Office Properties Income | PairCorr |
Moving against Belpointe Stock
| 0.91 | 5NU | CapitaLand Investment | PairCorr |
| 0.81 | 4I3 | ECHO INVESTMENT ZY Earnings Call This Week | PairCorr |
| 0.79 | CMWCF | Cromwell Property | PairCorr |
| 0.67 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.5 | CICHF | China Construction Bank Earnings Call This Week | PairCorr |
| 0.46 | NYC | New York City Earnings Call This Week | PairCorr |
| 0.45 | WFC | Wall Financial | PairCorr |
| 0.36 | SVI | Storage Vault Canada | PairCorr |
| 0.35 | ECT | Eurocastle Investment | PairCorr |
Sensitivity To Market
Belpointe PREP beta coefficient measures the volatility of Belpointe stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Belpointe returns against market returns. A beta of -0.53 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 2.41%.Belpointe PREP LLC has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 2.38%, which summarize how widely returns have moved. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books.
| α | -0.2245 | β | -0.5336 | Check current 90 days Belpointe PREP correlation with market (Dow Jones Industrial)
Downside Risk
Belpointe standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 2.41 |
It is essential to understand the difference between upside risk (as represented by Belpointe PREP's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Belpointe PREP's daily returns or price. For Belpointe PREP LLC, recent data highlights a Maximum Drawdown of 18.80.
Stock Volatility Analysis
Volatility refers to the frequency at which Belpointe PREP stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Belpointe PREP's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Belpointe PREP LLC 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
Allowing for the 90-day total investment horizon Belpointe PREP LLC has a beta of -0.5336 . This indicates that as returns on the benchmark increase, returns on Belpointe PREP tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Belpointe PREP LLC is likely to outperform the market.Belpointe PREP is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. For Belpointe PREP LLC, recent data highlights a Mean Deviation of 1.36 and a Standard Deviation of 2.38.
Predicted Return Density |
| Returns |
What Drives Belpointe PREP's Price Volatility?
Several factors can influence Belpointe PREP's market volatility:Industry Dynamics
Sector-level events can directly affect Belpointe PREP's price stability. Regulatory changes, supply disruptions, or shifts in demand within Belpointe PREP'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 Belpointe PREP.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Belpointe PREP's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Belpointe PREP. During periods of economic expansion, Belpointe PREP's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Belpointe PREP's Company-Specific Factors
Volatility can also stem from events unique to Belpointe PREP. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Belpointe PREP's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Belpointe PREP's share price.Stock Risk Measures
Allowing for the 90-day total investment horizon the coefficient of variation of Belpointe PREP is -1054.62. The daily returns are distributed with a variance of 5.79 and standard deviation of 2.41. The mean deviation of Belpointe PREP LLC is currently at 1.32. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.2245 | |
β | Beta against Dow Jones | -0.5336 | |
σ | Overall volatility | 2.41 | |
Ir | Information ratio | -0.0389 |
Stock Return Volatility
Belpointe PREP historical daily return volatility represents how much of Belpointe PREP stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 2.4055% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8255% 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
There is a big difference between Belpointe Stock performing well and Belpointe PREP 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 Belpointe PREP'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ARL | 1.55 | 0.05 | 0.00 | -0.05 | 0.00 | 4.44 | 11.83 | |||
| VTMX | 1.25 | 0.07 | 0.11 | -0.35 | 1.57 | 2.65 | 11.68 | |||
| MRNO | 12.48 | 0.63 | 0.03 | 0.06 | 11.72 | 38.10 | 86.79 | |||
| WHLR | 6.06 | -2.24 | 0.00 | -1.12 | 0.00 | 10.59 | 39.85 | |||
| NEN | 0.71 | -0.08 | 0.00 | 0.28 | 0.00 | 1.96 | 7.48 | |||
| MDV | 1.02 | 0.02 | 0.00 | -0.06 | 0.00 | 2.19 | 5.60 | |||
| ACRE | 1.55 | 0.03 | 0.00 | -0.06 | 0.00 | 3.59 | 16.95 | |||
| FVR | 1.21 | 0.13 | 0.17 | -0.67 | 1.27 | 2.71 | 6.26 | |||
| DOUG | 3.00 | -0.60 | 0.00 | -0.40 | 0.00 | 4.39 | 37.79 | |||
| SEG | 1.71 | 0.18 | 0.04 | 0.01 | 2.37 | 3.30 | 15.42 |
Risk Metrics, Assumptions & Methodology
Volatility for Belpointe PREP measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. Belpointe PREP has a market cap of 209.58 M, ROE of -12.31%.
Unless otherwise specified, data for Belpointe PREP LLC is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsBelpointe PREP Investment Opportunity
Measured over the selected horizon, Belpointe PREP LLC carries roughly 2.9 times the return volatility of Dow Jones Industrial. Across the current 90-day horizon, that places the security below 21% of the broader equity and portfolio universe on a pure volatility basis.You can use Belpointe PREP LLC to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. a moderate downward daily trend and can be a good diversifier. Check odds of Belpointe PREP to be traded at $54.17 in 90 days.Very good diversification
Across the chosen horizon, OZ and DJI show a correlation of -0.34 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Belpointe PREP Additional Risk Indicators
Secondary risk indicators for Belpointe PREP LLC 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.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | 0.3447 | |||
| Mean Deviation | 1.36 | |||
| Coefficient Of Variation | -1,412 | |||
| Standard Deviation | 2.38 | |||
| Variance | 5.66 | |||
| Information Ratio | -0.04 |
Belpointe PREP Suggested Diversification Pairs
Pair analysis around Belpointe PREP LLC matters because it can turn one security idea into a more market-neutral structure. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
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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 Belpointe PREP 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. Belpointe PREP'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, Belpointe PREP'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 Belpointe PREP LLC.
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