Software Acquisition Group Stock Volatility
| SWAG Stock | USD 1.69 -0.01 -0.59% |
Software Acquisition Group continues to exhibit relatively low price volatility over the last 3 months. Software Acquisition Group reports a Sharpe ratio of 0.021, indicating risk-adjusted returns over the last 3 months. The current setup includes 23 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.021
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| Cash | Small Risk | Average Risk | SWAG | Huge Risk |
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Latest disclosures for Software Acquisition Group show a Market Risk Adjusted Performance of -0.1%, a Risk of 3.76, and a Risk Adjusted Performance of -0.01%. Based on monthly moving average positioning, Software Acquisition is operating near 1% of its observed historical performance range. In portfolio analysis, diversification may alter its risk-adjusted contribution.
Key indicators related to Software Acquisition's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Software Acquisition Stock volatility depicts how high the prices fluctuate around the mean price. Higher volatility implies greater uncertainty about Software Acquisition's future price, while lower volatility suggests more predictable behavior.
Software | Build portfolio with Software Stock |
Volatility Strategy
Software Acquisition Group 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 3.76% with a beta coefficient of 0.87, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.021, evaluates return per unit of total risk. An alpha value of -0.0154 reflects performance relative to systematic market exposure. Expected return estimates near 0.0788% 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 Software Acquisition's market risk premium analysis include:
Beta 0.87 | Alpha -0.02 | Risk 3.76 | Sharpe Ratio 0.021 | Expected Return 0.0788 |
Moving together with Software Stock
Sensitivity To Market
Software Acquisition beta coefficient measures the volatility of Software stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing Software returns against market returns. A beta of 0.87 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 3.76%.Software Acquisition Group has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 3.73%, which summarize how widely returns have moved. Stock volatility often clusters, meaning high-volatility periods can come in waves.
| α | -0.0154 | β | 0.87 | Check current 90 days Software Acquisition correlation with market (Dow Jones Industrial)
Downside Risk
Software standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. High standard deviation indicates a volatile instrument; low standard deviation indicates a more stable one.
Standard Deviation | 3.76 |
It is essential to understand the difference between upside risk and downside risk for Software Acquisition. Standard deviation measures total volatility including favorable moves, while downside deviation isolates the loss risk in Software Acquisition's daily returns. Latest disclosures for Software Acquisition Group show a Maximum Drawdown of 18.32.
Stock Volatility Analysis
Volatility refers to the frequency at which Software Acquisition stock price increases or decreases within a specified period. It is generally measured from either the standard deviation or variance between returns from that same stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Software Acquisition 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 Software Acquisition has a beta of 0.8685 . This usually implies Software Acquisition Group market returns are reactive to returns on the market. As the market goes up or down, Software Acquisition is expected to follow.Software Acquisition 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. Latest disclosures for Software Acquisition Group show a Mean Deviation of 2.83 and a Standard Deviation of 3.73.
Predicted Return Distribution |
| Density |
What Drives Software Acquisition's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the Entertainment sector can move Software Acquisition'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 Software Acquisition.Software Acquisition's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in Software Acquisition's shares.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Software Acquisition is 4768.0. The daily returns are distributed with a variance of 14.12 and standard deviation of 3.76. The mean deviation of Software Acquisition Group is currently at 2.87. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0154 | |
β | Beta against Dow Jones | 0.87 | |
σ | Overall volatility | 3.76 | |
Ir | Information ratio | -0.0019 |
Stock Return Volatility
Software Acquisition historical daily return volatility represents how much of Software Acquisition stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 3.7571% 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 |
| 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
Strong recent returns in Software Stock do not always mean Software Acquisition Company is outperforming peers on business quality. Risk-adjusted metrics help compare Software Acquisition's efficiency and downside exposure against peers on a like-for-like basis. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ACCS | 2.44 | -0.26 | 0.00 | 0.43 | 0.00 | 7.28 | 25.77 | |||
| TZUP | 4.91 | -0.36 | 0.00 | 0.09 | 0.00 | 11.03 | 29.93 | |||
| FLNT | 4.48 | 1.11 | 0.24 | 1.61 | 4.05 | 11.27 | 26.93 | |||
| INUV | 5.65 | 0.04 | 0.01 | 0.00 | 7.79 | 13.77 | 56.41 | |||
| ABLV | 3.07 | -0.25 | 0.00 | -0.29 | 0.00 | 6.25 | 19.91 | |||
| TOON | 1.96 | -0.24 | 0.00 | -0.38 | 0.00 | 3.57 | 17.05 | |||
| ZDGE | 3.82 | 0.34 | 0.04 | 0.07 | 4.95 | 10.68 | 27.60 | |||
| UONE | 5.09 | -0.52 | 0.00 | -0.60 | 0.00 | 13.10 | 30.62 | |||
| HHS | 1.62 | -0.37 | 0.00 | -0.85 | 0.00 | 2.88 | 8.82 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Software Acquisition measures how widely returns scatter around their average over a given period. Higher dispersion implies a wider range of plausible outcomes for any given holding period. Software Acquisition has a market cap of 51.03 M, ROE of -7.18%.
This section for Software Acquisition Group is built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardSoftware Acquisition Investment Opportunity
Software Acquisition Group currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 4.42. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Software Acquisition Group 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 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 Software Acquisition to be traded at $1.6562 in 90 days.Moderate diversification
Across the chosen horizon, Software Acquisition and Dow Jones show a correlation of 0.37 and fall into the Moderate diversification bucket. A 0.37 reading means Software Acquisition and Dow Jones have partial price overlap, offering some diversification benefit.
Software Acquisition Additional Risk Indicators
A broader risk-indicator set for Software Acquisition Group can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.07 | |||
| Mean Deviation | 2.83 | |||
| Coefficient Of Variation | -6,158 | |||
| Standard Deviation | 3.73 | |||
| Variance | 13.91 | |||
| Information Ratio | -0.0019 |
Software Acquisition Suggested Diversification Pairs
A pair strategy built around Software Acquisition Group is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. 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 Software Acquisition 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. Software Acquisition'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, Software Acquisition'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 Software Acquisition Group.
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