Apollo Global Management Stock Volatility
| APO Stock | USD 107.30 0.19 0.18% |
We consider Apollo Global very steady. Apollo Global Management secures Sharpe Ratio (or Efficiency) of 0.0984, which signifies that the company had a 0.0984% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Apollo Global Management, which you can use to evaluate the volatility of the firm. Please confirm Apollo Global's Risk Adjusted Performance of 0.0901, downside deviation of 1.59, and Mean Deviation of 1.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Key indicators related to Apollo Global's volatility include:
720 Days Market Risk | Chance Of Distress | 720 Days Economic Sensitivity |
Apollo Global 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 Apollo daily returns, and it is calculated using variance and standard deviation. We also use Apollo's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Apollo Global volatility.
Apollo |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Apollo Global can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Apollo Global at lower prices. For example, an investor can purchase Apollo stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Apollo Global's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving together with Apollo Stock
| 0.73 | V | Visa Class A Earnings Call This Week | PairCorr |
| 0.81 | BX | Blackstone Group Financial Report 18th of July 2024 | PairCorr |
| 0.92 | CG | Carlyle Group Financial Report 2nd of May 2024 | PairCorr |
| 0.67 | GS | Goldman Sachs Group Financial Report 17th of July 2024 | PairCorr |
| 0.91 | MA | Mastercard Financial Report 25th of April 2024 | PairCorr |
| 0.65 | ROCLW | Roth CH Acquisition | PairCorr |
Moving against Apollo Stock
| 0.83 | WAVS | Western Acquisition | PairCorr |
| 0.62 | FSK | FS KKR Capital Financial Report 3rd of May 2024 | PairCorr |
Apollo Global Market Sensitivity And Downside Risk
Apollo Global's beta coefficient measures the volatility of Apollo stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Apollo stock's returns against your selected market. In other words, Apollo Global's beta of 0.93 provides an investor with an approximation of how much risk Apollo Global stock can potentially add to one of your existing portfolios. Apollo Global Management has relatively low volatility with skewness of -0.22 and kurtosis of -0.22. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Apollo Global's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Apollo Global's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Apollo Global Management Demand TrendCheck current 90 days Apollo Global correlation with market (NYSE Composite)Apollo Beta |
Apollo 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. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 1.48 |
It is essential to understand the difference between upside risk (as represented by Apollo Global's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Apollo Global's daily returns or price. Since the actual investment returns on holding a position in apollo stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Apollo Global.
Using Apollo Put Option to Manage Risk
Put options written on Apollo Global grant holders of the option the right to sell a specified amount of Apollo Global at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Apollo Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Apollo Global's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Apollo Global will be realized, the loss incurred will be offset by the profits made with the option trade.
Apollo Global's PUT expiring on 2024-04-19
Profit |
| Apollo Global Price At Expiration |
Current Apollo Global Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | 2024-04-19 PUT at $120.0 | -0.8941 | 0.02 | 4 | 2024-04-19 | 11.9 - 14.0 | 8.1 | View |
Put | 2024-04-19 PUT at $119.0 | -0.8448 | 0.0232 | 2 | 2024-04-19 | 10.5 - 12.3 | 4.7 | View |
Put | 2024-04-19 PUT at $118.0 | -0.8081 | 0.0251 | 3 | 2024-04-19 | 9.3 - 11.6 | 4.7 | View |
Put | 2024-04-19 PUT at $117.0 | -0.7995 | 0.0273 | 4 | 2024-04-19 | 8.2 - 10.6 | 3.3 | View |
Put | 2024-04-19 PUT at $116.0 | -0.9213 | 0.0259 | 145 | 2024-04-19 | 7.4 - 8.7 | 6.64 | View |
Put | 2024-04-19 PUT at $115.0 | -0.8368 | 0.0345 | 232 | 2024-04-19 | 6.9 - 8.6 | 8.1 | View |
Put | 2024-04-19 PUT at $114.0 | -0.8598 | 0.0392 | 132 | 2024-04-19 | 5.4 - 6.9 | 3.62 | View |
Put | 2024-04-19 PUT at $113.0 | -0.8702 | 0.0453 | 632 | 2024-04-19 | 4.5 - 5.8 | 5.25 | View |
Put | 2024-04-19 PUT at $112.0 | -0.8555 | 0.0557 | 1500 | 2024-04-19 | 4.4 - 5.2 | 4.3 | View |
Put | 2024-04-19 PUT at $111.0 | -0.8687 | 0.0702 | 1006 | 2024-04-19 | 2.35 - 4.0 | 3.7 | View |
Put | 2024-04-19 PUT at $110.0 | -0.8234 | 0.1002 | 3850 | 2024-04-19 | 2.35 - 3.2 | 2.75 | View |
Apollo Global Management Stock Volatility Analysis
Volatility refers to the frequency at which Apollo Global stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Apollo Global's price changes. Investors will then calculate the volatility of Apollo Global's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Apollo Global's volatility:
Historical Volatility
This type of stock volatility measures Apollo Global's fluctuations based on previous trends. It's commonly used to predict Apollo Global's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Apollo Global's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Apollo Global's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Apollo Global Management 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.
Apollo Global Projected Return Density Against Market
Considering the 90-day investment horizon Apollo Global has a beta of 0.9257 . This suggests Apollo Global Management market returns are highly reactive to returns on the market. As the market goes up or down, Apollo Global is expected to follow.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Apollo Global or Capital Markets sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Apollo Global's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Apollo stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Apollo Global Management has an alpha of 0.1451, implying that it can generate a 0.15 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Apollo Global 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 many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Apollo Global Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of Apollo Global is 1016.68. The daily returns are distributed with a variance of 2.19 and standard deviation of 1.48. The mean deviation of Apollo Global Management is currently at 1.15. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.63
α | Alpha over NYSE Composite | 0.15 | |
β | Beta against NYSE Composite | 0.93 | |
σ | Overall volatility | 1.48 | |
Ir | Information ratio | 0.1 |
Apollo Global Stock Return Volatility
Apollo Global historical daily return volatility represents how much of Apollo Global stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of 1.4801% on return distribution over 90 days investment horizon. By contrast, NYSE Composite accepts 0.6171% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Apollo Global Volatility
Volatility is a rate at which the price of Apollo Global or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Apollo Global may increase or decrease. In other words, similar to Apollo's beta indicator, it measures the risk of Apollo Global and helps estimate the fluctuations that may happen in a short period of time. So if prices of Apollo Global fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.| Last Reported | Projected for Next Year | ||
| Market Cap | 54.2 B | 56.9 B |
Apollo Global's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Apollo Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Apollo Global's price varies over time.
3 ways to utilize Apollo Global's volatility to invest better
Higher Apollo Global's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Apollo Global Management stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Apollo Global Management stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Apollo Global Management investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Apollo Global's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Apollo Global's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Apollo Global Investment Opportunity
Apollo Global Management has a volatility of 1.48 and is 2.39 times more volatile than NYSE Composite. 13 percent of all equities and portfolios are less risky than Apollo Global. You can use Apollo Global Management to protect your portfolios against small market fluctuations. The stock experiences a normal downward trend and little activity. Check odds of Apollo Global to be traded at $106.23 in 90 days.Very weak diversification
The correlation between Apollo Global Management and NYA is 0.4 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Apollo Global Management and NYA in the same portfolio, assuming nothing else is changed.
Apollo Global Additional Risk Indicators
The analysis of Apollo Global's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Apollo Global's investment and either accepting that risk or mitigating it. Along with some common measures of Apollo Global stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0901 | |||
| Market Risk Adjusted Performance | 0.2123 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.28 | |||
| Downside Deviation | 1.59 | |||
| Coefficient Of Variation | 747.32 | |||
| Standard Deviation | 1.47 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Apollo Global Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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| Bank of America vs. Apollo Global | ||
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 Apollo Global 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. Apollo Global'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, Apollo Global'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 Apollo Global Management.
When determining whether Apollo Global Management is a strong investment it is important to analyze Apollo Global's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Apollo Global's future performance. For an informed investment choice regarding Apollo Stock, refer to the following important reports: Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Apollo Global Management. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in american community survey. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Apollo Stock analysis
When running Apollo Global's price analysis, check to measure Apollo Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Apollo Global is operating at the current time. Most of Apollo Global's value examination focuses on studying past and present price action to predict the probability of Apollo Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Apollo Global's price. Additionally, you may evaluate how the addition of Apollo Global to your portfolios can decrease your overall portfolio volatility.
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Is Apollo Global's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Apollo Global. If investors know Apollo will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Apollo Global listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 3.152 | Dividend Share 1.72 | Earnings Share 8.28 | Revenue Per Share 54.945 | Quarterly Revenue Growth 1.286 |
The market value of Apollo Global Management is measured differently than its book value, which is the value of Apollo that is recorded on the company's balance sheet. Investors also form their own opinion of Apollo Global's value that differs from its market value or its book value, called intrinsic value, which is Apollo Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Apollo Global's market value can be influenced by many factors that don't directly affect Apollo Global's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Apollo Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Apollo Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Apollo Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.