Propanc Biopharma Common Stock Volatility
| PPCB Stock | USD 0.12 -0.0047 -3.92% |
Over the designated horizon, Propanc Biopharma Common maintains a high volatility profile. Measured over the selected window, Propanc Biopharma Common has a Sharpe Ratio (Efficiency) of -0.29, suggesting weak return efficiency over the last 3 months. The current setup includes 21 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.2909
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PPCB |
Propanc Biopharma Common's financial profile includes a Market Risk Adjusted Performance of 3.9%, a Risk of 8.77, and a Risk Adjusted Performance of -0.2%. Monthly moving average analysis shows Propanc Biopharma is not yet reaching its full return potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk.
Key indicators related to Propanc Biopharma's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Propanc Biopharma's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of Propanc Biopharma's typical price swings and is a primary input in options pricing models.
Volatility Strategy
Propanc Biopharma Common return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 8.77% with a beta coefficient of -0.64, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.29, evaluates return per unit of total risk. An alpha value of -2.56 reflects performance relative to systematic market exposure. Expected return estimates near -2.55% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to Propanc Biopharma's market risk premium analysis include:
Beta -0.64 | Alpha -2.56 | Risk 8.77 | Sharpe Ratio -0.29 | Expected Return -2.55 |
Moving together with Propanc Stock
| 0.86 | DWTX | Dogwood Therapeutics | PairCorr |
| 0.64 | DYN | Dyne Therapeutics | PairCorr |
| 0.64 | TIL | Instil Bio | PairCorr |
| 0.82 | IMNN | Imunon Inc | PairCorr |
Moving against Propanc Stock
| 0.8 | VALN | Valneva SE ADR Earnings Call Today | PairCorr |
| 0.79 | CING | Cingulate | PairCorr |
| 0.74 | WHWK | Whitehawk Therapeutics Symbol Change | PairCorr |
| 0.66 | STTK | Shattuck Labs | PairCorr |
| 0.66 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.65 | ZNTL | Zentalis Pharmaceuticals | PairCorr |
| 0.6 | SNSE | Sensei Biotherapeutics | PairCorr |
| 0.59 | MGNX | MacroGenics | PairCorr |
| 0.58 | SCPX | Scorpius Holdings | PairCorr |
| 0.51 | AEON | AEON Biopharma | PairCorr |
Sensitivity To Market
Propanc Biopharma Common exhibits a beta of -0.64, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 8.77%.Volatility metrics for Propanc Biopharma Common describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Stock volatility often clusters, meaning high-volatility periods can come in waves.
| α | -2.5591 | β | -0.6419 | Check current 90 days Propanc Biopharma correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation of Propanc measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 8.77 |
Standard deviation captures both upside and downside movement in Propanc Biopharma. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of Propanc Biopharma's returns. Propanc Biopharma Common's financial profile includes a Maximum Drawdown of 58.21.
Stock Volatility Analysis
Propanc Biopharma stock volatility is a measure of the speed and extent of Propanc Biopharma's price movements. High volatility generally means the stock price moves dramatically up or down in a short period of time. Low volatility means Propanc Biopharma's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Propanc Biopharma Common 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
Given the investment horizon of 90 days Propanc Biopharma Common has a beta of -0.6419 indicating that as returns on the benchmark increase, returns on Propanc Biopharma tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Propanc Biopharma Common is likely to outperform the market.Investors in Propanc Biopharma face systematic risk from overall stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Propanc Biopharma Common's financial profile includes a Mean Deviation of 5.71 and a Standard Deviation of 8.46.
Predicted Return Density |
| Returns |
What Drives Propanc Biopharma's Price Volatility?
Several factors can influence Propanc Biopharma's market volatility:Industry Dynamics
Sector-level events can directly affect Propanc Biopharma's price stability. Regulatory changes, supply disruptions, or shifts in demand within Propanc Biopharma'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 Propanc Biopharma.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Propanc Biopharma's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Propanc Biopharma. During periods of economic expansion, Propanc Biopharma's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Propanc Biopharma's Company-Specific Factors
Volatility can also stem from events unique to Propanc Biopharma. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Propanc Biopharma's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Propanc Biopharma's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Propanc Biopharma is -343.81. The daily returns are distributed with a variance of 76.98 and standard deviation of 8.77. The mean deviation of Propanc Biopharma Common is currently at 6.03. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -2.5591 | |
β | Beta against Dow Jones | -0.6419 | |
σ | Overall volatility | 8.77 | |
Ir | Information ratio | -0.2857 |
Stock Return Volatility
Propanc Biopharma return volatility captures the typical daily swing in stock returns relative to the mean over the selected period. The company has volatility of 8.7737% on return distribution over a 90-day investment horizon. Meanwhile, 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
Evaluating Propanc Stock requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| QPTFF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GLABF | 3.53 | -0.02 | 0.00 | -0.06 | 0.00 | 0.00 | 144.07 | |||
| TELIF | 5.22 | 0.42 | 0.06 | 0.83 | 5.31 | 12.50 | 69.65 | |||
| PRVCF | 9.36 | 0.96 | 0.09 | -0.30 | 11.09 | 19.44 | 152.63 | |||
| SYGGF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IMUC | 23.72 | 6.21 | 0.16 | 0.37 | 19.32 | 125.00 | 237.25 | |||
| CLCS | 5.11 | 1.46 | 0.18 | 5.86 | 4.43 | 15.00 | 33.08 | |||
| ZHCLF | 1,659 | 872.40 | 15.22 | 9.10 | 75.54 | 160.00 | 33,292 | |||
| HOOK | 1.27 | 0.40 | 0.23 | 0.59 | 1.02 | 3.96 | 10.16 | |||
| SRBCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Risk Metrics, Assumptions & Methodology
Volatility for Propanc Biopharma measures return dispersion and uncertainty over time. Observed drawdowns appear relatively moderate compared with broader market swings. Propanc Biopharma has a market cap of 1.9 M, ROE of -18.12%.
For Propanc Biopharma Common, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardPropanc Biopharma Investment Opportunity
Propanc Biopharma Common currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 10.57. 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 Propanc Biopharma Common to protect your portfolios against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Propanc Biopharma to be traded at $0.1107 in 90 days.Good diversification
The correlation between PPCB and DJI is -0.03, which Macroaxis classifies as Good diversification for the selected horizon. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Propanc Biopharma Additional Risk Indicators
A broader risk-indicator set for Propanc Biopharma Common can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | -0.23 | |||
| Market Risk Adjusted Performance | 3.91 | |||
| Mean Deviation | 5.71 | |||
| Coefficient Of Variation | -339.31 | |||
| Standard Deviation | 8.46 | |||
| Variance | 71.61 | |||
| Information Ratio | -0.29 |
Propanc Biopharma Suggested Diversification Pairs
A pair strategy built around Propanc Biopharma Common is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Propanc Biopharma, market-wide risk remains. What pair trading can address is Propanc Biopharma's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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