Perseus Mining Stock Volatility
| PRU Stock | CAD 4.94 -0.22 -4.26% |
Perseus Mining presents an elevated volatility profile across the designated investment span. Perseus Mining indicates a Sharpe Ratio (Efficiency) of 0.0241, marking constructive risk-adjusted momentum over the last 3 months. The current setup includes 29 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.0241
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Estimated Market Risk
| 3.44 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Perseus Mining reported a Market Risk Adjusted Performance of 0.1%, a Risk of 3.44, and a Risk Adjusted Performance of 0.03%. Based on monthly positioning, Perseus Mining is trading near 1% of its historical trend band. Diversified allocation alters its relative contribution to total volatility.
Key indicators related to Perseus Mining's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
The odds of financial distress - captured in Perseus Mining's risk module - provide a fundamental complement to statistical volatility measures. High financial distress probability for Perseus Mining amplifies the risk of extreme downside scenarios beyond what historical volatility.
Perseus |
Volatility Strategy
Return dispersion in Perseus Mining may shift allocation dynamics across market regimes. Current statistical measures show total volatility near 3.44% with a beta coefficient of 1.01, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0241, evaluates return per unit of total risk. An alpha value of 0.14 reflects performance relative to systematic market exposure. Expected return estimates near 0.083% 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 Perseus Mining's market risk premium analysis include:
Beta 1.01 | Alpha 0.14 | Risk 3.44 | Sharpe Ratio 0.0241 | Expected Return 0.083 |
Moving together with Perseus Stock
| 0.79 | AG | First Majestic Silver | PairCorr |
| 0.77 | ORE | Orezone Gold Corp | PairCorr |
| 0.62 | AML | Argus Metals Corp | PairCorr |
| 0.65 | PGDC | Patagonia Gold Corp | PairCorr |
| 0.76 | FPX | FPX Nickel Corp | PairCorr |
| 0.74 | ARA | Aclara Resources Earnings Call This Week | PairCorr |
Moving against Perseus Stock
Sensitivity To Market
Perseus Mining'sPerseus Mining beta reading of 1.01 indicates responsiveness to overall market conditions. Regression analysis provides this systematic risk estimate. Observed volatility stands at roughly 3.44%.Observed volatility for Perseus Mining indicates a elevated level of price variability based on recent dispersion statistics. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze Perseus Mining Demand TrendCheck current 90 days Perseus Mining correlation with market (Dow Jones Industrial)Downside Risk
Perseus standard deviation captures the average daily price deviation from the mean over your selected investment horizon. Volatile instruments show higher standard deviations; stable ones show lower.
Standard Deviation | 3.44 |
Standard deviation of Perseus Mining measures total price dispersion, including upside moves. Downside risk is more specifically measured by semi-deviation or downside deviation of Perseus Mining's returns. Perseus Mining reported a Downside Deviation of 4.09, a Downside Variance of 16.69, and a Maximum Drawdown of 17.87.
Stock Volatility Analysis
The volatility of Perseus Mining stock is a key determinant of both risk and reward for investors. Sharp price movements in Perseus Mining's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Perseus Mining 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.
Perseus Mining Projected Return Density Against Market
Assuming the 90-day trading horizon the stock has the beta coefficient of 1.0145 indicating Perseus Mining market returns are highly reactive to returns on the market. As the market goes up or down, Perseus Mining is expected to follow.Perseus Mining exhibits both macro-linked volatility and company or sector-specific developments. Beta and standard deviation provide insight into relative market risk. Perseus Mining reported a Downside Deviation of 4.09, a Mean Deviation of 2.48, and a Semi Deviation of 3.93.
Predicted Return Density |
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What Drives a Perseus Mining 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.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Perseus Mining is 4151.34. The daily returns are distributed with a variance of 11.87 and standard deviation of 3.44. The mean deviation of Perseus Mining is currently at 2.55. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.14 | |
β | Beta against Dow Jones | 1.01 | |
σ | Overall volatility | 3.44 | |
Ir | Information ratio | 0.04 |
Stock Return Volatility
Perseus Mining historical daily return volatility represents how much of Perseus Mining stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 3.4446% volatility of returns over a 90-day investment horizon. By contrast, Dow Jones Industrial accepts 0.7855% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between Perseus Stock performing well and Perseus Mining 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 Perseus Mining'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DPM | 2.45 | 0.46 | 0.11 | 0.30 | 3.89 | 5.33 | 19.23 | |||
| TXG | 3.11 | 0.32 | 0.05 | 0.14 | 4.97 | 5.94 | 18.98 | |||
| OGC | 2.73 | 0.55 | 0.12 | 0.31 | 3.86 | 5.13 | 15.68 | |||
| SSRM | 3.37 | 0.61 | 0.13 | 0.28 | 4.01 | 8.56 | 26.18 | |||
| ELD | 2.83 | 0.38 | 0.08 | 0.23 | 4.15 | 4.94 | 16.72 | |||
| KNT | 2.30 | 0.35 | 0.08 | 0.23 | 3.99 | 4.61 | 16.04 | |||
| GMIN | 3.42 | 0.68 | 0.14 | 0.63 | 4.50 | 6.76 | 23.03 | |||
| NG | 3.93 | 0.36 | 0.06 | 0.13 | 5.54 | 7.96 | 31.36 | |||
| OLA | 3.18 | 0.61 | 0.12 | 0.40 | 4.54 | 6.38 | 24.24 |
Risk Metrics, Assumptions & Methodology
Volatility for Perseus Mining measures return dispersion and uncertainty over time. Volatility expansion can alter risk assumptions quickly. Perseus Mining has a market cap of 6.68 B, ROE of 18.7%.
Data shown for Perseus Mining is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardPerseus Mining Investment Opportunity
Measured over the selected horizon, Perseus Mining carries roughly 4.35 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 Perseus Mining 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 works best as a directional cue rather than as a standalone forecast. a very speculative upward sentiment. Check odds of Perseus Mining to be traded at C$4.69 in 90 days.Very weak diversification
Across the chosen horizon, PRU and DJI show a correlation of 0.45 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Perseus Mining Additional Risk Indicators
Risk analysis around Perseus Mining 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 | 0.0329 | |||
| Market Risk Adjusted Performance | 0.1054 | |||
| Mean Deviation | 2.48 | |||
| Semi Deviation | 3.93 | |||
| Downside Deviation | 4.09 | |||
| Coefficient Of Variation | 3140.56 | |||
| Standard Deviation | 3.35 |
Perseus Mining Suggested Diversification Pairs
Pair trading with Perseus Mining 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.
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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 Perseus Mining 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. Perseus Mining'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, Perseus Mining'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 Perseus Mining.
More Resources for Perseus Stock Analysis
Other Information on Investing in Perseus Stock
Perseus Mining financial ratios provide valuation context across profits, cash flow, and enterprise value. They help compare Perseus across valuation measures.